```

                                                             OMB APPROVAL
                                                     OMB Number:       3235-0578
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                                                     hours per response.....
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                                 UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION
                             Washington, D.C. 20549

                                   FORM N-Q

                   QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS
    OF REGISTERED MANAGEMENT INVESTMENT COMPANY

  Investment Company Act file number 811-21108

                         Pioneer Series Trust X
               (Exact name of registrant as specified in charter)

                       60 State Street, Boston, MA 02109
              (Address of principal executive offices) (ZIP code)

            Terrence J. Cullen, Pioneer Investment Management, Inc.,
                       60 State Street, Boston, MA 02109
                    (Name and address of agent for service)

Registrant's telephone number, including area code:  (617) 742-7825

Date of fiscal year end:  March 31

Date of reporting period:  June 30, 2015

Form N-Q is to be used by management investment companies, other than small
business investment companies registered on Form N-5 (239.24 and 274.5 of this
chapter), to file reports with the Commission, not later than 60 days after
close of the first and third fiscal quarters, pursuant to Rule 30b1-5 under
the Investment Company Act of 1940 (17 CFR 270.30b1-5).  The Commission may
use the information provided on Form N-Q in its regulatory, disclosure review,
inspection, and policymaking roles.

A registrant is required to disclose the information specified by Form N-Q,
and the Commission will make this information public. A registrant is not
required to respond to the collection of information contained in Form N-Q
unless the Form displays a currently valid Office of Management and Budget
("OMB") control number. Please direct comments concerning the accuracy of the
information collection burden estimate and any suggestions for reducing the
burden to Secretary, Securities and Exchange Commission, 450 Fifth Street, NW,
Washington, DC 20549-0609.  The OMB has reviewed this collection of information
under the clearance requirements of 44 U.S.C. ss. 3507.

<PAGE>
ITEM 1. Schedule of Investments.

File the schedules as of the close of the reporting period as set forth in
ss. 210.12-12  12-14 of Regulation S-X [17 CFR 210.12-12  12-14]. The
schedules need not be audited.
```

```

```

|                                                                                                                                                                                                                     |      |   |   | Pioneer Fundamental Growth Fund                                                      |   |                                                                                 |
|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|-----------|--------|--------|--------------------------------------------------------------------------------------|--------|--------------------------------------------------------------------------------------|
|                                                                                                                                                                                                                     |      |   |   | Schedule of Investments 6/30/15 (unaudited)                                          |   |                                                                                 |
|                                                                                                                                                                                                                     |      |   |   |                                                                                 |   |                                                                                 |
|                                                                                                                                                                                                                     | Shares    |   |   |                                                                                 |   | Value                                                                                |
|                                                                                                                                                                                                                     |      |   |   | COMMON STOCKS - 98.0%                                                                |   |                                                                                 |
|                                                                                                                                                                                                                     |      |   |   | Energy - 3.6%                                                                        |   |                                                                                 |
|                                                                                                                                                                                                                     |      |   |   | Oil & Gas Equipment & Services - 2.5%                                        |   |                                                                                 |
|                                                                                                                                                                                                                     | 768,958   |   |   | Schlumberger, Ltd.                                                                   | $      | 66,276,490                                                                           |
|                                                                                                                                                                                                                     |      |   |   | Oil & Gas Exploration & Production - 1.1%                                    |   |                                                                                 |
|                                                                                                                                                                                                                     | 972,103   |   |   | Cabot Oil & Gas Corp.                                                            | $      | 30,660,129                                                                           |
|                                                                                                                                                                                                                     |      |   |   | Total Energy                                                                         | $      | 96,936,619                                                                           |
|                                                                                                                                                                                                                     |      |   |   | Materials - 5.0%                                                                     |   |                                                                                 |
|                                                                                                                                                                                                                     |      |   |   | Fertilizers & Agricultural Chemicals - 1.1%                                      |   |                                                                                 |
|                                                                                                                                                                                                                     | 266,934   |   |   | Monsanto Co.                                                                         | $      | 28,452,495                                                                           |
|                                                                                                                                                                                                                     |      |   |   | Industrial Gases - 0.7%                                                              |   |                                                                                 |
|                                                                                                                                                                                                                     | 169,737   |   |   | Praxair, Inc.                                                                        | $      | 20,292,058                                                                           |
|                                                                                                                                                                                                                     |      |   |   | Specialty Chemicals - 3.2%                                                           |   |                                                                                 |
|                                                                                                                                                                                                                     | 440,578   |   |   | Ecolab, Inc.                                                                         | $      | 49,816,154                                                                           |
|                                                                                                                                                                                                                     | 320,630   |   |   | International Flavors & Fragrances, Inc.                                         |   | 35,041,653                                                                           |
|                                                                                                                                                                                                                     |      |   |   |                                                                                 | $      | 84,857,807                                                                           |
|                                                                                                                                                                                                                     |      |   |   | Total Materials                                                                      | $      | 133,602,360                                                                          |
|                                                                                                                                                                                                                     |      |   |   | Capital Goods - 9.2%                                                                 |   |                                                                                 |
|                                                                                                                                                                                                                     |      |   |   | Aerospace & Defense - 4.6%                                                       |   |                                                                                 |
|                                                                                                                                                                                                                     | 247,460   |   |   | Precision Castparts Corp.                                                            | $      | 49,459,830                                                                           |
|                                                                                                                                                                                                                     | 670,525   |   |   | United Technologies Corp.                                                            |   | 74,381,338                                                                           |
|                                                                                                                                                                                                                     |      |   |   |                                                                                 | $      | 123,841,168                                                                          |
|                                                                                                                                                                                                                     |      |   |   | Industrial Conglomerates - 3.3%                                                      |   |                                                                                 |
|                                                                                                                                                                                                                     | 564,901   |   |   | 3M Co.                                                                               | $      | 87,164,224                                                                           |
|                                                                                                                                                                                                                     |      |   |   | Construction & Farm Machinery & Heavy Trucks - 1.3%                          |   |                                                                                 |
|                                                                                                                                                                                                                     | 263,924   |   |   | Cummins, Inc.                                                                        | $      | 34,624,190                                                                           |
|                                                                                                                                                                                                                     |      |   |   | Total Capital Goods                                                                  | $      | 245,629,582                                                                          |
|                                                                                                                                                                                                                     |      |   |   | Transportation - 1.6%                                                                |   |                                                                                 |
|                                                                                                                                                                                                                     |      |   |   | Air Freight & Logistics - 1.6%                                                   |   |                                                                                 |
|                                                                                                                                                                                                                     | 437,686   |   |   | United Parcel Service, Inc. (Class B)                                                | $      | 42,416,150                                                                           |
|                                                                                                                                                                                                                     |      |   |   | Total Transportation                                                                 | $      | 42,416,150                                                                           |
|                                                                                                                                                                                                                     |      |   |   | Consumer Services - 3.6%                                                             |   |                                                                                 |
|                                                                                                                                                                                                                     |      |   |   | Restaurants - 3.6%                                                                   |   |                                                                                 |
|                                                                                                                                                                                                                     | 1,802,490 |   |   | Starbucks Corp.                                                                      | $      | 96,640,501                                                                           |
|                                                                                                                                                                                                                     |      |   |   | Total Consumer Services                                                              | $      | 96,640,501                                                                           |
|                                                                                                                                                                                                                     |      |   |   | Media - 6.5%                                                                         |   |                                                                                 |
|                                                                                                                                                                                                                     |      |   |   | Movies & Entertainment - 6.5%                                                    |   |                                                                                 |
|                                                                                                                                                                                                                     | 909,225   |   |   | The Walt Disney Co.                                                                  | $      | 103,778,942                                                                          |
|                                                                                                                                                                                                                     | 783,545   |   |   | Time Warner, Inc.                                                                    |   | 68,489,668                                                                           |
|                                                                                                                                                                                                                     |      |   |   |                                                                                 | $      | 172,268,610                                                                          |
|                                                                                                                                                                                                                     |      |   |   | Total Media                                                                          | $      | 172,268,610                                                                          |
|                                                                                                                                                                                                                     |      |   |   | Retailing - 7.8%                                                                     |   |                                                                                 |
|                                                                                                                                                                                                                     |      |   |   | Apparel Retail - 2.6%                                                                |   |                                                                                 |
|                                                                                                                                                                                                                     | 1,447,536 |   |   | Ross Stores, Inc.                                                                    | $      | 70,364,725                                                                           |
|                                                                                                                                                                                                                     |      |   |   | Home Improvement Retail - 3.9%                                                       |   |                                                                                 |
|                                                                                                                                                                                                                     | 923,836   |   |   | The Home Depot, Inc.                                                                 | $      | 102,665,895                                                                          |
|                                                                                                                                                                                                                     |      |   |   | Automotive Retail - 1.3%                                                             |   |                                                                                 |
|                                                                                                                                                                                                                     | 147,975   |   |   | O'Reilly Automotive, Inc. *                                                          | $      | 33,439,390                                                                           |
|                                                                                                                                                                                                                     |      |   |   | Total Retailing                                                                      | $      | 206,470,010                                                                          |
|                                                                                                                                                                                                                     |      |   |   | Food & Staples Retailing - 4.0%                                                  |   |                                                                                 |
|                                                                                                                                                                                                                     |      |   |   | Drug Retail - 4.0%                                                                   |   |                                                                                 |
|                                                                                                                                                                                                                     | 1,023,594 |   |   | CVS Health Corp.                                                                     | $      | 107,354,539                                                                          |
|                                                                                                                                                                                                                     |      |   |   | Total Food & Staples Retailing                                                   | $      | 107,354,539                                                                          |
|                                                                                                                                                                                                                     |      |   |   | Food, Beverage & Tobacco - 5.2%                                                  |   |                                                                                 |
|                                                                                                                                                                                                                     |      |   |   | Soft Drinks - 3.1%                                                                   |   |                                                                                 |
|                                                                                                                                                                                                                     | 878,746   |   |   | PepsiCo., Inc.                                                                       | $      | 82,022,152                                                                           |
|                                                                                                                                                                                                                     |      |   |   | Tobacco - 2.1%                                                                       |   |                                                                                 |
|                                                                                                                                                                                                                     | 759,004   |   |   | Reynolds American, Inc.                                                              | $      | 56,667,239                                                                           |
|                                                                                                                                                                                                                     |      |   |   | Total Food, Beverage & Tobacco                                                   | $      | 138,689,391                                                                          |
|                                                                                                                                                                                                                     |      |   |   | Household & Personal Products - 3.5%                                             |   |                                                                                 |
|                                                                                                                                                                                                                     |      |   |   | Household Products - 2.0%                                                            |   |                                                                                 |
|                                                                                                                                                                                                                     | 833,011   |   |   | Colgate-Palmolive Co.                                                                | $      | 54,487,250                                                                           |
|                                                                                                                                                                                                                     |      |   |   | Personal Products - 1.5%                                                             |   |                                                                                 |
|                                                                                                                                                                                                                     | 445,244   |   |   | The Estee Lauder Companies, Inc.                                                     | $      | 38,584,845                                                                           |
|                                                                                                                                                                                                                     |      |   |   | Total Household & Personal Products                                              | $      | 93,072,095                                                                           |
|                                                                                                                                                                                                                     |      |   |   | Health Care Equipment & Services - 4.5%                                          |   |                                                                                 |
|                                                                                                                                                                                                                     |      |   |   | Health Care Equipment - 2.1%                                                         |   |                                                                                 |
|                                                                                                                                                                                                                     | 752,533   |   |   | Medtronic PLC                                                                        | $      | 55,762,695                                                                           |
|                                                                                                                                                                                                                     |      |   |   | Health Care Services - 2.4%                                                          |   |                                                                                 |
|                                                                                                                                                                                                                     | 706,872   |   |   | Express Scripts Holding Co. *                                                        | $      | 62,869,196                                                                           |
|                                                                                                                                                                                                                     |      |   |   | Total Health Care Equipment & Services                                           | $      | 118,631,891                                                                          |
|                                                                                                                                                                                                                     |      |   |   | Pharmaceuticals, Biotechnology & Life Sciences - 15.8%                           |   |                                                                                 |
|                                                                                                                                                                                                                     |      |   |   | Biotechnology - 8.4%                                                                 |   |                                                                                 |
|                                                                                                                                                                                                                     | 822,207   |   |   | Celgene Corp. *                                                                      | $      | 95,158,127                                                                           |
|                                                                                                                                                                                                                     | 935,345   |   |   | Gilead Sciences, Inc. *                                                              |   | 109,510,193                                                                          |
|                                                                                                                                                                                                                     | 156,347   |   |   | Vertex Pharmaceuticals, Inc. *                                                       |   | 19,305,728                                                                           |
|                                                                                                                                                                                                                     |      |   |   |                                                                                 | $      | 223,974,048                                                                          |
|                                                                                                                                                                                                                     |      |   |   | Pharmaceuticals - 4.0%                                                               |   |                                                                                 |
|                                                                                                                                                                                                                     | 211,962   |   |   | Allergan plc                                                                         | $      | 64,321,989                                                                           |
|                                                                                                                                                                                                                     | 448,413   |   |   | Johnson & Johnson                                                                |   | 43,702,331                                                                           |
|                                                                                                                                                                                                                     |      |   |   |                                                                                 | $      | 108,024,320                                                                          |
|                                                                                                                                                                                                                     |      |   |   | Life Sciences Tools & Services - 3.4%                                            |   |                                                                                 |
|                                                                                                                                                                                                                     | 692,802   |   |   | Thermo Fisher Scientific, Inc.                                                       | $      | 89,897,988                                                                           |
|                                                                                                                                                                                                                     |      |   |   | Total Pharmaceuticals, Biotechnology & Life Sciences                             | $      | 421,896,356                                                                          |
|                                                                                                                                                                                                                     |      |   |   | Diversified Financials - 2.6%                                                        |   |                                                                                 |
|                                                                                                                                                                                                                     |      |   |   | Specialized Finance - 2.6%                                                           |   |                                                                                 |
|                                                                                                                                                                                                                     | 312,270   |   |   | Intercontinental Exchange, Inc.                                                      | $      | 69,826,695                                                                           |
|                                                                                                                                                                                                                     |      |   |   | Total Diversified Financials                                                         | $      | 69,826,695                                                                           |
|                                                                                                                                                                                                                     |      |   |   | Software & Services - 13.9%                                                      |   |                                                                                 |
|                                                                                                                                                                                                                     |      |   |   | Internet Software & Services - 4.8%                                              |   |                                                                                 |
|                                                                                                                                                                                                                     | 120,934   |   |   | Google, Inc. (Class A) *                                                             | $      | 65,309,197                                                                           |
|                                                                                                                                                                                                                     | 122,913   |   |   | Google, Inc. (Class C)                                                               |   | 63,977,446                                                                           |
|                                                                                                                                                                                                                     |      |   |   |                                                                                 | $      | 129,286,643                                                                          |
|                                                                                                                                                                                                                     |      |   |   | Data Processing & Outsourced Services - 4.5%                                     |   |                                                                                 |
|                                                                                                                                                                                                                     | 1,279,502 |   |   | MasterCard, Inc.                                                                     | $      | 119,607,847                                                                          |
|                                                                                                                                                                                                                     |      |   |   | Systems Software - 4.6%                                                              |   |                                                                                 |
|                                                                                                                                                                                                                     | 2,774,993 |   |   | Microsoft Corp.                                                                      | $      | 122,515,941                                                                          |
|                                                                                                                                                                                                                     |      |   |   | Total Software & Services                                                        | $      | 371,410,431                                                                          |
|                                                                                                                                                                                                                     |      |   |   | Technology Hardware & Equipment - 10.0%                                          |   |                                                                                 |
|                                                                                                                                                                                                                     |      |   |   | Communications Equipment - 2.3%                                                      |   |                                                                                 |
|                                                                                                                                                                                                                     | 982,838   |   |   | Qualcomm, Inc.                                                                       | $      | 61,555,144                                                                           |
|                                                                                                                                                                                                                     |      |   |   | Computer Storage & Peripherals - 7.7%                                            |   |                                                                                 |
|                                                                                                                                                                                                                     | 1,191,987 |   |   | Apple, Inc.                                                                          | $      | 149,504,967                                                                          |
|                                                                                                                                                                                                                     | 2,110,494 |   |   | EMC Corp.                                                                            |   | 55,695,937                                                                           |
|                                                                                                                                                                                                                     |      |   |   |                                                                                 | $      | 205,200,904                                                                          |
|                                                                                                                                                                                                                     |      |   |   | Total Technology Hardware & Equipment                                            | $      | 266,756,048                                                                          |
|                                                                                                                                                                                                                     |      |   |   | Semiconductors & Semiconductor Equipment - 1.2%                                  |   |                                                                                 |
|                                                                                                                                                                                                                     |      |   |   | Semiconductors - 1.2%                                                                |   |                                                                                 |
|                                                                                                                                                                                                                     | 503,837   |   |   | Analog Devices, Inc.                                                                 | $      | 32,338,778                                                                           |
|                                                                                                                                                                                                                     |      |   |   | Total Semiconductors & Semiconductor Equipment                                   | $      | 32,338,778                                                                           |
|                                                                                                                                                                                                                     |      |   |   | TOTAL COMMON STOCKS                                                                  |   |                                                                                 |
|                                                                                                                                                                                                                     |      |   |   | (Cost $1,965,835,921)                                                                | $      | 2,613,940,056                                                                        |
|                                                                                                                                                                                                                     |      |   |   |                                                                                 |   |                                                                                 |
|                                                                                                                                                                                                                     |      |   |   | TOTAL INVESTMENT IN SECURITIES - 98.0%                                               |   |                                                                                 |
|                                                                                                                                                                                                                     |      |   |   | (Cost $1,965,835,921) (a)                                                            | $      | 2,613,940,056                                                                        |
|                                                                                                                                                                                                                     |      |   |   |                                                                                 |   |                                                                                 |
|                                                                                                                                                                                                                     |      |   |   | OTHER ASSETS & LIABILITIES - 2.0%                                                | $      | 53,350,514                                                                           |
|                                                                                                                                                                                                                     |      |   |   |                                                                                 |   |                                                                                 |
|                                                                                                                                                                                                                     |      |   |   | TOTAL NET ASSETS - 100.0%                                                            | $      | 2,667,290,570                                                                        |
|                                                                                                                                                                                                                     |      |   |   |                                                                                 |   |                                                                                 |
|                                                                                                                                                                                                                     | *         |   |   | Non-income producing security.                                                       |   |                                                                                 |
|                                                                                                                                                                                                                     |      |   |   |                                                                                 |   |                                                                                 |
|                                                                                                                                                                                                                     | (a)       |   |   | At  June 30, 2015, the net unrealized appreciation on investments based on |   |                                                                                 |
|                                                                                                                                                                                                                     |      |   |   | cost for federal income tax purposes of $1,965,835,921 was as follows:               |   |                                                                                 |
|                                                                                                                                                                                                                     |      |   |   |                                                                                 |   |                                                                                 |
|                                                                                                                                                                                                                     |      |   |   | Aggregate gross unrealized appreciation for all investments in which                 |   |                                                                                 |
|                                                                                                                                                                                                                     |      |   |   | there is an excess of value over tax cost                                            | $      |             660,414,751  |
|                                                                                                                                                                                                                     |      |   |   |                                                                                 |   |                                                                                 |
|                                                                                                                                                                                                                     |      |   |   | Aggregate gross unrealized depreciation for all investments in which                 |   |                                                                                 |
|                                                                                                                                                                                                                     |      |   |   | there is an excess of tax cost over value                                            |   |             (12,310,616) |
|                                                                                                                                                                                                                     |      |   |   |                                                                                 |   |                                                                                 |
|                                                                                                                                                                                                                     |      |   |   | Net unrealized appreciation                                                          | $      |             648,104,135  |
|                                                                                                                                                                                                                     |      |   |   |                                                                                 |   |                                                                                 |
| Various inputs are used in determining the value of the Fund's investments.  These inputs are summarized in the three broad levels listed below.                                                               |
|                                                                                                                                                                                                                     |      |   |   |                                                                                 |   |                                                                                 |
| Level 1 – quoted prices in active markets for identical securities                                                                                                                                                 |      |   |
| Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)  See Notes to Financial Statements — Note 1A. |
| Level 3 – significant unobservable inputs (including the Fund's own assumptions in determining fair value of investments)  See Notes to Financial Statements — Note 1A.                            |
|                                                                                                                                                                                                                     |      |   |   |                                                                                 |   |                                                                                 |
| Generally, equity securities are categorized as Level 1, fixed income securities and senior loans as Level 2 and securities valued                                                                                       |
| using fair value methods (other than prices supplied by independent pricing services or broker-dealers) as Level 3.                                                                                                      |      |   |
|                                                                                                                                                                                                                     |      |   |   |                                                                                 |   |                                                                                 |
| The following is a summary of the inputs used as of June 30, 2015, in valuing the Fund's investments:                                                                                                                    |      |   |
|                                                                                                                                                                                                                     |      |   |   |                                                                                 |   |                                                                                 |

|                                                                                      |   | Level 1 |          |   | Level 2 |   |   | Level 3 |   |   | Total  |   |
|-------------------------------------------------------------------------------------------|--------|---------|---------------|--------|---------|--------|--------|---------|--------|--------|--------|--------|
| Common Stocks                                                                             |   | $       | 2,613,940,056 |   |    | $      | -      |    |   | $      | -      |   |   | $ | 2,613,940,056 |   |
| Total                                                                                     |   | $       | 2,613,940,056 |   |    | $      | -      |    |   | $      | -      |   |   | $ | 2,613,940,056 |   |
|                                                                                      |   |    |          |   |    |   |   |    |   |   |   |   |   |   |   |   |
| During the period ended June 30, 2015, there were no transfers between Levels 1, 2 and 3. |   |    |          |   |    |   |   |    |   |   |   |   |   |   |   |   |

|                                                                                                                                                             |                 |             |   | Pioneer Multi-Asset Ultrashort Income Fund                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    |          |
|------------------------------------------------------------------------------------------------------------------------------------------------------------------|----------------------|------------------|--------|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|---------|---------------|
|                                                                                                                                                             |                 |             |   | Schedule of Investments 6/30/15 (unaudited)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    |          |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             | Principal Amount ($) | FloatingRate (b) |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | Value   |
|                                                                                                                                                             |                 |             |   | PREFERRED STOCKS - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    |          |
|                                                                                                                                                             |                 |             |   | Insurance - 0.0%  †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    |          |
|                                                                                                                                                             |                 |             |   | Reinsurance - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    |          |
|                                                                                                                                                             | 2,300,000            |             |   | Pangaea Re., 7/1/18 (c)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $       | 41,400        |
|                                                                                                                                                             |                 |             |   | Total Insurance                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $       | 41,400        |
|                                                                                                                                                             |                 |             |   | TOTAL PREFERRED STOCKS                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    |          |
|                                                                                                                                                             |                 |             |   | (Cost $6,038)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $       | 41,400        |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             |                 |             |   | ASSET BACKED SECURITIES - 23.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    |          |
|                                                                                                                                                             | 1,354,031            | 0.42             |   | 321 Henderson Receivables I LLC, Floating Rate Note, 11/15/40 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 1,320,902     |
|                                                                                                                                                             | 3,497,478            | 0.39             |   | 321 Henderson Receivables I LLC, Floating Rate Note, 12/15/41 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 3,427,990     |
|                                                                                                                                                             | 2,581,609            | 0.39             |   | 321 Henderson Receivables I LLC, Floating Rate Note, 6/15/41 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 2,506,675     |
|                                                                                                                                                             | 706,967              | 0.54             |   | 321 Henderson Receivables I LLC, Floating Rate Note, 9/15/45 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 699,495       |
|                                                                                                                                                             | 3,568,941            | 0.39             |   | 321 Henderson Receivables II LLC, Floating Rate Note, 9/15/41 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 3,470,541     |
|                                                                                                                                                             | 10,334               | 2.96             |   | ABFC 2003-WMC1 Trust, Floating Rate Note, 3/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 10,003        |
|                                                                                                                                                             | 1,597,749            | 0.94             |   | ABFC 2005-HE2 Trust, Floating Rate Note, 6/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 1,580,265     |
|                                                                                                                                                             | 706,243              | 0.81             |   | ABFC 2005-WF1 Trust, Floating Rate Note, 12/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 702,830       |
|                                                                                                                                                             | 1,110,198            | 0.51             |   | ACAS CLO 2007-1, Ltd., Floating Rate Note, 4/20/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 1,104,321     |
|                                                                                                                                                             | 1,045,563            | 0.59             |   | Accredited Mortgage Loan Trust 2005-2, Floating Rate Note, 7/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 1,029,692     |
|                                                                                                                                                             | 72,193               | 6.49             |   | ACE Securities Corp. Manufactured Housing Trust Series 2003-MH1, Floating Rate Note, 8/15/30 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 72,424        |
|                                                                                                                                                             | 750,000              | 1.28             |   | ACIS CLO 2014-4, Ltd., Floating Rate Note, 5/1/26 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 749,623       |
|                                                                                                                                                             | 478,954              | 1.29             |   | Aegis Asset Backed Securities Trust Mortgage Pass- Through Ctfs Series 2004-3, Floating Rate Note, 9/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 473,454       |
|                                                                                                                                                             | 1,310,206            | 1.15             |   | Aegis Asset Backed Securities Trust Mortgage Pass-Through Certificates Series 2004-2, Floating Rate Note, 6/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 1,300,770     |
|                                                                                                                                                             | 1,194,923            | 1.29             |   | Aegis Asset Backed Securities Trust Mortgage Pass-Through Certificates Series 2004-4, Floating Rate Note, 10/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 1,182,151     |
|                                                                                                                                                             | 362,082              | 0.56             |   | Aegis Asset Backed Securities Trust Mortgage Pass-Through Ctfs Ser 2005-4, Floating Rate Note, 10/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 356,305       |
|                                                                                                                                                             | 674,638              | 0.39             |   | Ally Auto Receivables Trust 2014-SN1, Floating Rate Note, 10/20/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 674,449       |
|                                                                                                                                                             | 1,900,000            | 0.57             |   | Ally Auto Receivables Trust 2015-SN1, Floating Rate Note, 6/20/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 1,898,957     |
|                                                                                                                                                             | 300,000              | 0.56             |   | Ally Master Owner Trust, Floating Rate Note, 1/16/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 299,702       |
|                                                                                                                                                             | 2,600,000            | 0.59             |   | Ally Master Owner Trust, Floating Rate Note, 6/17/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 2,594,030     |
|                                                                                                                                                             | 3,000,000            | 1.26             |   | Ally Master Owner Trust, Floating Rate Note, 8/15/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 3,002,877     |
|                                                                                                                                                             | 957,629              |             |   | Alterna Funding I LLC, 1.639%, 2/15/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 959,424       |
|                                                                                                                                                             | 222,607              |             |   | American Credit Acceptance Receivables Trust 2013-1, 1.45%, 4/16/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 222,629       |
|                                                                                                                                                             | 708,161              |             |   | American Credit Acceptance Receivables Trust 2014-1, 1.14%, 3/12/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 708,000       |
|                                                                                                                                                             | 808,930              |             |   | American Credit Acceptance Receivables Trust 2014-2, 0.99%, 10/10/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 808,298       |
|                                                                                                                                                             | 606,567              |             |   | American Credit Acceptance Receivables Trust 2014-3, 0.99%, 8/10/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 605,775       |
|                                                                                                                                                             | 768,574              |             |   | American Credit Acceptance Receivables Trust 2014-4, 1.23%, 7/10/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 768,340       |
|                                                                                                                                                             | 400,000              |             |   | American Express Credit Account Master Trust, 1.29%, 3/15/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 400,097       |
|                                                                                                                                                             | 350,000              | 0.46             |   | American Express Credit Account Master Trust, Floating Rate Note, 1/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 350,069       |
|                                                                                                                                                             | 1,945,000            | 1.39             |   | American Express Credit Account Master Trust, Floating Rate Note, 2/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 1,945,729     |
|                                                                                                                                                             | 8,890,000            | 0.34             |   | American Express Credit Account Master Trust, Floating Rate Note, 3/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 8,890,000     |
|                                                                                                                                                             | 3,300,000            | 0.48             |   | American Express Credit Account Master Trust, Floating Rate Note, 5/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 3,302,524     |
|                                                                                                                                                             | 1,500,000            | 1.60             |   | American Homes 4 Rent 2014-SFR1, Floating Rate Note, 6/17/31                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 1,491,488     |
|                                                                                                                                                             | 1,492,869            |             |   | AmeriCredit Automobile Receivables Trust 2012-1, 2.67%, 1/8/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 1,501,331     |
|                                                                                                                                                             | 284,473              |             |   | AmeriCredit Automobile Receivables Trust 2013-2, 0.65%, 12/8/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 284,368       |
|                                                                                                                                                             | 715,474              | 0.46             |   | AmeriCredit Automobile Receivables Trust 2014-2, Floating Rate Note, 10/10/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 715,189       |
|                                                                                                                                                             | 2,125,000            | 0.58             |   | AmeriCredit Automobile Receivables Trust 2015-2, Floating Rate Note, 9/10/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 2,125,572     |
|                                                                                                                                                             | 273,359              | 0.41             |   | Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-R10, Floating Rate Note, 12/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 272,952       |
|                                                                                                                                                             | 58,425               | 0.61             |   | Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-R5, Floating Rate Note, 7/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 58,365        |
|                                                                                                                                                             | 473,759              | 0.52             |   | Ameriquest Mortgage Securities, Inc., Asset Backed Pass-Through Ctfs Series 2005-R11, Floating Rate Note, 1/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 465,036       |
|                                                                                                                                                             | 280,511              | 3.94             |   | Ameriquest Mortgage Securities, Inc., Asset-Backed Pass-Through Ctfs Series 03-AR3, Floating Rate Note, 6/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 286,064       |
|                                                                                                                                                             | 2,738,101            | 0.79             |   | Ameriquest Mortgage Securities, Inc., Asset-Backed Pass-Through Ctfs Series 2004-R11, Floating Rate Note, 11/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 2,725,687     |
|                                                                                                                                                             | 1,139,385            | 0.86             |   | Ameriquest Mortgage Securities, Inc., Asset-Backed Pass-Through Ctfs Series 2005-R1, Floating Rate Note, 3/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 1,135,164     |
|                                                                                                                                                             | 1,000,000            | 1.73             |   | Apidos Quattro CDO, Floating Rate Note, 1/20/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 990,125       |
|                                                                                                                                                             | 196,275              | 0.74             |   | ARI Fleet Lease Trust 2012-A, Floating Rate Note, 3/15/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 196,246       |
|                                                                                                                                                             | 201,985              | 0.49             |   | ARI Fleet Lease Trust 2012-B, Floating Rate Note, 1/15/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 201,669       |
|                                                                                                                                                             | 373,435              |             |   | ARI Fleet Lease Trust 2013-A, 0.7%, 12/15/15 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 373,456       |
|                                                                                                                                                             | 600,000              |             |   | ARI Fleet Lease Trust 2013-A, 0.92%, 7/15/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 600,190       |
|                                                                                                                                                             | 2,221,296            |             |   | ARI Fleet Lease Trust 2014-A, 0.81%, 11/15/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 2,220,911     |
|                                                                                                                                                             | 553,268              |             |   | Ascentium Equipment Receivables 2014-1 LLC, 1.04%, 1/10/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 553,061       |
|                                                                                                                                                             | 1,700,000            |             |   | Ascentium Equipment Receivables 2014-1 LLC, 1.58%, 10/10/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 1,702,819     |
|                                                                                                                                                             | 361,732              | 0.86             |   | Asset Backed Securities Corp Home Equity Loan Trust Series 2005-HE2, Floating Rate Note, 2/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 361,096       |
|                                                                                                                                                             | 444,054              | 0.89             |   | Asset Backed Securities Corp Home Equity Loan Trust Series 2005-HE3, Floating Rate Note, 4/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 439,017       |
|                                                                                                                                                             | 1,023,112            | 0.39             |   | Asset Backed Securities Corp Home Equity Loan Trust Series AEG 2006-HE1, Floating Rate Note, 1/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 975,905       |
|                                                                                                                                                             | 25,535               | 0.86             |   | Asset Backed Securities Corp Home Equity Loan Trust Series NC 2005-HE4, Floating Rate Note, 5/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 25,534        |
|                                                                                                                                                             | 1,142,352            | 0.70             |   | Asset Backed Securities Corp Home Equity Loan Trust Series OOMC 2005-HE6, Floating Rate Note, 7/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 1,133,220     |
|                                                                                                                                                             | 1,166,807            | 0.80             |   | Asset-Backed Pass-Through Certificates Series 2004-R2, Floating Rate Note, 4/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 1,146,062     |
|                                                                                                                                                             | 314,571              |             |   | AXIS Equipment Finance Receivables II LLC, 1.75%, 6/20/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 314,605       |
|                                                                                                                                                             | 2,000,000            | 0.48             |   | BA Credit Card Trust, Floating Rate Note, 1/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 1,998,738     |
|                                                                                                                                                             | 6,400,000            | 0.46             |   | BA Credit Card Trust, Floating Rate Note, 9/16/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 6,392,954     |
|                                                                                                                                                             | 1,724,466            |             |   | Bank of The West Auto Trust 2014-1, 0.69%, 7/17/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 1,724,999     |
|                                                                                                                                                             | 1,100,000            | 0.55             |   | Barclays Dryrock Issuance Trust, Floating Rate Note, 12/16/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 1,100,003     |
|                                                                                                                                                             | 1,800,000            | 0.53             |   | Barclays Dryrock Issuance Trust, Floating Rate Note, 3/16/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 1,799,663     |
|                                                                                                                                                             | 200,000              | 0.53             |   | Barclays Dryrock Issuance Trust, Floating Rate Note, 7/16/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 200,038       |
|                                                                                                                                                             | 431,530              | 1.99             |   | Bayview Commercial Asset Trust 2004-1, Floating Rate Note, 4/25/34 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 392,019       |
|                                                                                                                                                             | 49,175               |             |   | Bayview Financial Acquisition Trust, 6.205%, 5/28/37 (Step)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 51,778        |
|                                                                                                                                                             | 1,058,210            | 0.86             |   | Bayview Financial Mortgage Pass-Through Trust 2004-A, Floating Rate Note, 2/28/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 1,053,285     |
|                                                                                                                                                             | 3,272,766            | 0.69             |   | Bayview Financial Mortgage Pass-Through Trust 2005-C, Floating Rate Note, 6/28/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 3,247,559     |
|                                                                                                                                                             | 55,889               | 0.54             |   | Bayview Financial Mortgage Pass-Through Trust 2006-A, Floating Rate Note, 2/28/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 55,855        |
|                                                                                                                                                             | 15,432               | 0.49             |   | Bayview Financial Mortgage Pass-Through Trust 2006-A, Floating Rate Note, 2/28/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 15,414        |
|                                                                                                                                                             | 888,410              | 0.49             |   | Bayview Financial Mortgage Pass-Through Trust 2006-B, Floating Rate Note, 4/28/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 872,317       |
|                                                                                                                                                             | 694,557              | 0.46             |   | Bayview Financial Mortgage Pass-Through Trust 2006-B, Floating Rate Note, 4/28/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 681,976       |
|                                                                                                                                                             | 1,288,130            | 0.64             |   | Bayview Financial Mortgage Pass-Through Trust Series 2005-B, Floating Rate Note, 4/28/39                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 1,277,756     |
|                                                                                                                                                             | 1,069,538            |             |   | Bayview Opportunity Master Fund IIa Trust 2014-20NPL, 3.475%, 8/28/44 (Step) (144A) (e)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 1,071,556     |
|                                                                                                                                                             | 992,527              |             |   | Bayview Opportunity Master Fund Trust IIIa 2014-12RPL, 3.6225%, 7/28/19 (Step) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 986,405       |
|                                                                                                                                                             | 912,146              |             |   | BCC Funding VIII LLC, 1.794%, 6/22/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 912,146       |
|                                                                                                                                                             | 176,208              | 1.07             |   | Bear Stearns Asset Backed Securities I Trust 2004-HE11, Floating Rate Note, 12/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 176,065       |
|                                                                                                                                                             | 1,702,969            | 0.69             |   | Bear Stearns Asset Backed Securities I Trust 2005-FR1, Floating Rate Note, 6/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 1,694,692     |
|                                                                                                                                                             | 936,097              | 0.95             |   | Bear Stearns Asset Backed Securities I Trust 2005-HE9, Floating Rate Note, 10/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 929,814       |
|                                                                                                                                                             | 926,616              | 1.39             |   | Bear Stearns Asset Backed Securities Trust 2004-2, Floating Rate Note, 8/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 926,745       |
|                                                                                                                                                             | 269,715              | 0.76             |   | Bear Stearns Asset Backed Securities Trust 2004-SD3, Floating Rate Note, 9/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 264,854       |
|                                                                                                                                                             | 77,447               | 0.59             |   | Bear Stearns Asset Backed Securities Trust 2005-SD1, Floating Rate Note, 8/25/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 76,341        |
|                                                                                                                                                             | 1,478,425            | 0.66             |   | Bear Stearns Asset Backed Securities Trust 2005-SD2, Floating Rate Note, 3/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 1,468,253     |
|                                                                                                                                                             | 638,285              | 0.59             |   | Bear Stearns Asset Backed Securities Trust 2005-SD2, Floating Rate Note, 3/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 632,573       |
|                                                                                                                                                             | 738,477              | 0.47             |   | Bear Stearns Asset Backed Securities Trust 2006-1, Floating Rate Note, 2/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 736,267       |
|                                                                                                                                                             | 2,580,782            | 0.57             |   | Bear Stearns Asset Backed Securities Trust 2006-SD2, Floating Rate Note, 6/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 2,521,705     |
|                                                                                                                                                             | 6,928                | 0.93             |   | Bear Stearns Asset Backed Securities Trust, Floating Rate Note, 2/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 6,925         |
|                                                                                                                                                             | 858,644              | 1.19             |   | Bear Stearns Structured Products Trust 2007-EMX1, Floating Rate Note, 3/25/37 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 840,812       |
|                                                                                                                                                             | 3,000,000            | 0.59             |   | BMW Floorplan Master Owner Trust, Floating Rate Note, 9/15/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 3,001,569     |
|                                                                                                                                                             | 2,150,000            | 0.72             |   | Cabela's Credit Card Master Note Trust, Floating Rate Note, 2/18/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 2,154,752     |
|                                                                                                                                                             | 1,100,000            | 0.54             |   | Cabela's Credit Card Master Note Trust, Floating Rate Note, 3/16/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 1,100,385     |
|                                                                                                                                                             | 3,630,000            | 0.79             |   | Cabela's Credit Card Master Note Trust, Floating Rate Note, 6/17/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 3,637,496     |
|                                                                                                                                                             | 2,475,000            | 0.89             |   | Cabela's Credit Card Master Note Trust, Floating Rate Note, 9/17/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 2,477,381     |
|                                                                                                                                                             | 130,413              |             |   | California Republic Auto Receivables Trust 2012-1, 1.18%, 8/15/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 130,574       |
|                                                                                                                                                             | 192,587              |             |   | California Republic Auto Receivables Trust 2013-1, 1.41%, 9/17/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 193,445       |
|                                                                                                                                                             | 3,200,000            |             |   | Capital Auto Receivables Asset Trust 2013-1, 1.74%, 10/22/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 3,208,698     |
|                                                                                                                                                             | 3,400,000            | 0.27             |   | Capital One Multi-Asset Execution Trust, Floating Rate Note, 12/16/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 3,388,341     |
|                                                                                                                                                             | 1,950,000            | 0.37             |   | Capital One Multi-Asset Execution Trust, Floating Rate Note, 2/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 1,948,850     |
|                                                                                                                                                             | 5,470,000            | 0.28             |   | Capital One Multi-Asset Execution Trust, Floating Rate Note, 6/17/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 5,458,513     |
|                                                                                                                                                             | 6,945,000            | 0.28             |   | Capital One Multi-Asset Execution Trust, Floating Rate Note, 8/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 6,942,396     |
|                                                                                                                                                             | 2,500,000            | 0.47             |   | CarMax Auto Owner Trust 2015-2, Floating Rate Note, 6/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 2,500,090     |
|                                                                                                                                                             | 1,920,132            | 0.92             |   | Carrington Mortgage Loan Trust Series 2005-NC1, Floating Rate Note, 2/26/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 1,919,297     |
|                                                                                                                                                             | 31,066               | 0.58             |   | Carrington Mortgage Loan Trust Series 2005-NC4, Floating Rate Note, 9/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 30,861        |
|                                                                                                                                                             | 1,816,300            | 0.37             |   | Carrington Mortgage Loan Trust Series 2006-OPT1, Floating Rate Note, 12/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 1,759,802     |
|                                                                                                                                                             | 1,523,238            |             |   | CCG Receivables Trust 2014-1, 1.06%, 11/14/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 1,524,310     |
|                                                                                                                                                             | 223,655              |             |   | CCG Receivables Truste 2013-1, 1.05%, 4/14/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 223,854       |
|                                                                                                                                                             | 4,235,000            | 1.50             |   | Cent CLO 16 LP, Floating Rate Note, 8/1/24 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 4,224,044     |
|                                                                                                                                                             | 372,006              | 3.65             |   | Centex Home Equity Loan Trust 2003-A, Floating Rate Note, 3/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 371,433       |
|                                                                                                                                                             | 18,313               | 0.93             |   | Chase Funding Trust Series 2002-4, Floating Rate Note, 10/25/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 16,960        |
|                                                                                                                                                             | 1,001,000            |             |   | Chase Issuance Trust, 0.54%, 10/16/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 1,001,124     |
|                                                                                                                                                             | 950,000              |             |   | Chase Issuance Trust, 0.59%, 8/15/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 950,003       |
|                                                                                                                                                             | 2,700,000            | 0.34             |   | Chase Issuance Trust, Floating Rate Note, 10/16/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 2,700,000     |
|                                                                                                                                                             | 2,500,000            | 0.44             |   | Chase Issuance Trust, Floating Rate Note, 11/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 2,500,000     |
|                                                                                                                                                             | 3,850,000            | 0.24             |   | Chase Issuance Trust, Floating Rate Note, 4/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 3,834,423     |
|                                                                                                                                                             | 150,000              | 0.44             |   | Chase Issuance Trust, Floating Rate Note, 4/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 149,074       |
|                                                                                                                                                             | 3,000,000            | 0.38             |   | Chase Issuance Trust, Floating Rate Note, 4/16/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 2,999,559     |
|                                                                                                                                                             | 2,600,000            | 0.44             |   | Chase Issuance Trust, Floating Rate Note, 5/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 2,600,099     |
|                                                                                                                                                             | 9,130,000            | 0.32             |   | Chase Issuance Trust, Floating Rate Note, 8/15/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 9,129,270     |
|                                                                                                                                                             | 566,780              | 0.93             |   | Chesapeake Funding LLC, Floating Rate Note, 11/7/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 566,917       |
|                                                                                                                                                             | 250,000              | 2.18             |   | Chesapeake Funding LLC, Floating Rate Note, 11/7/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 250,158       |
|                                                                                                                                                             | 2,500,000            | 0.68             |   | Chesapeake Funding LLC, Floating Rate Note, 2/7/27 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 2,497,992     |
|                                                                                                                                                             | 1,000,000            | 1.93             |   | Chesapeake Funding LLC, Floating Rate Note, 2/7/27 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 1,000,990     |
|                                                                                                                                                             | 2,241,231            | 0.60             |   | Chesapeake Funding LLC, Floating Rate Note, 3/7/26                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 2,234,393     |
|                                                                                                                                                             | 767,800              | 1.43             |   | Chesapeake Funding LLC, Floating Rate Note, 4/7/24 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 770,327       |
|                                                                                                                                                             | 900,690              | 0.63             |   | Chesapeake Funding LLC, Floating Rate Note, 5/7/24 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 900,874       |
|                                                                                                                                                             | 2,500,000            |             |   | CIT Equipment Collateral 2014-VT1, 0.86%, 5/22/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 2,499,158     |
|                                                                                                                                                             | 1,650,000            |             |   | Citibank Credit Card Issuance Trust, 5.1%, 11/20/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 1,679,568     |
|                                                                                                                                                             | 3,490,000            | 0.49             |   | Citibank Credit Card Issuance Trust, Floating Rate Note, 11/7/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 3,488,245     |
|                                                                                                                                                             | 9,931,000            | 0.42             |   | Citibank Credit Card Issuance Trust, Floating Rate Note, 2/7/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 9,932,927     |
|                                                                                                                                                             | 3,500,000            | 0.38             |   | Citibank Credit Card Issuance Trust, Floating Rate Note, 5/9/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 3,498,278     |
|                                                                                                                                                             | 1,878,635            | 0.39             |   | Citigroup Mortgage Loan Trust 2006-SHL1, Floating Rate Note, 11/27/45 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 1,819,939     |
|                                                                                                                                                             | 1,499,883            | 1.01             |   | Citigroup Mortgage Loan Trust Series 2004-OPT1 Asset Backed Pass-Through Certifi, Floating Rate Note, 10/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 1,499,113     |
|                                                                                                                                                             | 228,793              | 1.21             |   | Citigroup Mortgage Loan Trust, Inc., Floating Rate Note, 11/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 214,489       |
|                                                                                                                                                             | 4,120,231            | 0.94             |   | Citigroup Mortgage Loan Trust, Inc., Floating Rate Note, 5/25/35 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 4,099,725     |
|                                                                                                                                                             | 767,675              | 0.36             |   | CLI Funding LLC, Floating Rate Note, 8/18/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 762,869       |
|                                                                                                                                                             | 2,310,000            |             |   | CNH Equipment Trust 2012-A, 2.09%, 8/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 2,326,741     |
|                                                                                                                                                             | 957,278              |             |   | CNH Equipment Trust 2013-A, 0.69%, 6/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 957,897       |
|                                                                                                                                                             | 1,550,000            | 0.79             |   | CNH Wholesale Master Note Trust, Floating Rate Note, 8/15/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 1,551,254     |
|                                                                                                                                                             | 2,300,000            | 2.10             |   | Colony American Homes 2014-1, Floating Rate Note, 5/19/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 2,278,852     |
|                                                                                                                                                             | 2,100,000            | 2.09             |   | Colony American Homes 2014-2, Floating Rate Note, 7/19/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 2,088,918     |
|                                                                                                                                                             | 280,915              | 1.54             |   | Conseco Finance Corp., Floating Rate Note, 11/17/31                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 271,939       |
|                                                                                                                                                             | 208,848              | 1.69             |   | Conseco Finance Home Equity Loan Trust 2002-C, Floating Rate Note, 4/15/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 204,970       |
|                                                                                                                                                             | 4,674                |             |   | Conseco Financial Corp., 7.05%, 1/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 4,786         |
|                                                                                                                                                             | 1,997,916            |             |   | Consumer Credit Origination Loan Trust 2015-1, 2.82%, 3/15/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 2,009,732     |
|                                                                                                                                                             | 2,218,876            | 1.03             |   | Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 2,212,628     |
|                                                                                                                                                             | 246,243              | 0.78             |   | Countrywide Asset-Backed Certificates, Floating Rate Note, 11/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 243,552       |
|                                                                                                                                                             | 1,656,429            | 1.09             |   | Countrywide Asset-Backed Certificates, Floating Rate Note, 3/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 1,641,841     |
|                                                                                                                                                             | 167,396              | 0.95             |   | Countrywide Asset-Backed Certificates, Floating Rate Note, 5/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 167,131       |
|                                                                                                                                                             | 121,728              | 1.01             |   | Countrywide Asset-Backed Certificates, Floating Rate Note, 5/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 121,534       |
|                                                                                                                                                             | 164,524              | 0.87             |   | Countrywide Asset-Backed Certificates, Floating Rate Note, 6/25/33 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 159,389       |
|                                                                                                                                                             | 36,745               | 1.09             |   | Countrywide Asset-Backed Certificates, Floating Rate Note, 6/25/33 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 35,423        |
|                                                                                                                                                             | 46,430               | 0.68             |   | Countrywide Asset-Backed Certificates, Floating Rate Note, 9/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 46,385        |
|                                                                                                                                                             | 296,266              |             |   | CPS Auto Receivables Trust 2013-B, 1.82%, 9/15/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 296,384       |
|                                                                                                                                                             | 352,362              |             |   | CPS Auto Receivables Trust 2014-A, 1.21%, 8/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 351,991       |
|                                                                                                                                                             | 1,601,400            |             |   | CPS Auto Receivables Trust 2014-C, 1.31%, 2/15/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 1,601,157     |
|                                                                                                                                                             | 309,219              |             |   | CPS Auto Trust, 1.48%, 3/16/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 309,917       |
|                                                                                                                                                             | 381,051              |             |   | CPS Auto Trust, 1.82%, 12/16/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 382,991       |
|                                                                                                                                                             | 1,700,000            |             |   | CPS Auto Trust, 1.89%, 11/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 1,701,753     |
|                                                                                                                                                             | 260,402              |             |   | Credit Acceptance Auto Loan Trust 2012-2, 1.52%, 3/16/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 260,715       |
|                                                                                                                                                             | 2,000,000            |             |   | Credit Acceptance Auto Loan Trust 2012-2, 2.21%, 9/15/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 2,008,840     |
|                                                                                                                                                             | 767,180              |             |   | Credit Acceptance Auto Loan Trust 2013-1, 1.21%, 10/15/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 768,064       |
|                                                                                                                                                             | 145,331              | 0.45             |   | Credit Suisse Mortgage Capital Certificates, Floating Rate Note, 10/27/36 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 142,990       |
|                                                                                                                                                             | 586,008              | 0.85             |   | Credit-Based Asset Servicing and Securitization LLC, Floating Rate Note, 7/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 584,962       |
|                                                                                                                                                             | 4,500,000            | 0.49             |   | Credit-Based Asset Servicing and Securitization LLC, Floating Rate Note, 7/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 4,445,392     |
|                                                                                                                                                             | 4,789,842            | 1.24             |   | CWABS Asset-Backed Certificates Trust 2004-7, Floating Rate Note, 12/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 4,763,598     |
|                                                                                                                                                             | 40,696               | 5.15             |   | CWABS Asset-Backed Certificates Trust 2005-1, Floating Rate Note, 2/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 40,685        |
|                                                                                                                                                             | 654,724              |             |   | Dell Equipment Finance Trust 2014-1, 0.64%, 7/22/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 654,868       |
|                                                                                                                                                             | 685                  |             |   | Delta Funding Home Equity Loan Trust 1997-2, 7.04%, 6/25/27                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 690           |
|                                                                                                                                                             | 12,067               |             |   | Direct Capital Funding V LLC, 1.673%, 12/20/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 12,074        |
|                                                                                                                                                             | 3,125,000            |             |   | Discover Card Execution Note Trust, 0.69%, 8/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 3,125,866     |
|                                                                                                                                                             | 1,345,000            | 0.39             |   | Discover Card Execution Note Trust, Floating Rate Note, 1/16/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 1,345,039     |
|                                                                                                                                                             | 3,915,000            | 0.37             |   | Discover Card Execution Note Trust, Floating Rate Note, 10/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 3,915,767     |
|                                                                                                                                                             | 6,550,000            | 0.77             |   | Discover Card Execution Note Trust, Floating Rate Note, 3/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 6,554,480     |
|                                                                                                                                                             | 1,677,369            | 3.13             |   | Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 1,699,921     |
|                                                                                                                                                             | 1,524,405            |             |   | DT Auto Owner Trust 2015-1, 1.06%, 9/17/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 1,524,794     |
|                                                                                                                                                             | 2,600,000            |             |   | DT Auto Owner Trust 2015-2, 1.24%, 9/17/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 2,599,740     |
|                                                                                                                                                             | 2,070,725            | 1.09             |   | Ellington Loan Acquisition Trust 2007-1, Floating Rate Note, 5/26/37 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 2,041,404     |
|                                                                                                                                                             | 184,252              | 1.09             |   | Ellington Loan Acquisition Trust 2007-2, Floating Rate Note, 5/26/37 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 183,259       |
|                                                                                                                                                             | 308,398              | 0.66             |   | Encore Credit Receivables Trust 2005-3, Floating Rate Note, 10/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 308,140       |
|                                                                                                                                                             | 114,577              |             |   | Enterprise Fleet Financing LLC, 0.72%, 4/20/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 114,579       |
|                                                                                                                                                             | 1,512,208            |             |   | Enterprise Fleet Financing LLC, 0.87%, 9/20/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 1,510,983     |
|                                                                                                                                                             | 1,800,000            |             |   | Enterprise Fleet Financing LLC, 0.93%, 4/20/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 1,800,990     |
|                                                                                                                                                             | 26,450               |             |   | EquiVantage Home Equity Loan Trust 1997-1, 8.05%, 3/25/28 (Step)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 26,562        |
|                                                                                                                                                             | 1,000,000            |             |   | Exeter Automobile Receivables Trust 2012-2, 3.06%, 7/16/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 1,003,308     |
|                                                                                                                                                             | 617,577              |             |   | Exeter Automobile Receivables Trust 2014-2, 1.06%, 8/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 616,649       |
|                                                                                                                                                             | 1,446,017            |             |   | Exeter Automobile Receivables Trust 2015-1, 1.6%, 6/17/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 1,449,246     |
|                                                                                                                                                             | 2,498,358            |             |   | Exeter Automobile Receivables Trust 2015-2, 1.54%, 11/15/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 2,497,994     |
|                                                                                                                                                             | 2,976,973            | 2.19             |   | Fannie Mae Connecticut Avenue Securities, Floating Rate Note, 10/25/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 3,015,123     |
|                                                                                                                                                             | 656,019              |             |   | Federal Home Loan Banks, 2.9%, 4/20/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 675,105       |
|                                                                                                                                                             | 483,809              | 1.91             |   | Fieldstone Mortgage Investment Trust Series 2004-5, Floating Rate Note, 2/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 478,051       |
|                                                                                                                                                             | 390,926              | 1.27             |   | Fieldstone Mortgage Investment Trust Series 2005-1, Floating Rate Note, 3/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 390,972       |
|                                                                                                                                                             | 1,447,178            | 0.42             |   | Fifth Third Auto Trust 2014-3, Floating Rate Note, 5/15/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 1,447,293     |
|                                                                                                                                                             | 1,615,853            | 0.69             |   | First Franklin Mortgage Loan Trust 2005-FFH3, Floating Rate Note, 9/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 1,607,320     |
|                                                                                                                                                             | 282,693              | 0.45             |   | First Franklin Mortgage Loan Trust Series 2005-FF12, Floating Rate Note, 11/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 278,675       |
|                                                                                                                                                             | 10,382               |             |   | First Investors Auto Owner Trust 2012-2, 1.47%, 5/15/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 10,392        |
|                                                                                                                                                             | 1,375,366            |             |   | First Investors Auto Owner Trust 2013-2, 1.23%, 3/15/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 1,376,750     |
|                                                                                                                                                             | 13,537               |             |   | First Investors Auto Owner Trust 2013-3, 0.89%, 9/15/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 13,537        |
|                                                                                                                                                             | 1,488,167            |             |   | First Investors Auto Owner Trust 2014-2, 0.86%, 8/15/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 1,486,603     |
|                                                                                                                                                             | 1,790,096            |             |   | First Investors Auto Owner Trust 2014-3, 1.06%, 11/15/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 1,789,713     |
|                                                                                                                                                             | 36,047               | 0.59             |   | First NLC Trust 2005-2, Floating Rate Note, 9/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 35,977        |
|                                                                                                                                                             | 1,763,538            |             |   | FNA 2014-1 Trust, 1.296%, 12/10/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 1,762,974     |
|                                                                                                                                                             | 788,562              | 0.53             |   | Foothill CLO, Ltd., Floating Rate Note, 2/22/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 783,098       |
|                                                                                                                                                             | 1,608,523            | 0.35             |   | Ford Credit Auto Lease Trust 2014-B, Floating Rate Note, 3/15/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 1,607,923     |
|                                                                                                                                                             | 16,095               |             |   | Ford Credit Auto Owner Trust 2011-B, 1.35%, 12/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 16,108        |
|                                                                                                                                                             | 138,516              |             |   | Ford Credit Auto Owner Trust 2014-A, 0.48%, 11/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 138,514       |
|                                                                                                                                                             | 2,500,000            | 0.44             |   | Ford Credit Auto Owner Trust 2015-A, Floating Rate Note, 1/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 2,500,360     |
|                                                                                                                                                             | 2,600,000            | 0.41             |   | Ford Credit Auto Owner Trust 2015-B, Floating Rate Note, 3/15/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 2,600,000     |
|                                                                                                                                                             | 350,000              | 0.57             |   | Ford Credit Floorplan Master Owner Trust A, Floating Rate Note, 1/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 350,163       |
|                                                                                                                                                             | 900,000              | 0.59             |   | Ford Credit Floorplan Master Owner Trust A, Floating Rate Note, 2/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 900,030       |
|                                                                                                                                                             | 293,487              | 0.52             |   | Fore CLO, Ltd., Floating Rate Note, 7/20/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 292,686       |
|                                                                                                                                                             | 553,000              | 2.13             |   | Four Corners CLO II, Ltd., Floating Rate Note, 1/26/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 532,717       |
|                                                                                                                                                             | 1,520,227            | 1.64             |   | Freddie Mac Structured Agency Credit Risk Debt Notes, Floating Rate Note, 11/25/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 1,522,209     |
|                                                                                                                                                             | 458,016              | 0.83             |   | Fremont Home Loan Trust 2005-B, Floating Rate Note, 4/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 457,152       |
|                                                                                                                                                             | 649,414              | 0.52             |   | Gale Force 3 CLO, Ltd., Floating Rate Note, 4/19/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 640,692       |
|                                                                                                                                                             | 2,416,585            |             |   | GCAT 2015-1 LLC, 3.625%, 5/26/20 (Step) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 2,415,075     |
|                                                                                                                                                             | 3,018,931            | 0.37             |   | GE Business Loan Trust 2006-2, Floating Rate Note, 11/15/34 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 2,901,175     |
|                                                                                                                                                             | 2,700,000            | 0.63             |   | GE Dealer Floorplan Master Note Trust, Floating Rate Note, 10/20/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 2,695,129     |
|                                                                                                                                                             | 1,190,000            | 0.58             |   | GE Dealer Floorplan Master Note Trust, Floating Rate Note, 4/20/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 1,189,174     |
|                                                                                                                                                             | 2,670,000            | 0.56             |   | GE Dealer Floorplan Master Note Trust, Floating Rate Note, 7/22/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 2,655,646     |
|                                                                                                                                                             | 1,157,556            |             |   | GE Equipment Small Ticket LLC Series 2014-1, 0.59%, 8/24/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 1,157,529     |
|                                                                                                                                                             | 142,783              |             |   | GE Equipment Transportation LLC Series 2013-2, 0.61%, 6/24/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 142,791       |
|                                                                                                                                                             | 1,962,543            |             |   | GLC Trust 2013-1, 3.0%, 7/15/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 1,954,202     |
|                                                                                                                                                             | 847,717              |             |   | Global Container Assets 2013-1, Ltd., 2.2%, 11/6/28 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 846,736       |
|                                                                                                                                                             | 3,215,300            |             |   | GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 3,222,899     |
|                                                                                                                                                             | 1,300,000            | 0.69             |   | GMF Floorplan Owner Revolving Trust, Floating Rate Note, 5/15/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 1,300,541     |
|                                                                                                                                                             | 4,300,000            | 0.44             |   | Golden Credit Card Trust, Floating Rate Note, 2/15/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 4,298,048     |
|                                                                                                                                                             | 715,000              | 0.62             |   | Golden Credit Card Trust, Floating Rate Note, 9/15/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 715,536       |
|                                                                                                                                                             | 1,300,000            | 1.04             |   | Gracechurch Card Funding Plc, Floating Rate Note, 5/15/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 1,306,630     |
|                                                                                                                                                             | 31,520               | 0.86             |   | GreenPoint Mortgage Funding Trust 2005-HE1, Floating Rate Note, 9/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 31,491        |
|                                                                                                                                                             | 761,331              | 0.85             |   | GSAA Home Equity Trust 2004-11, Floating Rate Note, 12/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 747,330       |
|                                                                                                                                                             | 1,317,486            | 0.98             |   | GSAA Trust, Floating Rate Note, 6/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 1,306,762     |
|                                                                                                                                                             | 2,502,408            | 0.84             |   | GSAMP Trust 2004-SEA2, Floating Rate Note, 3/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 2,501,195     |
|                                                                                                                                                             | 407,900              | 0.93             |   | GSAMP Trust 2005-HE1, Floating Rate Note, 12/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 400,011       |
|                                                                                                                                                             | 110,174              | 0.55             |   | GSAMP Trust 2005-HE6, Floating Rate Note, 11/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 108,614       |
|                                                                                                                                                             | 977,625              | 0.40             |   | GSAMP Trust 2006-HE1, Floating Rate Note, 12/26/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 960,512       |
|                                                                                                                                                             | 203,091              | 0.65             |   | GSAMP Trust 2006-SD1, Floating Rate Note, 7/25/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 202,929       |
|                                                                                                                                                             | 1,455,369            | 0.49             |   | GSAMP Trust 2006-SEA1, Floating Rate Note, 5/25/36 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 1,439,691     |
|                                                                                                                                                             | 996,721              | 1.54             |   | GSRPM Mortgage Loan Trust 2003-2, Floating Rate Note, 6/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 959,962       |
|                                                                                                                                                             | 982,177              | 0.49             |   | GSRPM Mortgage Loan Trust 2006-1, Floating Rate Note, 3/25/35 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 964,107       |
|                                                                                                                                                             | 694,338              | 0.48             |   | GSRPM Mortgage Loan Trust 2006-2, Floating Rate Note, 9/25/36 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 659,656       |
|                                                                                                                                                             | 500,000              | 2.03             |   | Harch CLO III, Ltd., Floating Rate Note, 4/17/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 488,451       |
|                                                                                                                                                             | 190,000              |             |   | Harley-Davidson Motorcycle Trust 2011-1, 2.12%, 8/15/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 190,347       |
|                                                                                                                                                             | 123,767              |             |   | Harley-Davidson Motorcycle Trust 2012-1, 0.68%, 4/17/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 123,768       |
|                                                                                                                                                             | 1,000,611            | 0.59             |   | Hertz Fleet Lease Funding LP, Floating Rate Note, 4/10/28 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 999,333       |
|                                                                                                                                                             | 3,200,000            | 0.00             |   | Hertz Fleet Lease Funding LP, Floating Rate Note, 7/10/29 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 3,200,096     |
|                                                                                                                                                             | 5,600,000            |             |   | HLSS Servicer Advance Receivables Trust, 1.4953%, 1/16/46 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 5,594,400     |
|                                                                                                                                                             | 2,739,692            | 0.66             |   | Home Equity Asset Trust 2005-6, Floating Rate Note, 12/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 2,736,172     |
|                                                                                                                                                             | 3,608,509            | 0.57             |   | Home Equity Asset Trust 2005-7, Floating Rate Note, 1/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 3,589,398     |
|                                                                                                                                                             | 270,844              | 0.36             |   | Home Equity Asset Trust 2006-4, Floating Rate Note, 8/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 266,033       |
|                                                                                                                                                             | 1,494,179            | 0.30             |   | Home Equity Asset Trust 2006-8, Floating Rate Note, 3/25/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 1,475,318     |
|                                                                                                                                                             | 2,787,670            | 0.92             |   | HomeBanc Mortgage Trust 2004-2, Floating Rate Note, 12/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 2,629,606     |
|                                                                                                                                                             | 816,104              | 0.61             |   | HomeBanc Mortgage Trust 2005-2, Floating Rate Note, 5/25/25                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 813,577       |
|                                                                                                                                                             | 729,068              | 0.65             |   | Homestar Mortgage Acceptance Corp., Floating Rate Note, 1/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 727,225       |
|                                                                                                                                                             | 973,904              |             |   | Honda Auto Receivables 2012-4 Owner Trust, 0.52%, 8/18/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 973,928       |
|                                                                                                                                                             | 126,803              |             |   | Honda Auto Receivables 2013-1 Owner Trust, 0.48%, 11/21/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 126,790       |
|                                                                                                                                                             | 542,914              |             |   | Honda Auto Receivables 2013-2 Owner Trust, 0.53%, 2/16/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 542,897       |
|                                                                                                                                                             | 1,041,623            |             |   | Honda Auto Receivables 2014-1 Owner Trust, 0.41%, 9/21/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 1,041,405     |
|                                                                                                                                                             | 757,882              |             |   | Horizon Funding Trust 2013-1, 3.0%, 5/15/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 761,553       |
|                                                                                                                                                             | 5,583,731            | 0.43             |   | HSBC Home Equity Loan Trust USA 2006-3, Floating Rate Note, 3/20/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 5,549,815     |
|                                                                                                                                                             | 629,289              | 0.42             |   | HSBC Home Equity Loan Trust USA 2006-4, Floating Rate Note, 3/20/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 624,568       |
|                                                                                                                                                             | 182,265              | 0.49             |   | HSBC Home Equity Loan Trust USA 2007-2, Floating Rate Note, 7/20/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 179,928       |
|                                                                                                                                                             | 19,094               | 1.34             |   | HSBC Home Equity Loan Trust USA 2007-3, Floating Rate Note, 11/20/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 19,108        |
|                                                                                                                                                             | 2,828,824            | 1.39             |   | HSBC Home Equity Loan Trust USA 2007-3, Floating Rate Note, 11/20/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 2,814,182     |
|                                                                                                                                                             | 459,939              | 0.38             |   | HSI Asset Securitization Corp. Trust 2006-OPT1, Floating Rate Note, 12/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 451,583       |
|                                                                                                                                                             | 1,094,250            |             |   | Hyundai Auto Receivables Trust 2012-A, 0.95%, 12/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 1,094,848     |
|                                                                                                                                                             | 42,497               |             |   | Hyundai Auto Receivables Trust 2014-B, 0.44%, 2/15/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 42,504        |
|                                                                                                                                                             | 4,325,965            | 1.05             |   | Impac Secured Assets CMN Owner Trust, Floating Rate Note, 2/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 4,274,953     |
|                                                                                                                                                             | 1,800,000            | 2.10             |   | Invitation Homes 2013-SFR1 Trust, Floating Rate Note, 12/19/30 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 1,791,085     |
|                                                                                                                                                             | 2,100,000            | 1.79             |   | Invitation Homes 2014-SFR2 Trust, Floating Rate Note, 9/18/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 2,087,324     |
|                                                                                                                                                             | 2,000,000            | 1.38             |   | Invitation Homes 2014-SFR3 Trust, Floating Rate Note, 12/17/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 1,981,454     |
|                                                                                                                                                             | 2,550,000            | 2.19             |   | Invitation Homes 2015-SFR2 Trust, Floating Rate Note, 6/17/32 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 2,532,306     |
|                                                                                                                                                             | 3,500,000            | 1.94             |   | Invitation Homes 2015-SFR3 Trust, Floating Rate Note, 8/17/32 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 3,496,633     |
|                                                                                                                                                             | 841,793              | 0.50             |   | Inwood Park CDO, Ltd., Floating Rate Note, 1/20/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 839,370       |
|                                                                                                                                                             | 3,676,864            | 0.41             |   | Irwin Home Equity Loan Trust 2005-1, Floating Rate Note, 6/25/25                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 3,424,406     |
|                                                                                                                                                             | 1,457,362            | 1.69             |   | Irwin Whole Loan Home Equity Trust 2003-C, Floating Rate Note, 6/25/28                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 1,440,504     |
|                                                                                                                                                             | 2,846,205            | 0.66             |   | Irwin Whole Loan Home Equity Trust 2005-B, Floating Rate Note, 12/25/29                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 2,792,363     |
|                                                                                                                                                             | 673,231              | 0.96             |   | IXIS Real Estate Capital Trust 2005-HE1, Floating Rate Note, 6/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 659,701       |
|                                                                                                                                                             | 465,403              | 0.86             |   | IXIS Real Estate Capital Trust 2005-HE4, Floating Rate Note, 2/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 458,323       |
|                                                                                                                                                             | 2,575,000            | 0.97             |   | JP Morgan Mortgage Acquisition Corp 2005-FLD1, Floating Rate Note, 7/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 2,543,935     |
|                                                                                                                                                             | 966,061              | 0.41             |   | JP Morgan Mortgage Acquisition Corp 2005-FRE1, Floating Rate Note, 10/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 952,046       |
|                                                                                                                                                             | 686,493              | 0.34             |   | JP Morgan Mortgage Acquisition Trust 2006-ACC1, Floating Rate Note, 5/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 681,550       |
|                                                                                                                                                             | 79,945               | 0.58             |   | KeyCorp Student Loan Trust 2004-A, Floating Rate Note, 10/28/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 79,285        |
|                                                                                                                                                             | 1,250,000            | 1.72             |   | KKR Financial CLO 2007-1, Ltd., Floating Rate Note, 5/15/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 1,231,610     |
|                                                                                                                                                             | 485,980              |             |   | Kubota Credit Owner Trust 2014-1, 0.58%, 2/15/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 485,776       |
|                                                                                                                                                             | 2,213,470            |             |   | Leaf Receivables Funding 8 LLC, 1.55%, 11/15/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 2,215,617     |
|                                                                                                                                                             | 152,512              | 0.64             |   | Lehman ABS Manufactured Housing Contract Trust 2002-A, Floating Rate Note, 6/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 148,686       |
|                                                                                                                                                             | 2,500,000            | 1.25             |   | Lockwood Grove CLO, Ltd., Floating Rate Note, 1/25/24 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 2,500,000     |
|                                                                                                                                                             | 156,857              | 2.44             |   | Madison Avenue Manufactured Housing Contract Trust 2002-A, Floating Rate Note, 3/25/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 156,840       |
|                                                                                                                                                             | 715,643              | 1.06             |   | Manufactured Housing Contract Trust Pass-Through Certificates Series 2001-1, Floating Rate Note, 4/20/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 712,710       |
|                                                                                                                                                             | 1,825,000            | 0.62             |   | Master Credit Card Trust II, Floating Rate Note, 1/22/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 1,826,084     |
|                                                                                                                                                             | 1,362,192            | 0.83             |   | MASTR Adjustable Rate Mortgages Trust 2004-11, Floating Rate Note, 11/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 1,357,086     |
|                                                                                                                                                             | 1,806,727            | 0.42             |   | Mastr Asset Backed Securities Trust 2006-AB1 REMICS, Floating Rate Note, 2/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 1,791,867     |
|                                                                                                                                                             | 1,901,727            | 0.38             |   | Mastr Asset Backed Securities Trust 2006-NC1, Floating Rate Note, 1/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 1,879,773     |
|                                                                                                                                                             | 3,783,818            | 0.49             |   | Mastr Specialized Loan Trust, Floating Rate Note, 1/25/36 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 3,678,916     |
|                                                                                                                                                             | 643,586              | 0.37             |   | Mercedes Benz Auto Lease Trust 2014-A, Floating Rate Note, 6/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 643,532       |
|                                                                                                                                                             | 1,150,000            |             |   | MMCA Auto Owner Trust 2012-A, 3.27%, 7/16/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 1,158,653     |
|                                                                                                                                                             | 1,243,022            | 0.65             |   | Morgan Stanley ABS Capital I Inc Trust 2004-SD3, Floating Rate Note, 6/25/34 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 1,244,740     |
|                                                                                                                                                             | 24,814               | 0.97             |   | Morgan Stanley ABS Capital I Inc Trust 2005-HE3, Floating Rate Note, 7/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 24,783        |
|                                                                                                                                                             | 288,963              | 0.51             |   | Morgan Stanley ABS Capital I Inc Trust 2005-HE6, Floating Rate Note, 11/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 283,959       |
|                                                                                                                                                             | 59,220               | 0.89             |   | Morgan Stanley ABS Capital I Inc Trust 2005-WMC3, Floating Rate Note, 3/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 59,068        |
|                                                                                                                                                             | 1,582,369            | 0.81             |   | Morgan Stanley ABS Capital I, Inc. Trust 2005-NC2, Floating Rate Note, 3/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 1,570,440     |
|                                                                                                                                                             | 213,672              | 0.27             |   | Morgan Stanley Structured Trust, Floating Rate Note, 6/25/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 211,377       |
|                                                                                                                                                             | 2,600,000            | 0.79             |   | MOTOR 2015-1 Plc, Floating Rate Note, 6/27/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 2,597,920     |
|                                                                                                                                                             | 1,099,806            |             |   | Nations Equipment Finance Funding II LLC, 1.558%, 7/20/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 1,099,978     |
|                                                                                                                                                             | 474,184              | 0.34             |   | Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 463,494       |
|                                                                                                                                                             | 498,197              |             |   | Navitas Equipment Receivables LLC 2013-1, 1.95%, 11/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 498,246       |
|                                                                                                                                                             | 3,000,000            | 1.68             |   | NCF Dealer Floorplan Master Trust, Floating Rate Note, 10/20/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 2,993,172     |
|                                                                                                                                                             | 311,031              | 0.35             |   | Nelnet Student Loan Trust 2005-1, Floating Rate Note, 10/26/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 310,867       |
|                                                                                                                                                             | 803,247              | 0.88             |   | New Century Home Equity Loan Trust 2005-1, Floating Rate Note, 3/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 796,543       |
|                                                                                                                                                             | 1,192,960            |             |   | Nissan Auto Receivables 2013-A Owner Trust, 0.5%, 5/15/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 1,192,602     |
|                                                                                                                                                             | 71,327               | 0.40             |   | Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2006-HE1, Floating Rate Note, 2/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 71,209        |
|                                                                                                                                                             | 407,598              | 0.97             |   | NovaStar Mortgage Funding Trust Series 2003-1, Floating Rate Note, 5/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 398,202       |
|                                                                                                                                                             | 2,443,000            | 1.84             |   | NovaStar Mortgage Funding Trust Series 2004-4, Floating Rate Note, 3/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 2,402,522     |
|                                                                                                                                                             | 951,248              | 1.27             |   | NovaStar Mortgage Funding Trust Series 2004-4, Floating Rate Note, 3/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 951,646       |
|                                                                                                                                                             | 2,294,520            |             |   | NYCTL 2014-A Trust, 1.03%, 11/10/27 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 2,292,455     |
|                                                                                                                                                             | 930,579              |             |   | Oak Hill Advisors Residential Loan Trust 2014-NPL1, 2.8828%, 5/25/54 (Step) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 932,391       |
|                                                                                                                                                             | 3,214,438            |             |   | OAK Hill Advisors Residential Loan Trust 2014-NPL2, 3.475%, 4/25/54 (Step) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 3,227,627     |
|                                                                                                                                                             | 2,586,989            | 0.99             |   | Option One Mortgage Loan Trust 2005-1, Floating Rate Note, 2/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 2,534,259     |
|                                                                                                                                                             | 1,325,112            | 0.45             |   | Option One Mortgage Loan Trust 2005-4 Asset-Backed Certificates Series 2005-4, Floating Rate Note, 11/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 1,310,323     |
|                                                                                                                                                             | 40,706               |             |   | Option One Mortgage Loan Trust 2007-FXD2, 5.9%, 3/25/37 (Step)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 37,398        |
|                                                                                                                                                             | 846,311              | 1.31             |   | Option One Woodbridge Loan Trust 2002-1, Floating Rate Note, 3/25/32 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 838,421       |
|                                                                                                                                                             | 917,294              | 5.46             |   | Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 934,055       |
|                                                                                                                                                             | 2,292,900            |             |   | Oscar US Funding Trust 2014-1, 1.0%, 8/15/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 2,294,842     |
|                                                                                                                                                             | 1,600,000            | 0.89             |   | Oscar US Funding Trust II, Floating Rate Note, 2/15/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 1,600,000     |
|                                                                                                                                                             | 515,586              | 0.48             |   | Ownit Mortgage Loan Trust Series 2005-5, Floating Rate Note, 10/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 511,768       |
|                                                                                                                                                             | 1,032,341            | 1.21             |   | Park Place Securities Inc Asset-Backed Pass-Through Certificates Series 2004-WCW, Floating Rate Note, 9/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 1,024,965     |
|                                                                                                                                                             | 1,469,579            | 1.13             |   | Park Place Securities Inc Asset-Backed Pass-Through Ctfs Ser 2004-WHQ2, Floating Rate Note, 1/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 1,465,490     |
|                                                                                                                                                             | 256,015              | 0.45             |   | Park Place Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-WHQ4, Floating Rate Note, 9/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 245,276       |
|                                                                                                                                                             | 315,249              | 1.12             |   | Park Place Securities, Inc. Asset-Backed Pass-Through Certificates Series 2004-MCW, Floating Rate Note, 10/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 314,071       |
|                                                                                                                                                             | 2,050,865            | 0.56             |   | Park Place Securities, Inc. Asset-Backed Pass-Through Certificates Series 2005-WHQ4, Floating Rate Note, 9/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 2,037,514     |
|                                                                                                                                                             | 2,000,000            | 0.49             |   | Pepper Residential Securities Trust, Floating Rate Note, 7/24/15 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 2,000,000     |
|                                                                                                                                                             | 1,400,000            | 0.79             |   | PFS Financing Corp., Floating Rate Note, 10/15/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 1,394,309     |
|                                                                                                                                                             | 1,700,000            | 1.04             |   | PFS Financing Corp., Floating Rate Note, 10/15/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 1,694,706     |
|                                                                                                                                                             | 3,240,000            | 0.74             |   | PFS Financing Corp., Floating Rate Note, 2/15/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 3,236,922     |
|                                                                                                                                                             | 3,490,000            | 0.79             |   | PFS Financing Corp., Floating Rate Note, 2/15/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 3,482,804     |
|                                                                                                                                                             | 950,000              | 0.81             |   | PFS Financing Corp., Floating Rate Note, 4/15/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 949,821       |
|                                                                                                                                                             | 791,185              |             |   | PFS Tax Lien Trust 2014-1, 1.44%, 5/15/29                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 793,386       |
|                                                                                                                                                             | 350,000              |             |   | Prestige Auto Receivables Trust 2013-1, 1.33%, 5/15/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 350,906       |
|                                                                                                                                                             | 1,160,521            |             |   | Prestige Auto Receivables Trust 2014-1, 0.97%, 3/15/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 1,161,425     |
|                                                                                                                                                             | 2,800,000            |             |   | Progreso Receivables Funding I LLC, 4.0%, 7/9/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 2,803,500     |
|                                                                                                                                                             | 4,750,000            |             |   | Progreso Receivables Funding II LLC, 3.5%, 7/8/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 4,752,969     |
|                                                                                                                                                             | 3,050,000            |             |   | Progreso Receivables Funding III LLC, 3.625%, 1/30/25 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 3,050,000     |
|                                                                                                                                                             | 3,000,000            | 2.59             |   | Progress Residential 2015-SFR1 Trust, Floating Rate Note, 2/20/32 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 3,017,427     |
|                                                                                                                                                             | 3,338,956            | 0.85             |   | Quest Trust REMICS, Floating Rate Note, 3/25/34 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 3,254,223     |
|                                                                                                                                                             | 904,747              | 1.14             |   | RAAC Series 2005-RP1 Trust, Floating Rate Note, 7/25/37 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 893,753       |
|                                                                                                                                                             | 181,175              | 0.84             |   | RAAC Series 2005-RP2 Trust, Floating Rate Note, 6/25/35 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 181,240       |
|                                                                                                                                                             | 1,275,863            | 0.99             |   | RAAC Series 2005-RP3 Trust, Floating Rate Note, 5/25/39 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 1,250,551     |
|                                                                                                                                                             | 239,439              | 0.49             |   | RAAC Series 2006-RP1 Trust, Floating Rate Note, 10/25/45 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 238,617       |
|                                                                                                                                                             | 2,154,231            | 0.44             |   | RAAC Series 2006-RP2 Trust, Floating Rate Note, 2/25/37 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 2,125,675     |
|                                                                                                                                                             | 883,601              | 1.11             |   | RAMP Series 2004-RS11 Trust, Floating Rate Note, 11/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 870,469       |
|                                                                                                                                                             | 1,406,434            | 0.66             |   | RAMP Series 2004-RZ1 Trust, Floating Rate Note, 3/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 1,396,994     |
|                                                                                                                                                             | 1,880,117            | 0.60             |   | RAMP Series 2005-EFC4 Trust, Floating Rate Note, 9/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 1,875,519     |
|                                                                                                                                                             | 498,382              | 0.69             |   | RAMP Series 2005-RS6 Trust, Floating Rate Note, 6/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 494,545       |
|                                                                                                                                                             | 3,432,421            | 0.59             |   | RAMP Series 2005-RZ4 Trust, Floating Rate Note, 11/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 3,412,098     |
|                                                                                                                                                             | 225,684              | 0.38             |   | RAMP Series 2006-NC1 Trust, Floating Rate Note, 12/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 224,591       |
|                                                                                                                                                             | 1,788,717            | 0.35             |   | RAMP Series 2006-RZ3 Trust, Floating Rate Note, 10/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 1,766,575     |
|                                                                                                                                                             | 1,888,886            | 0.97             |   | RASC Series 2004-KS10 Trust, Floating Rate Note, 11/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 1,887,755     |
|                                                                                                                                                             | 122,674              | 0.83             |   | RASC Series 2005-KS3 Trust, Floating Rate Note, 4/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 122,695       |
|                                                                                                                                                             | 379,763              | 0.90             |   | RASC Series 2005-KS5 Trust, Floating Rate Note, 6/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 379,742       |
|                                                                                                                                                             | 2,331,294            |             |   | RBSHD 2013-1 Trust, 4.6853%, 10/25/47 (Step) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 2,333,982     |
|                                                                                                                                                             | 21,939               | 1.69             |   | RFSC Series 2003-RP2 Trust, Floating Rate Note, 7/25/41 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 21,996        |
|                                                                                                                                                             | 62,133               | 0.66             |   | Salomon Brothers Mortgage Securities VII, Inc., Floating Rate Note, 3/25/28                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 61,512        |
|                                                                                                                                                             | 114,501              | 1.09             |   | Salomon Mortgage Loan Trust Series 2001-CB4, Floating Rate Note, 11/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 113,303       |
|                                                                                                                                                             | 1,001,329            | 0.73             |   | SASCO Mortgage Loan Trust 2005-GEL1, Floating Rate Note, 12/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 977,219       |
|                                                                                                                                                             | 311,602              | 0.74             |   | SASCO Mortgage Loan Trust 2005-GEL2, Floating Rate Note, 4/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 309,003       |
|                                                                                                                                                             | 142,056              | 2.66             |   | SASCO Mortgage Pass-Through Certificates Series 2004-S4, Floating Rate Note, 12/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 142,040       |
|                                                                                                                                                             | 1,663,289            | 0.65             |   | Saxon Asset Securities Trust 2005-3, Floating Rate Note, 11/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 1,631,740     |
|                                                                                                                                                             | 1,139,778            | 0.42             |   | Saxon Asset Securities Trust 2005-4, Floating Rate Note, 11/25/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 1,134,121     |
|                                                                                                                                                             | 3,778,000            | 2.24             |   | Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/18/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 3,770,452     |
|                                                                                                                                                             | 504,429              |             |   | Small Business Administration Participation Certificates, 0.58%, 10/17/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 504,269       |
|                                                                                                                                                             | 303,753              |             |   | SMART ABS Series 2012-2US Trust, 1.59%, 10/14/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 304,434       |
|                                                                                                                                                             | 500,873              | 0.64             |   | SMART ABS Series 2013-1US Trust, Floating Rate Note, 9/14/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 500,839       |
|                                                                                                                                                             | 1,292,589            | 0.62             |   | SMART ABS Series 2013-2US Trust, Floating Rate Note, 1/17/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 1,292,331     |
|                                                                                                                                                             | 638,640              | 0.49             |   | SMART ABS Series 2014-1US Trust, Floating Rate Note, 7/14/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 638,647       |
|                                                                                                                                                             | 2,250,000            | 0.61             |   | SMART ABS Series 2015-1US Trust, Floating Rate Note, 8/14/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 2,250,071     |
|                                                                                                                                                             | 266,949              |             |   | SNAAC Auto Receivables Trust 2014-1, 1.03%, 9/17/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 267,052       |
|                                                                                                                                                             | 221,779              |             |   | SNAAC Auto Receivables Trust, 4.38%, 6/15/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 222,102       |
|                                                                                                                                                             | 1,615,245            | 0.90             |   | Soundview Home Loan Trust 2005-DO1, Floating Rate Note, 5/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 1,604,274     |
|                                                                                                                                                             | 701,764              | 0.45             |   | Soundview Home Loan Trust 2005-OPT4, Floating Rate Note, 12/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 689,179       |
|                                                                                                                                                             | 394,482              | 0.58             |   | Specialty Underwriting & Residential Finance Trust Series 2005-AB2, Floating Rate Note, 6/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 392,306       |
|                                                                                                                                                             | 650,142              | 0.52             |   | Specialty Underwriting & Residential Finance Trust Series 2005-AB2, Floating Rate Note, 6/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 646,412       |
|                                                                                                                                                             | 302,574              | 0.39             |   | Specialty Underwriting & Residential Finance Trust Series 2006-BC1, Floating Rate Note, 12/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 300,371       |
|                                                                                                                                                             | 3,640,376            | 0.49             |   | Specialty Underwriting & Residential Finance Trust Series 2006-BC1, Floating Rate Note, 12/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 3,528,271     |
|                                                                                                                                                             | 1,230,651            |             |   | Springleaf Funding Trust 2013-A, 2.58%, 9/15/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 1,235,256     |
|                                                                                                                                                             | 1,976,163            | 0.90             |   | Structured Asset Investment Loan Trust 2005-6, Floating Rate Note, 7/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 1,972,331     |
|                                                                                                                                                             | 932,557              | 0.39             |   | Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 906,530       |
|                                                                                                                                                             | 1,229,165            | 0.79             |   | Structured Asset Securities Corp Mortgage Loan Trust 2005-S7, Floating Rate Note, 12/25/35 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 1,200,676     |
|                                                                                                                                                             | 2,447,613            | 0.34             |   | Structured Asset Securities Corp Mortgage Loan Trust 2006-EQ1, Floating Rate Note, 7/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 2,383,845     |
|                                                                                                                                                             | 1,451,282            | 0.41             |   | Structured Asset Securities Corp Mortgage Loan Trust 2006-GEL4, Floating Rate Note, 10/25/36 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 1,439,962     |
|                                                                                                                                                             | 982,087              | 0.49             |   | Structured Asset Securities Corp Mortgage Loan Trust 2007-TC1, Floating Rate Note, 4/25/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 926,852       |
|                                                                                                                                                             | 2,331,933            |             |   | Sunset Mortgage Loan Co 2014-NPL2 LLC, 3.721%, 11/16/44 (Step) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 2,323,165     |
|                                                                                                                                                             | 2,874,768            | 1.49             |   | SWAY Residential 2014-1 Trust, Floating Rate Note, 1/20/32 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 2,874,768     |
|                                                                                                                                                             | 104,167              | 0.38             |   | TAL Advantage I LLC, Floating Rate Note, 4/20/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 103,670       |
|                                                                                                                                                             | 1,012,883            |             |   | TAL Advantage V LLC, 1.7%, 5/20/39 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 1,006,434     |
|                                                                                                                                                             | 739,447              | 1.13             |   | Terwin Mortgage Trust Series TMTS 2003-8HE, Floating Rate Note, 12/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 719,425       |
|                                                                                                                                                             | 2,956,421            | 0.64             |   | Terwin Mortgage Trust Series TMTS 2005-10HE, Floating Rate Note, 6/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 2,947,758     |
|                                                                                                                                                             | 1,632,596            |             |   | Toyota Auto Receivables 2014-C Owner Trust, 0.51%, 2/15/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 1,631,861     |
|                                                                                                                                                             | 3,079,000            | 1.44             |   | Trade MAPS 1, Ltd., Floating Rate Note, 12/10/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 3,081,460     |
|                                                                                                                                                             | 1,400,000            | 1.14             |   | Trafigura Securitisation Finance Plc. 2014-1, Floating Rate Note, 4/16/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 1,400,523     |
|                                                                                                                                                             | 780,904              | 1.89             |   | Truman Capital Mortgage Loan Trust, Floating Rate Note, 1/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 762,776       |
|                                                                                                                                                             | 903,128              |             |   | United Auto Credit Securitization Trust 2014-1, 0.74%, 6/15/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 903,228       |
|                                                                                                                                                             | 2,500,000            |             |   | United Auto Credit Securitization Trust 2015-1, 1.68%, 9/15/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 2,507,552     |
|                                                                                                                                                             | 1,320,000            |             |   | Volkswagen Auto Lease Trust 2013-A, 1.07%, 11/20/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 1,321,948     |
|                                                                                                                                                             | 2,135,933            |             |   | Volkswagen Auto Lease Trust 2014-A, 0.52%, 10/20/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 2,134,981     |
|                                                                                                                                                             | 553,351              | 0.40             |   | Volkswagen Auto Lease Trust 2014-A, Floating Rate Note, 10/20/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 553,188       |
|                                                                                                                                                             | 932,864              |             |   | VOLT XIX LLC, 3.875%, 4/26/55 (Step)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 936,387       |
|                                                                                                                                                             | 2,500,000            |             |   | VOLT XXV LLC, 3.5%, 6/26/45 (Step) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 2,497,250     |
|                                                                                                                                                             | 2,837,501            |             |   | VOLT XXXI LLC, 3.375%, 2/25/55 (Step) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 2,829,965     |
|                                                                                                                                                             | 2,410,232            |             |   | VOLT XXXIII LLC, 3.5%, 3/25/55 (Step) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 2,411,018     |
|                                                                                                                                                             | 295,000              |             |   | Volvo Financial Equipment LLC Series 2012-1, 2.38%, 9/16/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 295,499       |
|                                                                                                                                                             | 821,192              |             |   | Volvo Financial Equipment LLC Series 2013-1, 0.74%, 3/15/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 821,202       |
|                                                                                                                                                             | 824,288              |             |   | Volvo Financial Equipment LLC Series 2014-1, 0.54%, 11/15/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 824,033       |
|                                                                                                                                                             | 19,766               | 0.60             |   | Wells Fargo Home Equity Asset-Backed Securities 2005-2 Trust, Floating Rate Note, 11/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 19,754        |
|                                                                                                                                                             | 889,736              | 0.57             |   | Wells Fargo Home Equity Asset-Backed Securities 2005-3 Trust, Floating Rate Note, 12/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 880,947       |
|                                                                                                                                                             | 294,809              |             |   | Westgate Resorts 2012-2 LLC, 9.0%, 1/21/25 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 297,757       |
|                                                                                                                                                             | 2,997,969            |             |   | Westgate Resorts 2012-A LLC, 3.75%, 8/20/25 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 3,029,635     |
|                                                                                                                                                             | 97,788               |             |   | Westgate Resorts LLC, 2.5%, 3/20/25 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 98,047        |
|                                                                                                                                                             | 1,135,958            |             |   | Westgate Resorts LLC, 9.5%, 2/20/25 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 1,141,290     |
|                                                                                                                                                             | 49,309               |             |   | Westlake Automobile Receivables Trust 2013-1, 1.12%, 1/15/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 49,316        |
|                                                                                                                                                             | 3,684,204            |             |   | Westlake Automobile Receivables Trust 2014-1, 0.7%, 5/15/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 3,681,905     |
|                                                                                                                                                             | 2,600,000            | 0.94             |   | Westlake Automobile Receivables Trust 2015-2, Floating Rate Note, 7/16/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 2,600,000     |
|                                                                                                                                                             | 841,073              |             |   | Wheels SPV 2 LLC, 0.84%, 3/20/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 840,167       |
|                                                                                                                                                             | 29,341               | 0.47             |   | Wilshire Mortgage Loan Trust, Floating Rate Note, 5/25/28                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 28,482        |
|                                                                                                                                                             | 10,375,000           | 0.57             |   | World Financial Network Credit Card Master Trust, Floating Rate Note, 12/16/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 10,373,672    |
|                                                                                                                                                             | 1,550,000            | 0.67             |   | World Financial Network Credit Card Master Trust, Floating Rate Note, 2/15/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 1,549,264     |
|                                                                                                                                                             | 2,359,563            | 0.42             |   | World Omni Auto Receivables Trust 2014-B, Floating Rate Note, 1/16/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 2,359,211     |
|                                                                                                                                                             | 2,270,723            | 0.40             |   | World Omni Automobile Lease Securitization Trust 2014-A, Floating Rate Note, 3/15/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 2,268,491     |
|                                                                                                                                                             |                 |             |   | TOTAL ASSET BACKED SECURITIES                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    |          |
|                                                                                                                                                             |                 |             |   | (Cost $616,110,397)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $       | 616,899,285   |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             |                 |             |   | COLLATERALIZED MORTGAGE OBLIGATIONS - 28.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    |          |
|                                                                                                                                                             | 312,658              |             |   | A10 Securitization 2013-1 LLC, 2.4%, 11/17/25 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 313,540       |
|                                                                                                                                                             | 4,860,694            | 0.93             |   | Aberdeen Loan Funding, Ltd., Floating Rate Note, 11/1/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 4,820,068     |
|                                                                                                                                                             | 4,056,280            | 0.49             |   | ACAS CLO 2007-1, Ltd., Floating Rate Note, 4/20/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 4,045,336     |
|                                                                                                                                                             | 2,500,000            | 1.63             |   | ACRE Commercial Mortgage Trust 2014-FL2, Floating Rate Note, 8/15/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 2,506,840     |
|                                                                                                                                                             | 3,874,191            | 1.18             |   | ACRE Commercial Mortgage Trust 2014-FL2, Floating Rate Note, 8/15/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 3,866,059     |
|                                                                                                                                                             | 1,123,466            | 0.47             |   | Adjustable Rate Mortgage Trust 2005-5, Floating Rate Note, 9/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 1,052,406     |
|                                                                                                                                                             | 531,446              | 0.82             |   | Alternative Loan Trust 2003-3T1, Floating Rate Note, 5/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 523,097       |
|                                                                                                                                                             | 290,467              |             |   | Alternative Loan Trust 2004-4CB, 4.25%, 4/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 293,114       |
|                                                                                                                                                             | 2,159,869            | 0.77             |   | Alternative Loan Trust 2004-6CB, Floating Rate Note, 4/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 2,092,073     |
|                                                                                                                                                             | 1,000,000            | 1.09             |   | Alternative Loan Trust 2004-J13, Floating Rate Note, 2/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 972,554       |
|                                                                                                                                                             | 3,000,000            | 1.59             |   | Apidos CLO IX, Floating Rate Note, 7/17/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 3,000,000     |
|                                                                                                                                                             | 3,800,000            | 1.93             |   | Arbor Realty Collateralized Loan Obligation 2015-FL1, Ltd., Floating Rate Note, 3/15/25 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 3,800,000     |
|                                                                                                                                                             | 1,723,683            | 1.68             |   | Arran Residential Mortgages Funding 2010-1 Plc, Floating Rate Note, 5/16/47 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 1,730,433     |
|                                                                                                                                                             | 2,084,837            | 0.47             |   | ASG Resecuritization Trust 2010-3, Floating Rate Note, 12/29/45 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 2,007,637     |
|                                                                                                                                                             | 3,613,000            | 2.39             |   | BAMLL Commercial Mortgage Securities Trust 2014-FL1, Floating Rate Note, 12/17/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 3,619,876     |
|                                                                                                                                                             | 1,920,000            | 1.29             |   | BAMLL Commercial Mortgage Securities Trust 2014-ICTS, Floating Rate Note, 6/15/28 (144A) (e)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 1,915,849     |
|                                                                                                                                                             | 3,490,000            | 2.79             |   | BAMLL Commercial Mortgage Securities Trust 2014-INLD REMICS, Floating Rate Note, 12/17/29 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 3,501,049     |
|                                                                                                                                                             | 4,788,305            | 5.37             |   | Banc of America Commercial Mortgage Trust 2006-1, Floating Rate Note, 9/10/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 4,812,754     |
|                                                                                                                                                             | 3,590,000            | 5.46             |   | Banc of America Commercial Mortgage Trust 2006-1, Floating Rate Note, 9/10/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 3,648,075     |
|                                                                                                                                                             | 2,242,197            | 0.50             |   | Banc of America Funding 2005-A Trust, Floating Rate Note, 2/20/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 2,164,274     |
|                                                                                                                                                             | 1,196,290            |             |   | Banc of America Merrill Lynch Commercial Mortgage, Inc., 4.933%, 7/10/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 1,195,594     |
|                                                                                                                                                             | 3,951,597            | 5.12             |   | Banc of America Merrill Lynch Commercial Mortgage, Inc., Floating Rate Note, 10/10/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 3,953,853     |
|                                                                                                                                                             | 4,507,081            | 5.33             |   | Banc of America Merrill Lynch Commercial Mortgage, Inc., Floating Rate Note, 9/10/47                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 4,529,891     |
|                                                                                                                                                             | 101,502              | 3.25             |   | Banc of America Mortgage 2003-A Trust, Floating Rate Note, 2/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 100,527       |
|                                                                                                                                                             | 337,124              | 2.71             |   | Banc of America Mortgage 2003-F Trust, Floating Rate Note, 7/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 339,152       |
|                                                                                                                                                             | 1,647,161            | 2.73             |   | Banc of America Mortgage 2004-D Trust, Floating Rate Note, 5/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 1,652,427     |
|                                                                                                                                                             | 410,235              | 2.50             |   | Banc of America Mortgage 2004-I Trust, Floating Rate Note, 10/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 400,749       |
|                                                                                                                                                             | 1,824,268            | 1.19             |   | Bayview Commercial Asset Trust 2008-1, Floating Rate Note, 1/25/38 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 1,822,080     |
|                                                                                                                                                             | 675,000              | 1.79             |   | BBCMS Trust 2014-BXO REMICS, Floating Rate Note, 8/16/27 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 673,852       |
|                                                                                                                                                             | 3,150,000            | 2.19             |   | BBCMS Trust 2015-SLP, Floating Rate Note, 2/15/28 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 3,137,120     |
|                                                                                                                                                             | 1,699,386            | 2.77             |   | BCAP LLC 2009-RR13-I Trust, Floating Rate Note, 9/26/35 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 1,737,629     |
|                                                                                                                                                             | 714,897              | 2.79             |   | BCAP LLC 2013-RR3 Trust, Floating Rate Note, 5/28/36 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 722,063       |
|                                                                                                                                                             | 994,584              | 2.96             |   | BCAP LLC 2013-RR7 Trust, Floating Rate Note, 12/27/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 1,029,185     |
|                                                                                                                                                             | 1,051,407            | 1.03             |   | Bear Stearns ALT-A Trust 2004-11, Floating Rate Note, 11/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 1,029,131     |
|                                                                                                                                                             | 1,912,977            | 0.89             |   | Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 1,856,988     |
|                                                                                                                                                             | 1,212,253            | 1.03             |   | Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 1,146,316     |
|                                                                                                                                                             | 3,023,448            | 1.03             |   | Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 2,871,949     |
|                                                                                                                                                             | 3,004,472            | 0.89             |   | Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 2,905,009     |
|                                                                                                                                                             | 560,868              | 0.93             |   | Bear Stearns ALT-A Trust 2004-13, Floating Rate Note, 11/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 556,505       |
|                                                                                                                                                             | 2,562,778            | 0.79             |   | Bear Stearns ALT-A Trust 2004-4, Floating Rate Note, 6/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 2,453,634     |
|                                                                                                                                                             | 915,340              | 0.89             |   | Bear Stearns ALT-A Trust 2004-8, Floating Rate Note, 9/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 888,050       |
|                                                                                                                                                             | 1,140,985            | 2.59             |   | Bear Stearns ARM Trust 2003-3, Floating Rate Note, 5/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 1,144,173     |
|                                                                                                                                                             | 347,022              | 2.97             |   | Bear Stearns ARM Trust 2004-3, Floating Rate Note, 7/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 337,806       |
|                                                                                                                                                             | 521,272              | 2.16             |   | Bear Stearns ARM Trust 2005-5, Floating Rate Note, 8/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 525,043       |
|                                                                                                                                                             | 259,906              | 1.29             |   | Bear Stearns Asset Backed Securities Trust 2003-AC5, Floating Rate Note, 10/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 240,532       |
|                                                                                                                                                             | 2,526,875            | 5.40             |   | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR10, Floating Rate Note, 12/11/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 2,541,395     |
|                                                                                                                                                             | 85,664               |             |   | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR8, 4.75%, 6/11/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 85,705        |
|                                                                                                                                                             | 432,738              |             |   | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR9, 4.871%, 9/11/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 432,396       |
|                                                                                                                                                             | 3,751,000            | 4.99             |   | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR9, Floating Rate Note, 9/11/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 3,762,939     |
|                                                                                                                                                             | 4,618,098            | 5.26             |   | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP20, Floating Rate Note, 10/12/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 4,626,987     |
|                                                                                                                                                             | 4,047,698            | 5.43             |   | Bear Stearns Commercial Mortgage Securities Trust 2006-PWR11, Floating Rate Note, 3/11/39                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 4,105,195     |
|                                                                                                                                                             | 2,788,250            | 5.89             |   | Bear Stearns Commercial Mortgage Securities Trust 2006-PWR12, Floating Rate Note, 9/11/38                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 2,868,781     |
|                                                                                                                                                             | 544,004              |             |   | Bear Stearns Commercial Mortgage Securities Trust 2006-PWR14, 5.171%, 12/11/38                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 549,659       |
|                                                                                                                                                             | 407,008              | 2.67             |   | Bear Stearns Mortgage Securities, Inc., Floating Rate Note, 6/25/30                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 414,709       |
|                                                                                                                                                             | 1,375,000            | 1.94             |   | Boca Hotel Portfolio Trust 2013-BOCA, Floating Rate Note, 8/17/26 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 1,374,806     |
|                                                                                                                                                             | 3,823,000            | 0.00             |   | BXHTL Mortgage Series Trust, Series 2015-JWRZ Class GL1, Floating Rate Note, 5/15/28                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 3,823,000     |
|                                                                                                                                                             | 3,107,045            | 0.54             |   | Callidus Debt Partners Clo Fund VI, Ltd., Floating Rate Note, 10/23/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 3,056,264     |
|                                                                                                                                                             | 3,300,000            | 2.04             |   | Carefree Portfolio Trust 2014-CARE, Floating Rate Note, 11/15/29 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 3,313,646     |
|                                                                                                                                                             | 589,464              | 0.54             |   | Castle Garden Funding, Floating Rate Note, 10/27/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 588,630       |
|                                                                                                                                                             | 1,543,543            | 5.23             |   | CD 2005-CD1 Commercial Mortgage Trust, Floating Rate Note, 7/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 1,544,758     |
|                                                                                                                                                             | 4,860,000            | 2.69             |   | CDGJ Commercial Mortgage Trust 2014-BXCH, Floating Rate Note, 12/15/27 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 4,871,547     |
|                                                                                                                                                             | 1,050,000            | 1.39             |   | CGBAM Commercial Mortgage Trust 2014-HD, Floating Rate Note, 2/18/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 1,048,586     |
|                                                                                                                                                             | 5,670,000            | 1.14             |   | CG-CCRE Commercial Mortgage Trust 2014-FL1, Floating Rate Note, 6/16/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 5,657,827     |
|                                                                                                                                                             | 6,770,000            | 2.09             |   | CGWF Commercial Mortgage Trust 2013-RKWH REMICS, Floating Rate Note, 11/15/30 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 6,768,192     |
|                                                                                                                                                             | 191,752              |             |   | Chase Mortgage Finance Trust Series 2005-S1, 5.5%, 5/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 193,634       |
|                                                                                                                                                             | 115,398              | 0.52             |   | Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2004-1, Floating Rate Note, 1/25/35 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 104,534       |
|                                                                                                                                                             | 53,596               | 0.49             |   | Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2004-3, Floating Rate Note, 8/25/35 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 49,259        |
|                                                                                                                                                             | 486,654              | 0.69             |   | CHL Mortgage Pass-Through Trust 2003-15 REMICS, Floating Rate Note, 6/25/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 475,157       |
|                                                                                                                                                             | 226,205              | 0.54             |   | CIFC Funding 2007-I, Ltd., Floating Rate Note, 5/10/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 222,853       |
|                                                                                                                                                             | 11,253               |             |   | Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust Series 2005-4, 5.0%, 7/25/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 11,688        |
|                                                                                                                                                             | 1,132,615            |             |   | Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust Series 2005-7, 5.0%, 10/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 1,157,495     |
|                                                                                                                                                             | 3,000,000            | 2.29             |   | Citigroup Commercial Mortgage Trust 2015-SSHP REMICS, Floating Rate Note, 9/15/27 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 2,998,257     |
|                                                                                                                                                             | 2,019,781            |             |   | Citigroup Mortgage Loan Trust 2010-4 REMICS, 5.0%, 10/25/35 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 2,102,683     |
|                                                                                                                                                             | 532,306              | 1.18             |   | Citigroup Mortgage Loan Trust 2010-7 REMICS, Floating Rate Note, 9/25/37 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 532,076       |
|                                                                                                                                                             | 3,020                |             |   | Citigroup Mortgage Loan Trust, Inc., 6.5%, 6/25/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 3,025         |
|                                                                                                                                                             | 950,000              | 4.65             |   | City Center Trust 2011-CCHP, Floating Rate Note, 7/17/28 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 950,564       |
|                                                                                                                                                             | 1,331,243            | 0.79             |   | CNL Commercial Mortgage Loan Trust 2002-1, Floating Rate Note, 10/25/28 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 1,281,321     |
|                                                                                                                                                             | 539,201              | 0.63             |   | CNL Commercial Mortgage Loan Trust 2003-2, Floating Rate Note, 10/25/30 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 468,380       |
|                                                                                                                                                             | 275,223              | 5.12             |   | COMM 2005-C6 Mortgage Trust, Floating Rate Note, 6/10/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 275,066       |
|                                                                                                                                                             | 6,607,413            | 5.17             |   | COMM 2005-C6 Mortgage Trust, Floating Rate Note, 6/10/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 6,605,015     |
|                                                                                                                                                             | 4,089,047            | 5.75             |   | COMM 2006-C7 Mortgage Trust, Floating Rate Note, 6/10/46                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 4,185,397     |
|                                                                                                                                                             | 1,265,135            | 1.70             |   | COMM 2013-FL3 Mortgage Trust, Floating Rate Note, 10/13/28 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 1,264,923     |
|                                                                                                                                                             | 4,970,000            | 2.34             |   | COMM 2014-FL5 Mortgage Trust, Floating Rate Note, 10/17/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 4,963,783     |
|                                                                                                                                                             | 5,740,000            | 1.84             |   | COMM 2014-KYO Mortgage Trust, Floating Rate Note, 6/11/27 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 5,731,981     |
|                                                                                                                                                             | 2,722,000            | 1.78             |   | COMM 2014-PAT Mortgage Trust, Floating Rate Note, 8/13/27 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 2,728,560     |
|                                                                                                                                                             | 5,454,000            | 1.94             |   | COMM 2014-SAVA Mortgage Trust, Floating Rate Note, 6/15/34 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 5,445,377     |
|                                                                                                                                                             | 6,150,000            | 1.79             |   | COMM 2014-TWC Mortgage Trust, Floating Rate Note, 2/13/32 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 6,152,835     |
|                                                                                                                                                             | 742,086              | 2.13             |   | Commercial Mortgage Pass Through Certificates, Floating Rate Note, 11/19/26 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 741,874       |
|                                                                                                                                                             | 3,500,000            | 1.79             |   | Commercial Mortgage Pass Through Certificates, Floating Rate Note, 11/19/26 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 3,497,378     |
|                                                                                                                                                             | 311,063              | 4.89             |   | Commercial Mortgage Trust 2005-GG3, Floating Rate Note, 8/10/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 311,612       |
|                                                                                                                                                             | 6,995,000            | 5.28             |   | Commercial Mortgage Trust 2005-GG5, Floating Rate Note, 4/10/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 7,045,112     |
|                                                                                                                                                             | 5,252,550            | 5.46             |   | Credit Suisse Commercial Mortgage Trust Series 2006-C1, Floating Rate Note, 2/15/39                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 5,292,364     |
|                                                                                                                                                             | 2,378,502            | 5.86             |   | Credit Suisse Commercial Mortgage Trust Series 2006-C2, Floating Rate Note, 3/15/39                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 2,431,355     |
|                                                                                                                                                             | 5,143,965            | 5.23             |   | Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 12/17/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 5,156,434     |
|                                                                                                                                                             | 352,836              | 0.93             |   | Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 342,136       |
|                                                                                                                                                             | 223,034              | 5.10             |   | Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 8/15/38                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 222,737       |
|                                                                                                                                                             | 1,699,828            | 0.46             |   | Credit Suisse First Boston Mortgage Securities, 05-6, Floating Rate Note, 7/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 1,656,827     |
|                                                                                                                                                             | 1,041,330            | 2.82             |   | Credit Suisse Mortgage Capital Certificates REMICS, Floating Rate Note, 7/27/36 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 1,057,132     |
|                                                                                                                                                             | 2,300,000            | 2.44             |   | Credit Suisse Mortgage Capital Certificates, Floating Rate Note, 3/15/28 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 2,290,004     |
|                                                                                                                                                             | 3,912,935            | 1.16             |   | Crown Point CLO, Ltd., Floating Rate Note, 11/21/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 3,908,525     |
|                                                                                                                                                             | 2,390,301            | 0.34             |   | Crusade Global Trust No 1 of 2007, Floating Rate Note, 4/19/38                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 2,355,537     |
|                                                                                                                                                             | 125,900              | 0.34             |   | Crusade Global Trust No. 1 of 2006, Floating Rate Note, 7/20/38 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 125,714       |
|                                                                                                                                                             | 2,295,960            | 0.33             |   | Crusade Global Trust No.2 of 2006, Floating Rate Note, 11/15/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 2,270,820     |
|                                                                                                                                                             | 6,470,000            | 1.30             |   | CSMC Series 2014-ICE, Floating Rate Note, 4/15/27 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 6,440,956     |
|                                                                                                                                                             | 2,400,000            | 1.99             |   | CSMC Trust 2014-SURF REMICS, Floating Rate Note, 2/15/29 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 2,394,763     |
|                                                                                                                                                             | 2,400,000            | 1.48             |   | CSMC Trust 2014-SURF, Floating Rate Note, 2/15/29 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 2,394,763     |
|                                                                                                                                                             | 3,500,000            | 2.04             |   | CSMC Trust 2015-DEAL, Floating Rate Note, 4/16/29 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 3,476,000     |
|                                                                                                                                                             | 1,460,000            | 1.49             |   | Del Coronado Trust 2013-DEL, Floating Rate Note, 3/16/26 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 1,458,597     |
|                                                                                                                                                             | 2,500,000            | 0.93             |   | Eaton Vance CDO IX, Ltd., Floating Rate Note, 4/20/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 2,469,195     |
|                                                                                                                                                             | 1,850,000            | 1.78             |   | EQTY 2014-INNS Mortgage Trust REMICS, Floating Rate Note, 5/8/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 1,826,457     |
|                                                                                                                                                             | 3,530,000            | 1.38             |   | EQTY 2014-INNS Mortgage Trust, Floating Rate Note, 5/8/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 3,477,696     |
|                                                                                                                                                             | 139,391              | 1.28             |   | Extended Stay America Trust 2013-ESH, Floating Rate Note, 12/5/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 138,613       |
|                                                                                                                                                             | 2,854,415            | 1.14             |   | Fannie Mae Connecticut Avenue Securities, Floating Rate Note, 5/25/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 2,832,099     |
|                                                                                                                                                             | 4,147,714            | 1.39             |   | Fannie Mae Connecticut Avenue Securities, Floating Rate Note, 7/25/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 4,144,674     |
|                                                                                                                                                             | 1,866,291            | 0.53             |   | Fannie Mae Trust 2003-W6, Floating Rate Note, 9/25/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 1,856,035     |
|                                                                                                                                                             | 209,137              | 2.26             |   | Fannie Mae Trust 2005-W4, Floating Rate Note, 6/25/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 215,589       |
|                                                                                                                                                             | 1,896,021            | 0.44             |   | Fannie Mae Whole Loan, Floating Rate Note, 11/25/46                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 1,898,967     |
|                                                                                                                                                             | 338,657              |             |   | Federal Home Loan Mortgage Corp. REMICS, 3.5%, 6/15/28                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 341,705       |
|                                                                                                                                                             | 2,224                |             |   | Federal Home Loan Mortgage Corp. REMICS, 4.0%, 1/15/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 2,224         |
|                                                                                                                                                             | 30,934               |             |   | Federal Home Loan Mortgage Corp. REMICS, 4.0%, 11/15/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 31,153        |
|                                                                                                                                                             | 1,034,428            | 0.59             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 1/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 1,043,084     |
|                                                                                                                                                             | 316,257              | 0.49             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 1/15/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 318,111       |
|                                                                                                                                                             | 3,448,015            | 0.49             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 1/15/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 3,462,272     |
|                                                                                                                                                             | 103,937              | 0.34             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 10/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 104,112       |
|                                                                                                                                                             | 85,108               | 1.14             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 10/15/31                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 87,683        |
|                                                                                                                                                             | 1,140,432            | 0.77             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 10/15/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 1,154,077     |
|                                                                                                                                                             | 559,378              | 0.81             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 10/15/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 567,145       |
|                                                                                                                                                             | 106,862              | 0.79             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 11/15/31                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 108,613       |
|                                                                                                                                                             | 287,346              | 1.19             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 11/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 294,729       |
|                                                                                                                                                             | 167,338              | 0.54             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 11/15/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 167,941       |
|                                                                                                                                                             | 857,876              | 0.54             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 11/15/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 861,649       |
|                                                                                                                                                             | 424,148              | 0.54             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 11/15/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 426,067       |
|                                                                                                                                                             | 504,181              | 0.59             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 11/15/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 506,589       |
|                                                                                                                                                             | 135,945              | 0.59             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 12/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 136,810       |
|                                                                                                                                                             | 433,085              | 0.64             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 12/15/28                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 438,062       |
|                                                                                                                                                             | 219,440              | 0.54             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 12/15/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 221,407       |
|                                                                                                                                                             | 477                  | 0.64             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 12/15/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 477           |
|                                                                                                                                                             | 28,201               | 0.69             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 12/15/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 28,430        |
|                                                                                                                                                             | 584,990              | 0.59             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 12/15/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 587,803       |
|                                                                                                                                                             | 735,705              | 0.59             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 12/15/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 739,588       |
|                                                                                                                                                             | 831,358              | 0.89             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 12/15/39                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 848,225       |
|                                                                                                                                                             | 595,012              | 0.54             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 12/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 596,985       |
|                                                                                                                                                             | 237,618              | 0.42             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 2/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 237,861       |
|                                                                                                                                                             | 365,931              | 0.49             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 2/15/25                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 366,874       |
|                                                                                                                                                             | 236,615              | 0.54             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 2/15/29                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 238,284       |
|                                                                                                                                                             | 807,182              | 0.49             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 2/15/30                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 807,186       |
|                                                                                                                                                             | 624,892              | 0.59             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 2/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 631,065       |
|                                                                                                                                                             | 374,241              | 0.74             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 2/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 379,132       |
|                                                                                                                                                             | 816,266              | 0.49             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 2/15/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 817,522       |
|                                                                                                                                                             | 340,201              | 0.54             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 2/15/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 341,357       |
|                                                                                                                                                             | 966,699              | 0.49             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 2/15/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 967,228       |
|                                                                                                                                                             | 566,453              | 0.49             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 2/15/39                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 567,992       |
|                                                                                                                                                             | 1,314,704            | 1.24             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 3/15/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 1,348,892     |
|                                                                                                                                                             | 643,210              | 1.19             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 3/15/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 660,107       |
|                                                                                                                                                             | 194,707              | 0.89             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 3/15/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 198,955       |
|                                                                                                                                                             | 935,218              | 1.19             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 3/15/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 965,086       |
|                                                                                                                                                             | 968,563              | 0.49             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 3/15/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 975,168       |
|                                                                                                                                                             | 213,477              | 0.64             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 3/15/39                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 214,580       |
|                                                                                                                                                             | 2,444,786            | 0.59             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 3/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 2,456,616     |
|                                                                                                                                                             | 341,764              | 0.49             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 4/15/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 342,087       |
|                                                                                                                                                             | 596,577              | 0.49             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 4/15/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 598,974       |
|                                                                                                                                                             | 113,473              | 0.54             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 5/15/29                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 114,147       |
|                                                                                                                                                             | 352,342              | 1.68             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 5/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 365,989       |
|                                                                                                                                                             | 811,521              | 0.53             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 5/15/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 814,656       |
|                                                                                                                                                             | 513,265              | 0.49             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 5/15/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 514,518       |
|                                                                                                                                                             | 472,245              | 0.59             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 5/15/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 475,167       |
|                                                                                                                                                             | 275,963              | 0.53             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 5/15/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 276,899       |
|                                                                                                                                                             | 221,732              | 1.44             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 5/15/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 227,000       |
|                                                                                                                                                             | 95,783               | 0.54             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 5/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 96,201        |
|                                                                                                                                                             | 84,502               | 0.64             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 6/15/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 84,880        |
|                                                                                                                                                             | 484,200              | 0.59             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 6/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 487,434       |
|                                                                                                                                                             | 505,293              | 0.61             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 6/15/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 508,858       |
|                                                                                                                                                             | 1,952,104            | 0.50             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 6/15/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 1,956,247     |
|                                                                                                                                                             | 591,604              | 0.59             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 6/15/38                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 593,879       |
|                                                                                                                                                             | 189,014              | 0.43             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 7/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 189,447       |
|                                                                                                                                                             | 550,552              | 0.59             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 7/15/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 552,910       |
|                                                                                                                                                             | 554,863              | 0.43             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 7/15/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 555,118       |
|                                                                                                                                                             | 996,957              | 0.69             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 7/15/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 1,006,043     |
|                                                                                                                                                             | 41,251               | 0.59             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 7/15/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 41,463        |
|                                                                                                                                                             | 764,159              | 0.39             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 7/15/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 764,807       |
|                                                                                                                                                             | 483,778              | 0.54             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 7/15/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 485,758       |
|                                                                                                                                                             | 423,381              | 0.39             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 8/15/26                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 425,323       |
|                                                                                                                                                             | 764,638              | 0.44             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 8/15/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 767,945       |
|                                                                                                                                                             | 393,636              | 0.44             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 8/15/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 395,348       |
|                                                                                                                                                             | 775,227              | 0.44             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 8/15/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 775,959       |
|                                                                                                                                                             | 761,394              | 0.49             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 9/15/26                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 762,808       |
|                                                                                                                                                             | 200,733              | 0.79             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 9/15/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 203,858       |
|                                                                                                                                                             | 340,698              | 0.61             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 9/15/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 344,018       |
|                                                                                                                                                             | 278,356              | 0.59             |   | Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 9/15/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 280,552       |
|                                                                                                                                                             | 708,409              | 0.44             |   | Federal Home Loan Mortgage Corp., Floating Rate Note, 1/15/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 711,964       |
|                                                                                                                                                             | 543,438              | 1.19             |   | Federal Home Loan Mortgage Corp., Floating Rate Note, 3/15/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 557,715       |
|                                                                                                                                                             | 4,337,089            | 0.89             |   | Federal Home Loan Mortgage Corp., Floating Rate Note, 8/15/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 4,388,500     |
|                                                                                                                                                             | 19,664               |             |   | Federal National Mortgage Association REMICS, 4.5%, 1/25/39                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 19,957        |
|                                                                                                                                                             | 222,726              | 0.83             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 1/18/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 226,701       |
|                                                                                                                                                             | 351,919              | 0.88             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 1/25/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 358,966       |
|                                                                                                                                                             | 145,384              | 0.83             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 1/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 148,210       |
|                                                                                                                                                             | 395,939              | 0.68             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 1/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 400,285       |
|                                                                                                                                                             | 356,872              | 0.73             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 1/25/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 362,364       |
|                                                                                                                                                             | 570,948              | 0.48             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 10/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 572,625       |
|                                                                                                                                                             | 22,340               | 0.48             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 10/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 22,390        |
|                                                                                                                                                             | 2,405,161            | 0.58             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 10/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 2,426,613     |
|                                                                                                                                                             | 113,300              | 0.73             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 10/25/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 114,625       |
|                                                                                                                                                             | 603,900              | 0.78             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 10/25/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 611,728       |
|                                                                                                                                                             | 577,531              | 1.40             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 10/25/38                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 600,733       |
|                                                                                                                                                             | 2,109,685            | 0.39             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 10/27/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 2,084,886     |
|                                                                                                                                                             | 1,738,158            | 1.18             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 11/18/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 1,784,327     |
|                                                                                                                                                             | 408,551              | 0.78             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 11/25/31                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 415,549       |
|                                                                                                                                                             | 359,524              | 0.78             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 11/25/31                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 365,683       |
|                                                                                                                                                             | 687,251              | 0.68             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 11/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 693,922       |
|                                                                                                                                                             | 595,483              | 0.48             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 11/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 598,932       |
|                                                                                                                                                             | 310,491              | 0.50             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 11/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 311,794       |
|                                                                                                                                                             | 97,629               | 0.78             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 12/25/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 99,061        |
|                                                                                                                                                             | 308,907              | 1.18             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 12/25/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 316,419       |
|                                                                                                                                                             | 87,176               | 0.73             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 12/25/30                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 88,650        |
|                                                                                                                                                             | 828,599              | 1.08             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 12/25/31                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 848,232       |
|                                                                                                                                                             | 358,566              | 0.78             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 12/25/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 361,834       |
|                                                                                                                                                             | 230,344              | 0.42             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 12/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 230,474       |
|                                                                                                                                                             | 559,885              | 0.80             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 12/25/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 568,568       |
|                                                                                                                                                             | 212,048              | 0.58             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 12/25/38                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 212,662       |
|                                                                                                                                                             | 232,139              | 0.73             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 12/25/49                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 234,098       |
|                                                                                                                                                             | 1,556                | 0.63             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 2/25/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 1,559         |
|                                                                                                                                                             | 323,195              | 0.93             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 2/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 329,965       |
|                                                                                                                                                             | 705,630              | 0.53             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 2/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 711,101       |
|                                                                                                                                                             | 742,237              | 0.49             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 2/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 744,129       |
|                                                                                                                                                             | 725,658              | 0.43             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 2/25/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 725,975       |
|                                                                                                                                                             | 441,704              | 0.38             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 2/25/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 440,964       |
|                                                                                                                                                             | 229,971              | 0.88             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 2/25/38                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 232,192       |
|                                                                                                                                                             | 427,990              | 0.63             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 2/25/38                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 430,032       |
|                                                                                                                                                             | 122,761              | 0.68             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 3/25/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 123,637       |
|                                                                                                                                                             | 499,392              | 0.68             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 3/25/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 505,303       |
|                                                                                                                                                             | 276,735              | 0.59             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 3/25/28                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 278,204       |
|                                                                                                                                                             | 1,221,042            | 0.58             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 3/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 1,230,080     |
|                                                                                                                                                             | 106,506              | 0.48             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 3/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 107,055       |
|                                                                                                                                                             | 207,574              | 1.18             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 3/25/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 212,903       |
|                                                                                                                                                             | 743,533              | 0.43             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 3/25/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 745,697       |
|                                                                                                                                                             | 429,626              | 0.43             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 3/25/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 429,967       |
|                                                                                                                                                             | 1,777,905            | 0.41             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 3/25/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 1,781,573     |
|                                                                                                                                                             | 75,545               | 0.48             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 4/25/25                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 75,665        |
|                                                                                                                                                             | 1,876,808            | 1.08             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 4/25/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 1,919,523     |
|                                                                                                                                                             | 949,745              | 0.68             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 4/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 961,531       |
|                                                                                                                                                             | 427,051              | 0.68             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 4/25/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 430,607       |
|                                                                                                                                                             | 360,926              | 0.68             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 5/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 364,474       |
|                                                                                                                                                             | 629,467              | 0.53             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 5/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 633,113       |
|                                                                                                                                                             | 1,202,523            | 0.49             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 5/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 1,203,049     |
|                                                                                                                                                             | 1,011,992            | 0.58             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 5/25/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 1,017,921     |
|                                                                                                                                                             | 238,149              | 0.78             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 5/25/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 241,203       |
|                                                                                                                                                             | 1,019,232            | 0.68             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 5/25/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 1,027,840     |
|                                                                                                                                                             | 966,839              | 0.73             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 5/25/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 974,830       |
|                                                                                                                                                             | 218,203              | 0.58             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 6/25/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 218,982       |
|                                                                                                                                                             | 747,376              | 0.63             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 6/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 753,425       |
|                                                                                                                                                             | 835,695              | 0.42             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 6/25/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 835,999       |
|                                                                                                                                                             | 70,654               | 0.41             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 6/25/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 70,743        |
|                                                                                                                                                             | 304,825              | 0.43             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 6/25/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 305,136       |
|                                                                                                                                                             | 90,001               | 0.63             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 6/25/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 90,630        |
|                                                                                                                                                             | 35,302               | 0.68             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 7/18/27                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 35,757        |
|                                                                                                                                                             | 395,402              | 0.78             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 7/25/31                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 402,175       |
|                                                                                                                                                             | 274,308              | 0.78             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 7/25/31                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 278,969       |
|                                                                                                                                                             | 179,929              | 1.18             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 7/25/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 183,477       |
|                                                                                                                                                             | 435,830              | 0.58             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 7/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 440,316       |
|                                                                                                                                                             | 145,717              | 0.63             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 7/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 147,586       |
|                                                                                                                                                             | 1,819,664            | 0.48             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 7/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 1,822,718     |
|                                                                                                                                                             | 2,308,683            | 0.43             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 7/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 2,323,403     |
|                                                                                                                                                             | 255,268              | 0.47             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 7/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 256,463       |
|                                                                                                                                                             | 255,016              | 0.58             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 7/25/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 257,220       |
|                                                                                                                                                             | 200,204              | 0.68             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 8/25/31                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 202,991       |
|                                                                                                                                                             | 80,409               | 0.78             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 8/25/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 81,750        |
|                                                                                                                                                             | 266,688              | 0.68             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 8/25/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 269,818       |
|                                                                                                                                                             | 14,018               | 0.58             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 8/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 14,083        |
|                                                                                                                                                             | 253,920              | 0.73             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 8/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 256,429       |
|                                                                                                                                                             | 19,019               | 0.98             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 9/25/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 19,141        |
|                                                                                                                                                             | 69,171               | 1.08             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 9/25/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 70,466        |
|                                                                                                                                                             | 335,991              | 0.68             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 9/25/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 340,194       |
|                                                                                                                                                             | 6,923                | 0.63             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 9/25/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 6,925         |
|                                                                                                                                                             | 1,909,193            | 0.68             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 9/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 1,928,474     |
|                                                                                                                                                             | 686,325              | 0.75             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 9/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 690,819       |
|                                                                                                                                                             | 669,633              | 0.68             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 9/25/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 676,568       |
|                                                                                                                                                             | 346,512              | 0.63             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 9/25/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 349,651       |
|                                                                                                                                                             | 357,481              | 0.75             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 9/25/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 361,389       |
|                                                                                                                                                             | 203,974              | 0.73             |   | Federal National Mortgage Association REMICS, Floating Rate Note, 9/25/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 206,417       |
|                                                                                                                                                             | 6,726,684            | 0.48             |   | Federal National Mortgage Association, Floating Rate Note, 12/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 6,749,017     |
|                                                                                                                                                             | 13,716,465           | 0.63             |   | Federal National Mortgage Association, Floating Rate Note, 2/25/38                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 13,854,493    |
|                                                                                                                                                             | 665,082              | 0.48             |   | Federal National Mortgage Association, Floating Rate Note, 3/25/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 665,247       |
|                                                                                                                                                             | 120,244              | 2.69             |   | Federal National Mortgage Association, Floating Rate Note, 4/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 128,295       |
|                                                                                                                                                             | 809,728              | 2.59             |   | First Horizon Mortgage Pass-Through Trust 2003-AR3, Floating Rate Note, 9/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 808,289       |
|                                                                                                                                                             | 1,750,000            | 0.73             |   | Fore CLO, Ltd., Floating Rate Note, 7/20/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 1,729,933     |
|                                                                                                                                                             | 584,657              | 1.68             |   | Fosse Master Issuer Plc, Floating Rate Note, 10/19/54 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 586,533       |
|                                                                                                                                                             | 4,353,942            | 0.53             |   | Four Corners CLO III, Ltd., Floating Rate Note, 7/22/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 4,318,096     |
|                                                                                                                                                             | 993,563              |             |   | Freddie Mac REMICS, 5.0%, 6/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 998,632       |
|                                                                                                                                                             | 560,670              | 0.54             |   | Freddie Mac Strips, Floating Rate Note, 12/15/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 562,579       |
|                                                                                                                                                             | 428,780              | 0.44             |   | Freddie Mac Strips, Floating Rate Note, 8/15/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 429,082       |
|                                                                                                                                                             | 1,853,628            | 0.49             |   | Freddie Mac Strips, Floating Rate Note, 8/15/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 1,858,200     |
|                                                                                                                                                             | 1,181,180            | 1.59             |   | Freddie Mac Structured Agency Credit Risk Debt Notes, Floating Rate Note, 10/25/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 1,181,118     |
|                                                                                                                                                             | 1,376,978            | 1.19             |   | Freddie Mac Structured Agency Credit Risk Debt Notes, Floating Rate Note, 2/25/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 1,376,222     |
|                                                                                                                                                             | 1,863,406            | 1.54             |   | Freddie Mac Structured Agency Credit Risk Debt Notes, Floating Rate Note, 8/25/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 1,863,086     |
|                                                                                                                                                             | 3,500,000            | 3.55             |   | FREMF Mortgage Trust Class C, Floating Rate Note, 11/25/46 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 3,567,837     |
|                                                                                                                                                             | 1,222,578            | 0.41             |   | GE Business Loan Trust 2004-2, Floating Rate Note, 12/15/32 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 1,180,018     |
|                                                                                                                                                             | 2,970,159            | 0.44             |   | GE Business Loan Trust 2005-1, Floating Rate Note, 6/15/33 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 2,879,207     |
|                                                                                                                                                             | 2,128,144            | 0.36             |   | GE Business Loan Trust 2007-1, Floating Rate Note, 4/16/35 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 2,017,847     |
|                                                                                                                                                             | 733,254              |             |   | Global Mortgage Securitization, Ltd., 5.25%, 4/25/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 708,496       |
|                                                                                                                                                             | 416,318              | 0.51             |   | Global Mortgage Securitization, Ltd., Floating Rate Note, 11/25/32 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 403,727       |
|                                                                                                                                                             | 2,368,309            | 0.46             |   | Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 2,276,369     |
|                                                                                                                                                             | 5,002,918            | 5.23             |   | GMAC Commercial Mortgage Securities Inc Series 2006-C1 Trust, Floating Rate Note, 11/10/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 5,040,295     |
|                                                                                                                                                             | 35,478               | 5.30             |   | GMAC Commercial Mortgage Securities, Inc. Series 2004-C2 Trust, Floating Rate Note, 8/10/38                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 35,503        |
|                                                                                                                                                             | 702,823              |             |   | Government National Mortgage Association, 4.0%, 7/20/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 713,505       |
|                                                                                                                                                             | 827,624              | 0.38             |   | Government National Mortgage Association, Floating Rate Note, 1/16/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 829,517       |
|                                                                                                                                                             | 1,113,263            | 0.43             |   | Government National Mortgage Association, Floating Rate Note, 1/16/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 1,113,994     |
|                                                                                                                                                             | 324,185              | 0.86             |   | Government National Mortgage Association, Floating Rate Note, 10/16/39                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 329,568       |
|                                                                                                                                                             | 806,138              | 0.58             |   | Government National Mortgage Association, Floating Rate Note, 10/20/38                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 808,390       |
|                                                                                                                                                             | 1,074,553            | 0.43             |   | Government National Mortgage Association, Floating Rate Note, 2/20/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 1,076,060     |
|                                                                                                                                                             | 226,027              | 0.73             |   | Government National Mortgage Association, Floating Rate Note, 4/16/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 228,860       |
|                                                                                                                                                             | 502,351              | 0.58             |   | Government National Mortgage Association, Floating Rate Note, 5/16/38                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 503,233       |
|                                                                                                                                                             | 221,241              | 0.68             |   | Government National Mortgage Association, Floating Rate Note, 6/16/31                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 222,246       |
|                                                                                                                                                             | 447,311              | 1.18             |   | Government National Mortgage Association, Floating Rate Note, 8/16/39                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 458,824       |
|                                                                                                                                                             | 111,754              | 0.58             |   | Government National Mortgage Association, Floating Rate Note, 8/20/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 111,788       |
|                                                                                                                                                             | 397,385              | 0.68             |   | Government National Mortgage Association, Floating Rate Note, 8/20/38                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 399,770       |
|                                                                                                                                                             | 617,368              | 0.43             |   | Government National Mortgage Association, Floating Rate Note, 9/16/31                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 619,103       |
|                                                                                                                                                             | 3,350,000            | 1.49             |   | GP Portfolio Trust 2014-GGP, Floating Rate Note, 2/16/27 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 3,350,382     |
|                                                                                                                                                             | 3,550,000            | 5.55             |   | GS Mortgage Securities Trust 2006-GG6 REMICS, Floating Rate Note, 4/10/38                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 3,570,139     |
|                                                                                                                                                             | 2,000,000            | 1.94             |   | GS Mortgage Securities Trust 2014-GSFL, Floating Rate Note, 7/15/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 1,990,090     |
|                                                                                                                                                             | 1,225,411            | 0.96             |   | GSAA Home Equity Trust 2004-6, Floating Rate Note, 6/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 1,189,297     |
|                                                                                                                                                             | 248,028              | 0.93             |   | GSAA Home Equity Trust 2004-8, Floating Rate Note, 9/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 247,494       |
|                                                                                                                                                             | 76,482               | 2.45             |   | GSR Mortgage Loan Trust 2003-9, Floating Rate Note, 8/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 76,133        |
|                                                                                                                                                             | 686,372              | 2.74             |   | HarborView Mortgage Loan Trust 2004-1, Floating Rate Note, 4/19/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 685,252       |
|                                                                                                                                                             | 251,191              | 1.31             |   | HarborView Mortgage Loan Trust 2004-4, Floating Rate Note, 6/19/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 243,030       |
|                                                                                                                                                             | 717,362              | 0.74             |   | Hertz Fleet Lease Funding LP, Floating Rate Note, 12/10/27 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 717,523       |
|                                                                                                                                                             | 500,000              | 1.24             |   | Hertz Fleet Lease Funding LP, Floating Rate Note, 12/10/27 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 499,610       |
|                                                                                                                                                             | 2,439,026            | 1.68             |   | Hilton USA Trust 2013-HLF, Floating Rate Note, 11/5/30 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 2,439,026     |
|                                                                                                                                                             | 1,498,657            | 1.29             |   | Homestar Mortgage Acceptance Corp. REMICS, Floating Rate Note, 9/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 1,482,890     |
|                                                                                                                                                             | 4,298,606            | 0.83             |   | Homestar Mortgage Acceptance Corp., Floating Rate Note, 3/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 4,133,041     |
|                                                                                                                                                             | 874,755              | 0.54             |   | Homestar Mortgage Acceptance Corp., Floating Rate Note, 6/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 861,279       |
|                                                                                                                                                             | 1,740,719            | 0.64             |   | Homestar Mortgage Acceptance Corp., Floating Rate Note, 7/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 1,726,087     |
|                                                                                                                                                             | 1,800,000            | 1.89             |   | Hyatt Hotel Portfolio Trust 2015-HYT, Floating Rate Note, 11/15/29 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 1,803,398     |
|                                                                                                                                                             | 483,718              | 1.08             |   | Impac CMB Trust Series 2003-8, Floating Rate Note, 10/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 466,381       |
|                                                                                                                                                             | 2,014,263            | 0.82             |   | Impac CMB Trust Series 2004-4, Floating Rate Note, 9/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 1,922,647     |
|                                                                                                                                                             | 1,755,601            | 0.80             |   | Impac CMB Trust Series 2004-4, Floating Rate Note, 9/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 1,676,262     |
|                                                                                                                                                             | 476,646              | 1.02             |   | Impac CMB Trust Series 2004-5, Floating Rate Note, 8/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 467,443       |
|                                                                                                                                                             | 494,513              | 0.99             |   | Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 470,296       |
|                                                                                                                                                             | 1,610,788            | 1.00             |   | Impac CMB Trust Series 2004-8, Floating Rate Note, 8/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 1,553,019     |
|                                                                                                                                                             | 234,920              | 2.81             |   | Impac CMB Trust Series 2004-8, Floating Rate Note, 8/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 225,512       |
|                                                                                                                                                             | 2,077,043            | 0.54             |   | Impac Secured Assets Trust 2006-1, Floating Rate Note, 5/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 2,010,171     |
|                                                                                                                                                             | 866,486              | 0.53             |   | Impac Secured Assets Trust 2006-2, Floating Rate Note, 8/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 854,492       |
|                                                                                                                                                             | 801,240              | 0.39             |   | Impac Secured Assets Trust 2006-5, Floating Rate Note, 12/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 753,364       |
|                                                                                                                                                             | 124,076              | 6.45             |   | JP Morgan Chase Commercial Mortgage Securities Corp. Pass-Through Certificates Series 2002 CIBC4, Floating Rate Note, 5/12/34                                                                                                                                                                                                                                                                                                                                                                                                                                               | 127,945 |
|                                                                                                                                                             | 223,075              | 4.84             |   | JP Morgan Chase Commercial Mortgage Securities Trust 2004-LN2, Floating Rate Note, 7/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 222,685       |
|                                                                                                                                                             | 871,026              | 4.94             |   | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP3 REMICS, Floating Rate Note, 8/15/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 870,670       |
|                                                                                                                                                             | 2,670,000            | 5.13             |   | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP3, Floating Rate Note, 8/15/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 2,669,151     |
|                                                                                                                                                             | 3,950,000            | 5.04             |   | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP4, Floating Rate Note, 10/15/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 3,958,030     |
|                                                                                                                                                             | 4,565,711            | 5.24             |   | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP5, Floating Rate Note, 12/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 4,575,961     |
|                                                                                                                                                             | 1,601,827            | 0.47             |   | JP Morgan Chase Commercial Mortgage Securities Trust 2006-FL2, Floating Rate Note, 11/15/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 1,585,538     |
|                                                                                                                                                             | 167,333              | 0.55             |   | JP Morgan Chase Commercial Mortgage Securities Trust 2006-FL2, Floating Rate Note, 11/15/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 162,747       |
|                                                                                                                                                             | 3,512,000            | 5.56             |   | JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP6, Floating Rate Note, 4/15/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 3,576,494     |
|                                                                                                                                                             | 73,132               | 0.34             |   | JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9, Floating Rate Note, 5/15/47                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 72,516        |
|                                                                                                                                                             | 3,350,579            |             |   | JP Morgan Chase Commercial Mortgage Securities Trust 2007-CIBC18, 5.44%, 6/12/47                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 3,513,018     |
|                                                                                                                                                             | 5,600,000            | 1.44             |   | JP Morgan Chase Commercial Mortgage Securities Trust 2014-BXH, Floating Rate Note, 4/15/27 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 5,592,434     |
|                                                                                                                                                             | 4,280,000            | 1.59             |   | JP Morgan Chase Commercial Mortgage Securities Trust 2014-CBM, Floating Rate Note, 10/15/29 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 4,263,120     |
|                                                                                                                                                             | 3,510,000            | 1.69             |   | JP Morgan Chase Commercial Mortgage Securities Trust 2014-FBLU REMICS, Floating Rate Note, 12/15/28 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 3,509,965     |
|                                                                                                                                                             | 2,910,000            | 2.19             |   | JP Morgan Chase Commercial Mortgage Securities Trust 2014-FBLU, Floating Rate Note, 12/15/28 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 2,910,754     |
|                                                                                                                                                             | 1,500,000            | 1.94             |   | JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL4, Floating Rate Note, 12/16/30 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 1,499,956     |
|                                                                                                                                                             | 2,500,000            | 2.29             |   | JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL5 REMICS, Floating Rate Note, 7/15/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 2,491,122     |
|                                                                                                                                                             | 4,240,000            | 1.59             |   | JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL6, Floating Rate Note, 11/17/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 4,237,672     |
|                                                                                                                                                             | 3,750,000            | 1.11             |   | JP Morgan Chase Commercial Mortgage Securities Trust 2014-INN, Floating Rate Note, 6/15/29 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 3,739,924     |
|                                                                                                                                                             | 3,500,000            | 1.89             |   | JP Morgan Chase Commercial Mortgage Securities Trust 2014-INN, Floating Rate Note, 6/15/29 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 3,483,308     |
|                                                                                                                                                             | 3,770,000            | 1.79             |   | JP Morgan Chase Commercial Mortgage Securities Trust 2014-PHH, Floating Rate Note, 8/16/27 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 3,772,326     |
|                                                                                                                                                             | 4,000,000            | 2.44             |   | JP Morgan Chase Commercial Mortgage Securities Trust 2015-COSMO, Floating Rate Note, 1/15/32 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 3,988,080     |
|                                                                                                                                                             | 3,600,000            | 0.00             |   | JP Morgan Chase Commercial Mortgage Securities Trust 2015-FL7, Floating Rate Note, 5/15/28                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 3,590,985     |
|                                                                                                                                                             | 3,903,651            | 1.68             |   | Lanark Master Issuer Plc, Floating Rate Note, 12/22/54 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 3,931,852     |
|                                                                                                                                                             | 1,095,479            | 0.78             |   | Lanark Master Issuer Plc, Floating Rate Note, 12/22/54 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 1,095,948     |
|                                                                                                                                                             | 104,223              |             |   | LB-UBS Commercial Mortgage Trust 2004-C1, 4.568%, 1/15/31                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 105,356       |
|                                                                                                                                                             | 4,559,672            |             |   | LB-UBS Commercial Mortgage Trust 2006-C1 REMICS, 5.156%, 2/15/31                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 4,603,937     |
|                                                                                                                                                             | 500,000              | 1.54             |   | LCM X LP, Floating Rate Note, 4/15/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 499,170       |
|                                                                                                                                                             | 901,562              | 1.13             |   | Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3 Class 1A4, Floating Rate Note, 10/25/37 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 896,549       |
|                                                                                                                                                             | 1,359,846            | 1.23             |   | Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 1,367,954     |
|                                                                                                                                                             | 1,858,681            | 0.43             |   | Lehman Brothers Small Balance Commercial, Floating Rate Note, 2/25/30 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 1,756,675     |
|                                                                                                                                                             | 1,018,906            | 0.40             |   | Lehman Brothers Small Balance Commercial, Floating Rate Note, 4/25/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 956,545       |
|                                                                                                                                                             | 2,156,047            | 0.41             |   | Lehman Brothers Small Balance Commercial, Floating Rate Note, 4/25/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 2,034,239     |
|                                                                                                                                                             | 1,730,811            | 0.43             |   | Lehman Brothers Small Balance Commercial, Floating Rate Note, 9/25/30 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 1,632,304     |
|                                                                                                                                                             | 2,559,274            | 0.88             |   | Lehman XS Trust Series 2005-2, Floating Rate Note, 8/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 2,418,931     |
|                                                                                                                                                             | 4,868,613            | 2.18             |   | LSTAR Securities Investment Trust 2015-5, Floating Rate Note, 4/1/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 4,849,742     |
|                                                                                                                                                             | 708,537              | 2.11             |   | MASTR Adjustable Rate Mortgages Trust 2003-3, Floating Rate Note, 9/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 710,565       |
|                                                                                                                                                             | 1,501,421            | 0.54             |   | MASTR Alternative Loan Trust 2005-1, Floating Rate Note, 2/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 1,474,061     |
|                                                                                                                                                             | 168,453              | 0.58             |   | MASTR Asset Securitization Trust 2003-6, Floating Rate Note, 7/25/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 163,567       |
|                                                                                                                                                             | 3,675,715            | 0.67             |   | Mellon Residential Funding Corp. Mortgage Pass-Through Trust Series 2000 TBC2, Floating Rate Note, 6/15/30                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 3,488,434     |
|                                                                                                                                                             | 1,133,460            | 0.63             |   | Mellon Residential Funding Corp. Mortgage Pass-Through Trust Series 2000-TBC3, Floating Rate Note, 12/15/30                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 1,080,599     |
|                                                                                                                                                             | 584,306              | 2.35             |   | Merrill Lynch Mortgage Investors Trust Series 2005-2, Floating Rate Note, 10/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 588,186       |
|                                                                                                                                                             | 2,639,983            | 2.57             |   | Merrill Lynch Mortgage Investors Trust Series 2005-A9, Floating Rate Note, 12/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 2,632,160     |
|                                                                                                                                                             | 1,543,188            | 1.20             |   | Merrill Lynch Mortgage Investors Trust Series MLCC 2003-A, Floating Rate Note, 3/25/28                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 1,438,833     |
|                                                                                                                                                             | 1,415,469            | 0.87             |   | Merrill Lynch Mortgage Investors Trust Series MLCC 2003-B, Floating Rate Note, 4/25/28                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 1,369,797     |
|                                                                                                                                                             | 1,928,552            | 0.85             |   | Merrill Lynch Mortgage Investors Trust Series MLCC 2003-C REMICS, Floating Rate Note, 6/25/28                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 1,833,603     |
|                                                                                                                                                             | 1,428,956            | 1.14             |   | Merrill Lynch Mortgage Investors Trust Series MLCC 2003-C, Floating Rate Note, 6/25/28                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 1,408,221     |
|                                                                                                                                                             | 1,704,509            | 0.81             |   | Merrill Lynch Mortgage Investors Trust Series MLCC 2003-E, Floating Rate Note, 10/25/28                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 1,627,331     |
|                                                                                                                                                             | 790,941              | 0.83             |   | Merrill Lynch Mortgage Investors Trust Series MLCC 2003-G, Floating Rate Note, 1/25/29                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 757,246       |
|                                                                                                                                                             | 230,667              | 1.89             |   | Merrill Lynch Mortgage Investors Trust Series MLCC 2003-G, Floating Rate Note, 1/25/29                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 229,957       |
|                                                                                                                                                             | 1,300,197            | 0.83             |   | Merrill Lynch Mortgage Investors Trust Series MLCC 2003-H, Floating Rate Note, 1/25/29                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 1,278,360     |
|                                                                                                                                                             | 1,818,818            | 0.65             |   | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-A REMICS, Floating Rate Note, 4/25/29                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 1,744,056     |
|                                                                                                                                                             | 409,328              | 0.96             |   | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-B, Floating Rate Note, 5/25/29                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 397,044       |
|                                                                                                                                                             | 1,919,146            | 0.75             |   | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-C, Floating Rate Note, 7/25/29                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 1,782,605     |
|                                                                                                                                                             | 120,337              | 1.44             |   | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-C, Floating Rate Note, 7/25/29                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 114,785       |
|                                                                                                                                                             | 701,424              | 2.10             |   | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-D, Floating Rate Note, 9/25/29                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 699,780       |
|                                                                                                                                                             | 2,871,011            | 1.16             |   | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-E, Floating Rate Note, 11/25/29                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 2,773,824     |
|                                                                                                                                                             | 2,550,513            | 0.75             |   | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-G, Floating Rate Note, 1/25/30                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 2,396,360     |
|                                                                                                                                                             | 938,395              | 1.04             |   | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-G, Floating Rate Note, 1/25/30                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 911,082       |
|                                                                                                                                                             | 2,290,326            | 0.65             |   | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-A, Floating Rate Note, 3/25/30                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 2,221,509     |
|                                                                                                                                                             | 752,644              | 5.46             |   | Merrill Lynch Mortgage Trust 2005-CKI1, Floating Rate Note, 11/12/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 752,717       |
|                                                                                                                                                             | 4,961,725            | 5.29             |   | Merrill Lynch Mortgage Trust 2005-LC1, Floating Rate Note, 1/12/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 4,986,385     |
|                                                                                                                                                             | 66,526               | 5.23             |   | Morgan Stanley Capital I Trust 2005-IQ10, Floating Rate Note, 9/15/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 66,481        |
|                                                                                                                                                             | 3,200,000            | 5.79             |   | Morgan Stanley Capital I Trust 2006-HQ9, Floating Rate Note, 7/12/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 3,319,430     |
|                                                                                                                                                             | 1,926,365            | 5.16             |   | Morgan Stanley Capital I Trust 2006-TOP21, Floating Rate Note, 10/12/52                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 1,935,082     |
|                                                                                                                                                             | 2,192,949            | 6.01             |   | Morgan Stanley Capital I Trust 2006-TOP23, Floating Rate Note, 8/12/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 2,263,608     |
|                                                                                                                                                             | 1,601,431            | 5.51             |   | Morgan Stanley Capital I Trust 2007-TOP25, Floating Rate Note, 11/12/49                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 1,678,508     |
|                                                                                                                                                             | 3,860,000            | 1.94             |   | Morgan Stanley Capital I Trust 2015-XLF1, Floating Rate Note, 8/14/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 3,860,301     |
|                                                                                                                                                             | 2,584,867            | 0.46             |   | Morgan Stanley Mortgage Loan Trust 2005-5AR, Floating Rate Note, 9/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 2,561,229     |
|                                                                                                                                                             | 1,890,678            | 0.47             |   | Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 1,823,134     |
|                                                                                                                                                             | 546,655              | 0.46             |   | Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 544,088       |
|                                                                                                                                                             | 2,577,030            | 0.97             |   | MortgageIT Trust 2004-1, Floating Rate Note, 11/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 2,462,958     |
|                                                                                                                                                             | 5,842,142            | 0.93             |   | MortgageIT Trust 2004-2, Floating Rate Note, 12/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 5,665,979     |
|                                                                                                                                                             | 1,539,009            | 0.71             |   | MortgageIT Trust 2005-2, Floating Rate Note, 5/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 1,466,666     |
|                                                                                                                                                             | 854,186              | 0.74             |   | NCUA Guaranteed Notes Trust REMICS, Floating Rate Note, 12/8/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 860,365       |
|                                                                                                                                                             | 1,115,639            | 0.74             |   | NCUA Guaranteed Notes Trust REMICS, Floating Rate Note, 3/2/21 (e)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 1,118,626     |
|                                                                                                                                                             | 897,862              | 0.63             |   | NCUA Guaranteed Notes Trust, Floating Rate Note, 10/7/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 902,425       |
|                                                                                                                                                             | 2,625,403            | 0.55             |   | NCUA Guaranteed Notes Trust, Floating Rate Note, 11/6/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 2,630,376     |
|                                                                                                                                                             | 267,667              | 0.74             |   | NCUA Guaranteed Notes Trust, Floating Rate Note, 12/8/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 269,529       |
|                                                                                                                                                             | 941,118              | 0.58             |   | NCUA Guaranteed Notes Trust, Floating Rate Note, 3/11/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 943,996       |
|                                                                                                                                                             | 1,021,278            | 0.56             |   | NCUA Guaranteed Notes Trust, Floating Rate Note, 4/6/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 1,021,595     |
|                                                                                                                                                             | 581,939              | 0.52             |   | NewStar Commercial Loan Trust 2007-1, Floating Rate Note, 9/30/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 574,195       |
|                                                                                                                                                             | 750,000              | 2.18             |   | Newstar Trust, Floating Rate Note, 1/20/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 747,323       |
|                                                                                                                                                             | 104,373              | 2.29             |   | Nomura Asset Acceptance Corp. Alternative Loan Trust Series 2004-AR4, Floating Rate Note, 12/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 104,853       |
|                                                                                                                                                             | 32,224               |             |   | Nomura Asset Acceptance Corp. Alternative Loan Trust Series 2005-WF1, 4.786%, 3/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 32,603        |
|                                                                                                                                                             | 3,926,990            | 3.13             |   | Nomura Resecuritization Trust 2011-4R, Floating Rate Note, 6/26/47 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 3,936,140     |
|                                                                                                                                                             | 1,805,056            | 2.04             |   | NorthStar 2013-1, Floating Rate Note, 8/27/29 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 1,806,750     |
|                                                                                                                                                             | 5,329,424            | 0.58             |   | Opteum Mortgage Acceptance Corp Trust 2005-4, Floating Rate Note, 11/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 4,909,385     |
|                                                                                                                                                             | 4,633,113            | 0.50             |   | Opteum Mortgage Acceptance Corp Trust 2005-4, Floating Rate Note, 11/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 4,347,917     |
|                                                                                                                                                             | 1,082,866            |             |   | ORES 2014-LV3 LLC, 3.0%, 3/27/24 (144A) (e)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 1,082,866     |
|                                                                                                                                                             | 433,780              |             |   | ORES NPL 2013-LV2 LLC, 3.081%, 9/25/25 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 433,780       |
|                                                                                                                                                             | 3,500,000            | 0.00             |   | Pepper Residential Securities Trust No 14, Floating Rate Note, 6/12/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 3,500,105     |
|                                                                                                                                                             | 2,000,000            | 0.51             |   | Pepper Residential Securities Trust, Floating Rate Note, 4/10/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 2,000,000     |
|                                                                                                                                                             | 887,000              | 1.88             |   | Permanent Master Issuer Plc, Floating Rate Note, 7/15/42 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 888,463       |
|                                                                                                                                                             | 5,200,000            | 2.33             |   | RAIT 2014-FL2 Trust, Floating Rate Note, 5/15/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 5,149,830     |
|                                                                                                                                                             | 3,695,314            | 1.43             |   | RAIT 2014-FL3 Trust, Floating Rate Note, 12/15/31 (144A) (e)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 3,694,043     |
|                                                                                                                                                             | 69,364               | 0.74             |   | RALI Series 2002-QS16 Trust, Floating Rate Note, 10/25/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 67,090        |
|                                                                                                                                                             | 635,667              | 0.58             |   | RALI Series 2003-QS10 Trust, Floating Rate Note, 5/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 617,516       |
|                                                                                                                                                             | 1,942,461            | 0.68             |   | RALI Series 2003-QS11 Trust, Floating Rate Note, 6/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 1,811,149     |
|                                                                                                                                                             | 848,598              | 0.63             |   | RALI Series 2003-QS22 Trust, Floating Rate Note, 12/26/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 767,095       |
|                                                                                                                                                             | 748,405              | 0.63             |   | RALI Series 2003-QS5 Trust, Floating Rate Note, 3/25/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 730,474       |
|                                                                                                                                                             | 1,005,985            | 0.63             |   | RALI Series 2003-QS9 Trust, Floating Rate Note, 5/25/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 983,948       |
|                                                                                                                                                             | 58,937               |             |   | RALI Series 2004-QR1 Trust, 5.25%, 10/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 58,878        |
|                                                                                                                                                             | 467,724              |             |   | RALI Series 2004-QS5 Trust, 4.75%, 4/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 476,643       |
|                                                                                                                                                             | 484,865              | 0.78             |   | RALI Series 2004-QS5 Trust, Floating Rate Note, 4/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 479,796       |
|                                                                                                                                                             | 3,167,170            | 0.49             |   | RALI Series 2005-QA1 Trust, Floating Rate Note, 1/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 3,022,050     |
|                                                                                                                                                             | 2,367,812            | 0.68             |   | RBSSP Resecuritization Trust 2009-5, Floating Rate Note, 8/25/37 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 2,268,975     |
|                                                                                                                                                             | 363,580              | 0.54             |   | Regatta Funding, Ltd., Floating Rate Note, 6/15/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 361,249       |
|                                                                                                                                                             | 2,046,745            | 1.64             |   | RESI Finance LP 2003-CB1, Floating Rate Note, 7/9/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 1,962,450     |
|                                                                                                                                                             | 2,373,724            | 0.99             |   | RESI MAC, 2014-1A, Floating Rate Note, 6/12/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 2,375,091     |
|                                                                                                                                                             | 553,479              | 0.64             |   | Residential Asset Securitization Trust 2003-A15, Floating Rate Note, 2/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 509,955       |
|                                                                                                                                                             | 352,734              | 0.58             |   | Residential Asset Securitization Trust 2003-A2, Floating Rate Note, 5/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 323,216       |
|                                                                                                                                                             | 4,920,000            | 1.24             |   | Resource Capital Corp 2014-CRE2, Ltd., Floating Rate Note, 4/15/32 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 4,894,800     |
|                                                                                                                                                             | 3,000,000            | 2.34             |   | Resource Capital Corp. CRE Notes 2013, Ltd., Floating Rate Note, 6/15/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 3,001,818     |
|                                                                                                                                                             | 403,962              |             |   | Rialto Capital Management LLC, 2.85%, 5/15/24 (144A) (e)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 404,118       |
|                                                                                                                                                             | 3,200,000            |             |   | RREF 2015-LT7 LLC, 3.0%, 12/25/32 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 3,197,494     |
|                                                                                                                                                             | 2,884,710            |             |   | Selene Non-Performing Loans LLC, 2.9814%, 5/25/54 (Step) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 2,858,632     |
|                                                                                                                                                             | 166,278              | 0.95             |   | Sequoia Mortgage Trust 10, Floating Rate Note, 10/20/27                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 156,201       |
|                                                                                                                                                             | 468,331              | 1.08             |   | Sequoia Mortgage Trust 2003-2, Floating Rate Note, 6/20/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 455,022       |
|                                                                                                                                                             | 2,245,311            | 0.81             |   | Sequoia Mortgage Trust 2003-5, Floating Rate Note, 9/20/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 2,168,499     |
|                                                                                                                                                             | 260,926              | 0.83             |   | Sequoia Mortgage Trust 2003-8, Floating Rate Note, 1/20/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 248,685       |
|                                                                                                                                                             | 527,709              | 0.83             |   | Sequoia Mortgage Trust 2004-10, Floating Rate Note, 11/20/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 497,302       |
|                                                                                                                                                             | 337,141              | 1.80             |   | Sequoia Mortgage Trust 2004-7, Floating Rate Note, 8/20/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 339,260       |
|                                                                                                                                                             | 3,064,259            | 0.65             |   | Sequoia Mortgage Trust 2005-1, Floating Rate Note, 2/20/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 2,879,678     |
|                                                                                                                                                             | 1,099,710            | 0.61             |   | Sequoia Mortgage Trust 2005-1, Floating Rate Note, 2/20/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 1,041,349     |
|                                                                                                                                                             | 1,078,815            | 0.91             |   | Sequoia Mortgage Trust 4, Floating Rate Note, 11/22/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 1,074,997     |
|                                                                                                                                                             | 359,564              | 1.57             |   | Springleaf Mortgage Loan Trust 2012-3, Floating Rate Note, 12/26/59 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 360,275       |
|                                                                                                                                                             | 406,491              | 2.86             |   | Structured Adjustable Rate Mortgage Loan Trust Class 1A1, Floating Rate Note, 3/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 404,690       |
|                                                                                                                                                             | 476,781              | 2.46             |   | Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 11/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 470,292       |
|                                                                                                                                                             | 3,246,751            | 1.03             |   | Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 11/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 2,963,261     |
|                                                                                                                                                             | 519,922              | 2.40             |   | Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 3/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 523,702       |
|                                                                                                                                                             | 27,943               | 0.59             |   | Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 6/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 27,946        |
|                                                                                                                                                             | 2,275,583            | 0.56             |   | Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 7/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 2,189,871     |
|                                                                                                                                                             | 777,037              | 0.89             |   | Structured Asset Mortgage Investments II Trust 2004-AR1, Floating Rate Note, 3/19/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 740,511       |
|                                                                                                                                                             | 4,124,387            | 0.87             |   | Structured Asset Mortgage Investments II Trust 2004-AR8, Floating Rate Note, 5/19/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 4,008,727     |
|                                                                                                                                                             | 1,712,955            | 1.09             |   | Structured Asset Mortgage Investments Trust 2002-AR5, Floating Rate Note, 5/19/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 1,670,222     |
|                                                                                                                                                             | 161,900              | 2.56             |   | Structured Asset Securities Corp. Mortgage Certificates Series 2003-31A, Floating Rate Note, 10/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 160,385       |
|                                                                                                                                                             | 1,295,895            | 1.13             |   | Structured Asset Securities Corp. Mortgage Pass-Through Certificates Series 1998-8, Floating Rate Note, 8/25/28                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 1,281,602     |
|                                                                                                                                                             | 946,530              | 2.42             |   | Structured Asset Securities Corp. Mortgage Pass-Through Certificates Series 2003-24A, Floating Rate Note, 7/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 932,854       |
|                                                                                                                                                             | 188,708              | 0.69             |   | Structured Asset Securities Corp. Mortgage Pass-Through Certificates Series 2003-35, Floating Rate Note, 12/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 186,973       |
|                                                                                                                                                             | 381,807              | 0.48             |   | Structured Asset Securities Corp. Trust 2005-14, Floating Rate Note, 7/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 335,509       |
|                                                                                                                                                             | 3,050,000            | 0.00             |   | Symphony CLO, Ltd., Floating Rate Note, 7/23/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 3,046,776     |
|                                                                                                                                                             | 599,243              | 1.87             |   | Thornburg Mortgage Securities Trust 2004-4, Floating Rate Note, 12/25/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 590,851       |
|                                                                                                                                                             | 2,424,503            | 2.19             |   | Velocity Commercial Capital Loan Trust 2014-1, Floating Rate Note, 9/25/44 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 2,431,776     |
|                                                                                                                                                             | 875,000              | 1.59             |   | Venture XII CLO, Ltd., Floating Rate Note, 2/28/24 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 872,294       |
|                                                                                                                                                             | 1,734,930            |             |   | VFC 2014-2 LLC, 2.75%, 7/20/30 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 1,734,892     |
|                                                                                                                                                             | 1,770,802            |             |   | VFC 2015-3 LLC, 2.75%, 12/20/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 1,768,810     |
|                                                                                                                                                             | 2,605,555            |             |   | VOLT NPL X LLC, 3.375%, 10/26/54 (Step) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 2,605,768     |
|                                                                                                                                                             | 2,162,060            |             |   | VOLT XXX LLC, 3.625%, 10/25/57 (Step) (e)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 2,160,458     |
|                                                                                                                                                             | 3,000,000            | 1.60             |   | Voya CLO, Ltd., Floating Rate Note, 10/15/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 3,000,120     |
|                                                                                                                                                             | 905,454              | 5.25             |   | Wachovia Bank Commercial Mortgage Trust Series 2005-C21, Floating Rate Note, 10/17/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 906,378       |
|                                                                                                                                                             | 3,532,086            | 5.27             |   | Wachovia Bank Commercial Mortgage Trust Series 2005-C22 REMICS, Floating Rate Note, 12/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 3,536,476     |
|                                                                                                                                                             | 4,193,597            | 5.42             |   | Wachovia Bank Commercial Mortgage Trust Series 2006-C23 REMICS, Floating Rate Note, 1/15/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 4,216,012     |
|                                                                                                                                                             | 3,148,857            | 5.71             |   | Wachovia Bank Commercial Mortgage Trust Series 2006-C25, Floating Rate Note, 5/15/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 3,198,801     |
|                                                                                                                                                             | 642,544              | 2.39             |   | WaMu Mortgage Pass-Through Certificates, Floating Rate Note, 2/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 632,243       |
|                                                                                                                                                             | 2,500,000            | 2.04             |   | Wells Fargo Commercial Mortgage Trust 2014-TISH REMICS, Floating Rate Note, 2/16/27 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 2,485,725     |
|                                                                                                                                                             | 1,315,522            | 0.50             |   | Westwood CDO II, Ltd., Floating Rate Note, 4/25/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 1,293,865     |
|                                                                                                                                                             |                 |             |   | TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    |          |
|                                                                                                                                                             |                 |             |   | (Cost $743,990,692)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $       | 740,622,985   |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             |                 |             |   | CORPORATE BONDS - 30.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    |          |
|                                                                                                                                                             |                 |             |   | Energy - 1.8%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    |          |
|                                                                                                                                                             |                 |             |   | Integrated Oil & Gas - 0.7%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    |          |
|                                                                                                                                                             | 2,640,000            | 0.38             |   | Chevron Corp., Floating Rate Note, 11/9/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $       | 2,640,180     |
|                                                                                                                                                             | 2,550,000            | 0.43             |   | Chevron Corp., Floating Rate Note, 3/2/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 2,541,146     |
|                                                                                                                                                             | 1,980,000            | 0.31             |   | Exxon Mobil Corp., Floating Rate Note, 3/15/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 1,978,768     |
|                                                                                                                                                             | 3,020,000            | 0.48             |   | Shell International Finance BV, Floating Rate Note, 11/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 3,025,611     |
|                                                                                                                                                             | 2,140,000            | 0.48             |   | Statoil ASA, Floating Rate Note, 11/9/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 2,130,909     |
|                                                                                                                                                             | 3,355,000            | 0.66             |   | Total Capital Canada, Ltd., Floating Rate Note, 1/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 3,361,099     |
|                                                                                                                                                             | 2,500,000            |             |   | Total Capital International SA, 0.75%, 1/25/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 2,503,720     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 18,181,433    |
|                                                                                                                                                             |                 |             |   | Oil & Gas Exploration & Production - 0.8%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    |          |
|                                                                                                                                                             | 7,849,000            | 0.65             |   | Canadian Natural Resources, Ltd., Floating Rate Note, 3/30/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $       | 7,834,801     |
|                                                                                                                                                             | 4,815,000            | 0.74             |   | Devon Energy Corp., Floating Rate Note, 12/15/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 4,811,105     |
|                                                                                                                                                             | 6,604,000            |             |   | Marathon Oil Corp., 0.9%, 11/1/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 6,602,356     |
|                                                                                                                                                             | 1,730,000            |             |   | Total Capital SA, 3.125%, 10/2/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 1,741,447     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 20,989,709    |
|                                                                                                                                                             |                 |             |   | Oil & Gas Storage & Transportation - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    |          |
|                                                                                                                                                             | 1,650,000            | 0.92             |   | Enbridge, Inc., Floating Rate Note, 10/1/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $       | 1,647,352     |
|                                                                                                                                                             | 3,355,000            |             |   | Enterprise Products Operating LLC, 3.2%, 2/1/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 3,395,884     |
|                                                                                                                                                             | 3,544,000            | 0.95             |   | TransCanada PipeLines, Ltd., Floating Rate Note, 6/30/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 3,546,796     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 8,590,032     |
|                                                                                                                                                             |                 |             |   | Total Energy                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $       | 47,761,174    |
|                                                                                                                                                             |                 |             |   | Materials - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    |          |
|                                                                                                                                                             |                 |             |   | Diversified Metals & Mining - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    |          |
|                                                                                                                                                             | 1,795,000            | 0.52             |   | BHP Billiton Finance USA, Ltd., Floating Rate Note, 9/30/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $       | 1,794,636     |
|                                                                                                                                                             | 1,130,000            | 1.11             |   | Rio Tinto Finance USA Plc, Floating Rate Note, 6/17/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 1,132,869     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 2,927,505     |
|                                                                                                                                                             |                 |             |   | Steel - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    |          |
|                                                                                                                                                             | 2,500,000            | 1.34             |   | Glencore Funding LLC, Floating Rate Note, 4/16/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $       | 2,498,630     |
|                                                                                                                                                             | 1,800,000            | 1.42             |   | Glencore Funding LLC, Floating Rate Note, 5/27/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 1,804,766     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 4,303,396     |
|                                                                                                                                                             |                 |             |   | Total Materials                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $       | 7,230,901     |
|                                                                                                                                                             |                 |             |   | Capital Goods - 0.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             |                 |             |   | Industrial Conglomerates - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    |          |
|                                                                                                                                                             | 4,330,000            | 0.48             |   | Tyco Electronics Group SA, Floating Rate Note, 1/29/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $       | 4,330,048     |
|                                                                                                                                                             |                 |             |   | Construction & Farm Machinery & Heavy Trucks - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    |          |
|                                                                                                                                                             | 2,500,000            | 0.41             |   | Caterpillar Financial Services Corp., Floating Rate Note, 3/3/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $       | 2,498,655     |
|                                                                                                                                                             | 1,500,000            | 0.57             |   | John Deere Capital Corp., Floating Rate Note, 10/11/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 1,503,224     |
|                                                                                                                                                             | 1,800,000            | 0.38             |   | John Deere Capital Corp., Floating Rate Note, 12/10/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 1,800,320     |
|                                                                                                                                                             | 2,883,000            | 0.38             |   | John Deere Capital Corp., Floating Rate Note, 2/25/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 2,882,741     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 8,684,940     |
|                                                                                                                                                             |                 |             |   | Total Capital Goods                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $       | 13,014,988    |
|                                                                                                                                                             |                 |             |   | Transportation - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    |          |
|                                                                                                                                                             |                 |             |   | Railroads - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    |          |
|                                                                                                                                                             | 1,670,000            | 0.44             |   | Canadian National Railway Co., Floating Rate Note, 11/14/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $       | 1,667,786     |
|                                                                                                                                                             |                 |             |   | Total Transportation                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 1,667,786     |
|                                                                                                                                                             |                 |             |   | Automobiles & Components - 1.8%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    |          |
|                                                                                                                                                             |                 |             |   | Automobile Manufacturers - 1.8%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    |          |
|                                                                                                                                                             | 5,100,000            |             |   | Daimler Finance North America LLC, 1.3%, 7/31/15 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $       | 5,102,305     |
|                                                                                                                                                             | 1,500,000            | 0.61             |   | Daimler Finance North America LLC, Floating Rate Note, 3/10/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 1,499,349     |
|                                                                                                                                                             | 1,275,000            | 0.70             |   | Daimler Finance North America LLC, Floating Rate Note, 3/2/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 1,272,936     |
|                                                                                                                                                             | 1,500,000            | 0.96             |   | Daimler Finance North America LLC, Floating Rate Note, 8/1/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 1,506,266     |
|                                                                                                                                                             | 2,061,000            | 0.62             |   | Daimler Finance North America LLC, Floating Rate Note, 8/1/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 2,058,366     |
|                                                                                                                                                             | 2,600,000            | 1.21             |   | Ford Motor Credit Co. LLC, Floating Rate Note, 1/9/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 2,602,564     |
|                                                                                                                                                             | 1,715,000            | 0.73             |   | Ford Motor Credit Co. LLC, Floating Rate Note, 11/8/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 1,710,999     |
|                                                                                                                                                             | 2,500,000            | 0.90             |   | Ford Motor Credit Co. LLC, Floating Rate Note, 3/27/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 2,492,635     |
|                                                                                                                                                             | 2,600,000            | 0.80             |   | Ford Motor Credit Co. LLC, Floating Rate Note, 9/8/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 2,584,878     |
|                                                                                                                                                             | 1,300,000            |             |   | Nissan Motor Acceptance Corp., 1.0%, 3/15/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 1,302,412     |
|                                                                                                                                                             | 2,000,000            | 0.81             |   | Nissan Motor Acceptance Corp., Floating Rate Note, 3/3/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 2,007,276     |
|                                                                                                                                                             | 1,500,000            | 0.97             |   | Nissan Motor Acceptance Corp., Floating Rate Note, 9/26/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 1,507,168     |
|                                                                                                                                                             | 2,589,000            | 0.48             |   | Toyota Motor Credit Corp., Floating Rate Note, 5/16/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 2,586,398     |
|                                                                                                                                                             | 3,800,000            | 0.57             |   | Toyota Motor Credit Corp., Floating Rate Note, 5/17/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 3,806,190     |
|                                                                                                                                                             | 2,300,000            | 0.42             |   | Toyota Motor Credit Corp., Floating Rate Note, 9/18/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 2,300,320     |
|                                                                                                                                                             | 650,000              | 0.37             |   | Toyota Motor Credit Corp., Floating Rate Note, 9/23/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 649,604       |
|                                                                                                                                                             | 2,500,000            | 0.72             |   | Volkswagen Group of America Finance LLC, Floating Rate Note, 11/20/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 2,503,958     |
|                                                                                                                                                             | 1,900,000            | 0.50             |   | Volkswagen Group of America Finance LLC, Floating Rate Note, 5/23/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 1,898,488     |
|                                                                                                                                                             | 6,790,000            |             |   | Volkswagen International Finance NV, 1.15%, 11/20/15 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 6,805,284     |
|                                                                                                                                                             | 1,750,000            | 0.72             |   | Volkswagen International Finance NV, Floating Rate Note, 11/18/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 1,752,776     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 47,950,172    |
|                                                                                                                                                             |                 |             |   | Total Automobiles & Components                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $       | 47,950,172    |
|                                                                                                                                                             |                 |             |   | Media - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    |          |
|                                                                                                                                                             |                 |             |   | Broadcasting - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    |          |
|                                                                                                                                                             | 3,744,000            | 0.81             |   | NBCUniversal Enterprise, Inc., Floating Rate Note, 4/15/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $       | 3,754,738     |
|                                                                                                                                                             | 1,300,000            | 0.96             |   | NBCUniversal Enterprise, Inc., Floating Rate Note, 4/15/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 1,305,903     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 5,060,641     |
|                                                                                                                                                             |                 |             |   | Total Media                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $       | 5,060,641     |
|                                                                                                                                                             |                 |             |   | Retailing - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    |          |
|                                                                                                                                                             |                 |             |   | Internet Retail - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    |          |
|                                                                                                                                                             | 5,450,000            |             |   | Amazon.com, Inc., 0.65%, 11/27/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $       | 5,450,174     |
|                                                                                                                                                             |                 |             |   | Automotive Retail - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    |          |
|                                                                                                                                                             | 1,230,000            | 0.56             |   | Volkswagen Group of America Finance LLC, Floating Rate Note, 11/22/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $       | 1,229,808     |
|                                                                                                                                                             |                 |             |   | Total Retailing                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $       | 6,679,982     |
|                                                                                                                                                             |                 |             |   | Food & Staples Retailing - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    |          |
|                                                                                                                                                             |                 |             |   | Hypermarkets & Super Centers - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    |          |
|                                                                                                                                                             | 955,000              |             |   | Wal-Mart Stores, Inc., 0.6%, 4/11/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 955,353       |
|                                                                                                                                                             |                 |             |   | Total Food & Staples Retailing                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $       | 955,353       |
|                                                                                                                                                             |                 |             |   | Food, Beverage & Tobacco - 0.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    |          |
|                                                                                                                                                             |                 |             |   | Brewers - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    |          |
|                                                                                                                                                             | 3,700,000            |             |   | Anheuser-Busch InBev Finance, Inc., 0.8%, 1/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $       | 3,705,391     |
|                                                                                                                                                             | 1,900,000            | 0.47             |   | Anheuser-Busch InBev Finance, Inc., Floating Rate Note, 1/27/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 1,896,392     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 5,601,783     |
|                                                                                                                                                             |                 |             |   | Soft Drinks - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    |          |
|                                                                                                                                                             | 551,000              |             |   | Coca-Cola Enterprises, Inc., 2.125%, 9/15/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $       | 552,601       |
|                                                                                                                                                             | 3,460,000            | 0.49             |   | PepsiCo, Inc., Floating Rate Note, 2/26/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 3,464,346     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 4,016,947     |
|                                                                                                                                                             |                 |             |   | Packaged Foods & Meats - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    |          |
|                                                                                                                                                             | 1,895,000            | 0.48             |   | General Mills, Inc., Floating Rate Note, 1/28/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $       | 1,892,576     |
|                                                                                                                                                             | 1,765,000            | 0.58             |   | General Mills, Inc., Floating Rate Note, 1/29/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 1,764,922     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 3,657,498     |
|                                                                                                                                                             |                 |             |   | Tobacco - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    |          |
|                                                                                                                                                             | 1,075,000            |             |   | Altria Group, Inc., 4.125%, 9/11/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $       | 1,081,062     |
|                                                                                                                                                             |                 |             |   | Total Food, Beverage & Tobacco                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $       | 14,357,290    |
|                                                                                                                                                             |                 |             |   | Household & Personal Products - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    |          |
|                                                                                                                                                             |                 |             |   | Household Products - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    |          |
|                                                                                                                                                             | 2,950,000            |             |   | The Procter & Gamble Co., 1.8%, 11/15/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $       | 2,964,942     |
|                                                                                                                                                             |                 |             |   | Total Household & Personal Products                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $       | 2,964,942     |
|                                                                                                                                                             |                 |             |   | Health Care Equipment & Services - 1.0%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    |          |
|                                                                                                                                                             |                 |             |   | Health Care Equipment - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    |          |
|                                                                                                                                                             | 2,700,000            | 0.72             |   | Becton Dickinson and Co., Floating Rate Note, 6/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $       | 2,701,247     |
|                                                                                                                                                             | 5,040,000            |             |   | Medtronic, Inc., 4.75%, 9/15/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 5,081,131     |
|                                                                                                                                                             | 1,695,000            |             |   | St. Jude Medical, Inc., 2.5%, 1/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 1,713,048     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 9,495,426     |
|                                                                                                                                                             |                 |             |   | Health Care Distributors - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    |          |
|                                                                                                                                                             | 2,993,000            |             |   | McKesson Corp., 3.25%, 3/1/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $       | 3,038,155     |
|                                                                                                                                                             | 6,580,000            | 0.66             |   | McKesson Corp., Floating Rate Note, 9/10/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 6,579,474     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 9,617,629     |
|                                                                                                                                                             |                 |             |   | Health Care Services - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    |          |
|                                                                                                                                                             | 6,250,000            |             |   | Medco Health Solutions, Inc., 2.75%, 9/15/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $       | 6,275,775     |
|                                                                                                                                                             |                 |             |   | Total Health Care Equipment & Services                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $       | 25,388,830    |
|                                                                                                                                                             |                 |             |   | Pharmaceuticals, Biotechnology & Life Sciences - 0.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    |          |
|                                                                                                                                                             |                 |             |   | Biotechnology - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             | 2,500,000            | 1.06             |   | Baxalta, Inc., Floating Rate Note, 6/22/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $       | 2,499,252     |
|                                                                                                                                                             |                 |             |   | Pharmaceuticals - 0.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    |          |
|                                                                                                                                                             | 2,500,000            | 0.52             |   | Bayer US Finance LLC, Floating Rate Note, 10/7/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $       | 2,502,495     |
|                                                                                                                                                             | 2,500,000            | 0.62             |   | EMD Finance LLC, Floating Rate Note, 3/17/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 2,498,660     |
|                                                                                                                                                             | 2,045,000            |             |   | Merck & Co, Inc., 0.7%, 5/18/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 2,044,939     |
|                                                                                                                                                             | 2,500,000            | 0.40             |   | Merck & Co., Inc., Floating Rate Note, 2/10/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 2,501,300     |
|                                                                                                                                                             | 500,000              | 0.47             |   | Merck & Co., Inc., Floating Rate Note, 5/18/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 500,582       |
|                                                                                                                                                             | 2,100,000            | 0.42             |   | Pfizer, Inc., Floating Rate Note, 5/15/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 2,100,235     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 12,148,211    |
|                                                                                                                                                             |                 |             |   | Total Pharmaceuticals, Biotechnology & Life Sciences                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $       | 14,647,463    |
|                                                                                                                                                             |                 |             |   | Banks - 8.8%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    |          |
|                                                                                                                                                             |                 |             |   | Diversified Banks - 5.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    |          |
|                                                                                                                                                             | 1,725,000            | 1.08             |   | ABN AMRO Bank NV, Floating Rate Note, 10/28/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $       | 1,732,642     |
|                                                                                                                                                             | 6,000,000            | 1.08             |   | Bank of America Corp., Floating Rate Note, 3/22/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 6,013,290     |
|                                                                                                                                                             | 1,423,000            | 0.89             |   | Bank of America Corp., Floating Rate Note, 8/25/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 1,420,174     |
|                                                                                                                                                             | 2,455,000            | 0.73             |   | Bank of America NA, Floating Rate Note, 6/5/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 2,455,923     |
|                                                                                                                                                             | 2,600,000            |             |   | Bank of Montreal, 0.8%, 11/6/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 2,603,458     |
|                                                                                                                                                             | 2,300,000            | 0.53             |   | Bank of Montreal, Floating Rate Note, 7/14/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 2,297,642     |
|                                                                                                                                                             | 4,605,000            | 0.74             |   | Bank of Montreal, Floating Rate Note, 9/11/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 4,609,319     |
|                                                                                                                                                             | 2,600,000            | 0.52             |   | Bank of Montreal, Floating Rate Note, 9/24/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 2,601,152     |
|                                                                                                                                                             | 1,640,000            | 0.53             |   | Bank of Nova Scotia Houston, Floating Rate Note, 10/23/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 1,640,910     |
|                                                                                                                                                             | 821,000              | 0.86             |   | Barclays Bank Plc, Floating Rate Note, 2/17/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 818,185       |
|                                                                                                                                                             | 2,500,000            |             |   | Caisse Centrale Desjardins, 2.65%, 9/16/15 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 2,510,775     |
|                                                                                                                                                             | 2,590,000            | 0.94             |   | Caisse Centrale Desjardins, Floating Rate Note, 1/29/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 2,600,818     |
|                                                                                                                                                             | 1,900,000            | 0.95             |   | Citigroup, Inc., Floating Rate Note, 11/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 1,903,068     |
|                                                                                                                                                             | 2,630,000            | 0.98             |   | Citigroup, Inc., Floating Rate Note, 11/24/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 2,628,556     |
|                                                                                                                                                             | 1,325,000            | 1.06             |   | Citigroup, Inc., Floating Rate Note, 4/1/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 1,327,643     |
|                                                                                                                                                             | 2,500,000            | 0.55             |   | Citigroup, Inc., Floating Rate Note, 6/9/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 2,488,628     |
|                                                                                                                                                             | 3,700,000            | 1.24             |   | Citigroup, Inc., Floating Rate Note, 7/25/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 3,710,478     |
|                                                                                                                                                             | 1,800,000            | 0.47             |   | Commonwealth Bank of Australia, Floating Rate Note, 12/4/15 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 1,801,096     |
|                                                                                                                                                             | 2,000,000            | 0.63             |   | Commonwealth Bank of Australia, Floating Rate Note, 3/13/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 2,000,804     |
|                                                                                                                                                             | 1,575,000            | 1.07             |   | Commonwealth Bank of Australia, Floating Rate Note, 9/18/15 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 1,577,843     |
|                                                                                                                                                             | 2,500,000            | 0.41             |   | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA New York, Floating Rate Note, 10/23/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 2,500,538     |
|                                                                                                                                                             | 3,975,000            | 0.75             |   | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA New York, Floating Rate Note, 3/18/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 3,986,265     |
|                                                                                                                                                             | 1,000,000            |             |   | HSBC Bank Middle East, Ltd., 3.0%, 10/21/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 1,001,779     |
|                                                                                                                                                             | 1,528,000            |             |   | JPMorgan Chase & Co., 1.1%, 10/15/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 1,529,384     |
|                                                                                                                                                             | 2,000,000            | 0.94             |   | JPMorgan Chase & Co., Floating Rate Note, 10/15/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 2,002,690     |
|                                                                                                                                                             | 2,000,000            | 0.79             |   | JPMorgan Chase & Co., Floating Rate Note, 2/15/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 2,002,782     |
|                                                                                                                                                             | 1,800,000            | 0.90             |   | JPMorgan Chase & Co., Floating Rate Note, 2/26/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 1,802,457     |
|                                                                                                                                                             | 3,800,000            | 0.79             |   | JPMorgan Chase & Co., Floating Rate Note, 3/1/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 3,788,691     |
|                                                                                                                                                             | 2,500,000            | 0.82             |   | Lloyds Bank Plc, Floating Rate Note, 5/14/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 2,503,498     |
|                                                                                                                                                             | 2,500,000            | 0.91             |   | Macquarie Bank, Ltd., Floating Rate Note, 10/27/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 2,504,495     |
|                                                                                                                                                             | 1,670,000            | 0.91             |   | Mizuho Bank, Ltd., Floating Rate Note, 3/26/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 1,673,552     |
|                                                                                                                                                             | 2,000,000            | 0.71             |   | Mizuho Bank, Ltd., Floating Rate Note, 4/16/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 1,996,772     |
|                                                                                                                                                             | 2,425,000            | 0.85             |   | MUFG Americas Holdings Corp., Floating Rate Note, 2/9/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 2,428,034     |
|                                                                                                                                                             | 1,950,000            | 0.64             |   | National Australia Bank, Ltd., Floating Rate Note, 3/17/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 1,953,758     |
|                                                                                                                                                             | 2,650,000            |             |   | Nordea Bank AB, 0.875%, 5/13/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 2,655,928     |
|                                                                                                                                                             | 2,175,000            | 0.63             |   | Nordea Bank AB, Floating Rate Note, 4/4/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 2,176,512     |
|                                                                                                                                                             | 2,700,000            | 0.74             |   | Nordea Bank AB, Floating Rate Note, 5/13/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 2,709,272     |
|                                                                                                                                                             | 1,300,000            |             |   | Royal Bank of Canada, 0.8%, 10/30/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 1,301,622     |
|                                                                                                                                                             | 1,875,000            | 0.61             |   | Royal Bank of Canada, Floating Rate Note, 1/23/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 1,876,116     |
|                                                                                                                                                             | 2,500,000            | 0.54             |   | Royal Bank of Canada, Floating Rate Note, 10/13/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 2,499,955     |
|                                                                                                                                                             | 1,800,000            | 0.49             |   | Royal Bank of Canada, Floating Rate Note, 12/16/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 1,800,576     |
|                                                                                                                                                             | 2,200,000            | 0.51             |   | Royal Bank of Canada, Floating Rate Note, 6/16/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 2,196,350     |
|                                                                                                                                                             | 2,000,000            | 0.72             |   | Royal Bank of Canada, Floating Rate Note, 9/9/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 2,006,518     |
|                                                                                                                                                             | 1,500,000            | 0.95             |   | Sumitomo Mitsui Banking Corp., Floating Rate Note, 7/19/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 1,502,640     |
|                                                                                                                                                             | 1,500,000            | 1.05             |   | Sumitomo Mitsui Trust Bank, Ltd., Floating Rate Note, 9/16/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 1,503,304     |
|                                                                                                                                                             | 4,735,000            | 0.73             |   | Svenska Handelsbanken AB, Floating Rate Note, 3/21/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 4,748,518     |
|                                                                                                                                                             | 3,650,000            | 0.73             |   | Svenska Handelsbanken AB, Floating Rate Note, 9/23/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 3,662,140     |
|                                                                                                                                                             | 1,800,000            | 0.69             |   | The Bank of Nova Scotia, Floating Rate Note, 12/13/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 1,802,954     |
|                                                                                                                                                             | 3,255,000            | 0.67             |   | The Bank of Nova Scotia, Floating Rate Note, 3/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 3,259,528     |
|                                                                                                                                                             | 1,500,000            | 0.80             |   | The Bank of Nova Scotia, Floating Rate Note, 7/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 1,505,712     |
|                                                                                                                                                             | 1,000,000            | 0.67             |   | The Bank of Tokyo-Mitsubishi UFJ, Ltd., Floating Rate Note, 3/10/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 999,250       |
|                                                                                                                                                             | 2,525,000            | 0.57             |   | The Bank of Tokyo-Mitsubishi UFJ, Ltd., Floating Rate Note, 9/8/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 2,517,117     |
|                                                                                                                                                             | 2,000,000            | 0.70             |   | The Huntington National Bank, Floating Rate Note, 4/24/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 1,995,104     |
|                                                                                                                                                             | 4,025,000            | 0.48             |   | The Toronto-Dominion Bank, Floating Rate Note, 11/6/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 4,027,717     |
|                                                                                                                                                             | 2,000,000            | 0.52             |   | The Toronto-Dominion Bank, Floating Rate Note, 5/2/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 1,998,822     |
|                                                                                                                                                             | 1,320,000            | 0.44             |   | The Toronto-Dominion Bank, Floating Rate Note, 7/8/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 1,321,052     |
|                                                                                                                                                             | 2,800,000            | 0.72             |   | The Toronto-Dominion Bank, Floating Rate Note, 9/9/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 2,809,789     |
|                                                                                                                                                             | 2,620,000            |             |   | US Bancorp, 2.45%, 7/27/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 2,623,375     |
|                                                                                                                                                             | 2,500,000            | 0.91             |   | Wells Fargo & Co., Floating Rate Note, 4/23/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 2,506,922     |
|                                                                                                                                                             | 2,000,000            | 0.61             |   | Westpac Banking Corp., Floating Rate Note, 5/19/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 2,000,604     |
|                                                                                                                                                             | 500,000              | 1.07             |   | Westpac Banking Corp., Floating Rate Note, 7/17/15 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 500,146       |
|                                                                                                                                                             | 1,000,000            | 0.58             |   | Westpac Banking Corp., Floating Rate Note, 7/28/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 1,000,119     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 141,924,761   |
|                                                                                                                                                             |                 |             |   | Regional Banks - 3.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    |          |
|                                                                                                                                                             | 6,390,000            | 0.73             |   | American Express Centurion Bank, Floating Rate Note, 11/13/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $       | 6,395,949     |
|                                                                                                                                                             | 2,500,000            |             |   | BB&T Corp., 3.2%, 3/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 2,537,365     |
|                                                                                                                                                             | 500,000              | 0.58             |   | Branch Banking & Trust Co., Floating Rate Note, 5/23/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 497,642       |
|                                                                                                                                                             | 6,144,000            | 0.59             |   | Branch Banking & Trust Co., Floating Rate Note, 9/13/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 6,126,803     |
|                                                                                                                                                             | 2,910,000            | 0.71             |   | Capital One NA, Floating Rate Note, 3/22/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 2,908,522     |
|                                                                                                                                                             | 3,790,000            |             |   | Fifth Third Bancorp, 3.625%, 1/25/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 3,845,861     |
|                                                                                                                                                             | 1,727,000            | 0.69             |   | Fifth Third Bancorp, Floating Rate Note, 12/20/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 1,718,032     |
|                                                                                                                                                             | 1,800,000            | 0.79             |   | Fifth Third Bank Cincinnati Ohio, Floating Rate Note, 11/18/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 1,802,561     |
|                                                                                                                                                             | 3,330,000            | 0.69             |   | Fifth Third Bank Cincinnati Ohio, Floating Rate Note, 2/26/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 3,329,720     |
|                                                                                                                                                             | 4,500,000            | 0.77             |   | KeyBank NA Cleveland Ohio, Floating Rate Note, 11/25/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 4,501,584     |
|                                                                                                                                                             | 2,500,000            | 0.80             |   | KeyBank NA Cleveland Ohio, Floating Rate Note, 6/1/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 2,501,425     |
|                                                                                                                                                             | 5,350,000            |             |   | KeyCorp, 3.75%, 8/13/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 5,366,007     |
|                                                                                                                                                             | 2,710,000            | 0.65             |   | Manufacturers & Traders Trust Co., Floating Rate Note, 1/30/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 2,703,778     |
|                                                                                                                                                             | 2,400,000            | 0.58             |   | Manufacturers & Traders Trust Co., Floating Rate Note, 7/25/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 2,385,233     |
|                                                                                                                                                             | 6,200,000            | 1.02             |   | MUFG Union Bank NA, Floating Rate Note, 9/26/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 6,226,096     |
|                                                                                                                                                             | 2,850,000            | 0.62             |   | National City Bank Cleveland Ohio, Floating Rate Note, 12/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 2,843,499     |
|                                                                                                                                                             | 2,225,000            | 0.47             |   | Nordea Bank Finland Plc New York, Floating Rate Note, 6/13/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 2,225,189     |
|                                                                                                                                                             | 650,000              |             |   | PNC Bank NA, 0.8%, 1/28/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 650,915       |
|                                                                                                                                                             | 2,250,000            | 0.59             |   | PNC Bank NA, Floating Rate Note, 1/28/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 2,252,457     |
|                                                                                                                                                             | 2,500,000            | 0.70             |   | PNC Bank NA, Floating Rate Note, 6/1/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 2,494,955     |
|                                                                                                                                                             | 3,645,000            | 0.71             |   | SunTrust Bank, Floating Rate Note, 2/15/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 3,641,399     |
|                                                                                                                                                             | 2,500,000            | 0.84             |   | UBS AG, Floating Rate Note, 6/1/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 2,493,368     |
|                                                                                                                                                             | 2,600,000            | 0.58             |   | US Bank NA Cincinnati Ohio, Floating Rate Note, 1/26/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 2,596,638     |
|                                                                                                                                                             | 2,025,000            | 0.51             |   | US Bank NA Cincinnati Ohio, Floating Rate Note, 1/30/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 2,024,619     |
|                                                                                                                                                             | 2,000,000            | 0.40             |   | US Bank NA Cincinnati Ohio, Floating Rate Note, 4/22/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 2,001,294     |
|                                                                                                                                                             | 1,983,000            | 0.62             |   | Wachovia Corp., Floating Rate Note, 10/28/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 1,981,915     |
|                                                                                                                                                             | 1,999,000            | 0.54             |   | Wachovia Corp., Floating Rate Note, 6/15/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 1,992,027     |
|                                                                                                                                                             | 2,600,000            |             |   | Wells Fargo & Co., 1.5%, 7/1/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 2,600,000     |
|                                                                                                                                                             | 2,503,000            | 0.48             |   | Wells Fargo & Co., Floating Rate Note, 10/28/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 2,503,756     |
|                                                                                                                                                             | 3,105,000            | 0.81             |   | Wells Fargo & Co., Floating Rate Note, 7/20/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 3,116,318     |
|                                                                                                                                                             | 975,000              | 0.49             |   | Wells Fargo Bank NA, Floating Rate Note, 5/16/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 972,353       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 89,237,280    |
|                                                                                                                                                             |                 |             |   | Total Banks                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $       | 231,162,041   |
|                                                                                                                                                             |                 |             |   | Diversified Financials - 5.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    |          |
|                                                                                                                                                             |                 |             |   | Other Diversified Financial Services - 0.8%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    |          |
|                                                                                                                                                             | 2,000,000            | 0.74             |   | Bank of America NA, Floating Rate Note, 2/14/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $       | 2,000,542     |
|                                                                                                                                                             | 1,000,000            |             |   | General Electric Capital Corp., 1.625%, 7/2/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 1,000,000     |
|                                                                                                                                                             | 1,865,000            | 0.51             |   | General Electric Capital Corp., Floating Rate Note, 1/14/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 1,867,348     |
|                                                                                                                                                             | 4,124,000            | 0.87             |   | General Electric Capital Corp., Floating Rate Note, 1/8/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 4,136,294     |
|                                                                                                                                                             | 1,000,000            | 0.48             |   | General Electric Capital Corp., Floating Rate Note, 5/11/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 1,001,862     |
|                                                                                                                                                             | 2,000,000            | 0.55             |   | General Electric Capital Corp., Floating Rate Note, 5/15/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 2,003,196     |
|                                                                                                                                                             | 690,000              | 0.65             |   | General Electric Capital Corp., Floating Rate Note, 7/10/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 690,045       |
|                                                                                                                                                             | 2,372,000            | 0.93             |   | General Electric Capital Corp., Floating Rate Note, 7/12/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 2,384,844     |
|                                                                                                                                                             | 2,793,000            | 1.30             |   | General Electric Capital Corp., Floating Rate Note, 7/2/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 2,793,000     |
|                                                                                                                                                             | 500,000              | 1.38             |   | General Electric Capital Corp., Floating Rate Note, 8/1/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 507,444       |
|                                                                                                                                                             | 1,950,000            | 1.07             |   | Hyundai Capital Services, Inc., Floating Rate Note, 3/18/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 1,955,066     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 20,339,641    |
|                                                                                                                                                             |                 |             |   | Multi-Sector Holdings - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    |          |
|                                                                                                                                                             | 1,855,000            | 0.42             |   | Berkshire Hathaway Finance Corp., Floating Rate Note, 1/10/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $       | 1,856,389     |
|                                                                                                                                                             | 2,500,000            | 0.40             |   | Berkshire Hathaway Finance Corp., Floating Rate Note, 8/14/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 2,500,155     |
|                                                                                                                                                             | 2,775,000            |             |   | Berkshire Hathaway, Inc., 2.2%, 8/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 2,820,410     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 7,176,954     |
|                                                                                                                                                             |                 |             |   | Specialized Finance - 0.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    |          |
|                                                                                                                                                             | 4,100,000            |             |   | Harley-Davidson Financial Services, Inc., 1.15%, 9/15/15 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $       | 4,101,759     |
|                                                                                                                                                             | 7,060,000            |             |   | MassMutual Global Funding II, 3.125%, 4/14/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 7,187,920     |
|                                                                                                                                                             | 3,290,000            | 0.39             |   | MassMutual Global Funding II, Floating Rate Note, 12/11/15 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 3,291,000     |
|                                                                                                                                                             | 1,800,000            | 0.58             |   | National Rural Utilities Cooperative Finance Corp., Floating Rate Note, 11/23/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 1,802,101     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 16,382,780    |
|                                                                                                                                                             |                 |             |   | Consumer Finance - 1.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    |          |
|                                                                                                                                                             | 5,642,000            | 0.79             |   | American Express Credit Corp., Floating Rate Note, 7/29/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $       | 5,650,339     |
|                                                                                                                                                             | 1,000,000            |             |   | American Honda Finance Corp., 1.0%, 8/11/15 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 1,000,654     |
|                                                                                                                                                             | 2,650,000            | 0.30             |   | American Honda Finance Corp., Floating Rate Note, 1/11/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 2,649,833     |
|                                                                                                                                                             | 2,285,000            | 0.77             |   | American Honda Finance Corp., Floating Rate Note, 10/7/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 2,293,882     |
|                                                                                                                                                             | 2,570,000            | 0.58             |   | American Honda Finance Corp., Floating Rate Note, 12/11/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 2,571,609     |
|                                                                                                                                                             | 3,050,000            | 0.66             |   | American Honda Finance Corp., Floating Rate Note, 5/26/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 3,057,171     |
|                                                                                                                                                             | 2,600,000            |             |   | Capital One Financial Corp., 1.0%, 11/6/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 2,596,077     |
|                                                                                                                                                             | 2,500,000            |             |   | Capital One Financial Corp., 3.15%, 7/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 2,547,030     |
|                                                                                                                                                             | 2,620,000            | 0.92             |   | Capital One Financial Corp., Floating Rate Note, 11/6/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 2,623,102     |
|                                                                                                                                                             | 1,500,000            | 0.52             |   | Caterpillar Financial Services Corp., Floating Rate Note, 2/26/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 1,501,954     |
|                                                                                                                                                             | 2,500,000            | 1.63             |   | General Motors Financial Co, Inc., Floating Rate Note, 4/10/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 2,518,985     |
|                                                                                                                                                             | 1,290,000            | 0.45             |   | PACCAR Financial Corp., Floating Rate Note, 6/6/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 1,290,622     |
|                                                                                                                                                             | 2,250,000            |             |   | Toyota Motor Credit Corp., 0.75%, 3/3/17 (Step)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 2,246,715     |
|                                                                                                                                                             | 1,200,000            |             |   | Toyota Motor Credit Corp., 0.875%, 7/17/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 1,200,229     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 33,748,202    |
|                                                                                                                                                             |                 |             |   | Asset Management & Custody Banks - 0.9%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    |          |
|                                                                                                                                                             | 7,480,000            | 0.46             |   | State Street Bank & Trust Co., Floating Rate Note, 12/8/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $       | 7,475,744     |
|                                                                                                                                                             | 3,750,000            |             |   | State Street Corp., 2.875%, 3/7/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 3,810,015     |
|                                                                                                                                                             | 2,850,000            |             |   | The Bank of New York Mellon Corp., 0.7%, 3/4/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 2,849,832     |
|                                                                                                                                                             | 835,000              |             |   | The Bank of New York Mellon Corp., 2.5%, 1/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 843,902       |
|                                                                                                                                                             | 3,533,000            | 0.51             |   | The Bank of New York Mellon Corp., Floating Rate Note, 10/23/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 3,535,540     |
|                                                                                                                                                             | 3,275,000            | 0.51             |   | The Bank of New York Mellon Corp., Floating Rate Note, 3/4/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 3,275,865     |
|                                                                                                                                                             | 2,465,000            | 0.95             |   | The Goldman Sachs Group, Inc., Floating Rate Note, 5/22/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 2,464,956     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 24,255,854    |
|                                                                                                                                                             |                 |             |   | Investment Banking & Brokerage - 1.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    |          |
|                                                                                                                                                             | 1,210,000            | 1.28             |   | Macquarie Group, Ltd., Floating Rate Note, 1/31/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $       | 1,215,625     |
|                                                                                                                                                             | 1,300,000            |             |   | Morgan Stanley, 1.75%, 2/25/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 1,305,291     |
|                                                                                                                                                             | 2,700,000            | 1.01             |   | Morgan Stanley, Floating Rate Note, 1/5/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 2,702,425     |
|                                                                                                                                                             | 1,598,000            | 0.76             |   | Morgan Stanley, Floating Rate Note, 10/15/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 1,599,310     |
|                                                                                                                                                             | 4,350,000            | 1.53             |   | Morgan Stanley, Floating Rate Note, 2/25/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 4,373,516     |
|                                                                                                                                                             | 685,000              | 3.00             |   | Morgan Stanley, Floating Rate Note, 8/30/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 687,312       |
|                                                                                                                                                             | 7,409,000            |             |   | Raymond James Financial, Inc., 4.25%, 4/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 7,594,173     |
|                                                                                                                                                             | 2,465,000            | 0.67             |   | The Bear Stearns Companies LLC, Floating Rate Note, 11/21/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 2,462,821     |
|                                                                                                                                                             | 8,285,000            |             |   | The Charles Schwab Corp., 0.85%, 12/4/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 8,297,535     |
|                                                                                                                                                             | 3,422,000            |             |   | The Goldman Sachs Group, Inc., 1.6%, 11/23/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 3,433,816     |
|                                                                                                                                                             | 2,400,000            |             |   | The Goldman Sachs Group, Inc., 3.7%, 8/1/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 2,405,083     |
|                                                                                                                                                             | 4,300,000            | 0.71             |   | The Goldman Sachs Group, Inc., Floating Rate Note, 3/22/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 4,297,235     |
|                                                                                                                                                             | 1,300,000            | 0.68             |   | The Goldman Sachs Group, Inc., Floating Rate Note, 7/22/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 1,300,090     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 41,674,232    |
|                                                                                                                                                             |                 |             |   | Total Diversified Financials                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $       | 143,577,663   |
|                                                                                                                                                             |                 |             |   | Insurance - 6.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    |          |
|                                                                                                                                                             |                 |             |   | Insurance Brokers - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    |          |
|                                                                                                                                                             | 5,000,000            |             |   | Aon Corp., 3.125%, 5/27/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $       | 5,099,795     |
|                                                                                                                                                             | 3,648,000            |             |   | Aon Corp., 3.5%, 9/30/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 3,669,603     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 8,769,398     |
|                                                                                                                                                             |                 |             |   | Life & Health Insurance - 1.0%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    |          |
|                                                                                                                                                             | 5,100,000            | 0.53             |   | Jackson National Life Global Funding, Floating Rate Note, 7/29/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $       | 5,103,692     |
|                                                                                                                                                             | 3,300,000            | 0.62             |   | Jackson National Life Global Funding, Floating Rate Note, 9/30/15 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 3,301,888     |
|                                                                                                                                                             | 4,740,000            |             |   | Manulife Financial Corp., 3.4%, 9/17/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 4,764,269     |
|                                                                                                                                                             | 1,500,000            | 0.43             |   | Pricoa Global Funding I, Floating Rate Note, 5/16/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 1,499,775     |
|                                                                                                                                                             | 3,255,000            | 0.48             |   | Pricoa Global Funding I, Floating Rate Note, 6/24/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 3,241,759     |
|                                                                                                                                                             | 3,770,000            |             |   | Principal Life Global Funding II, 1.0%, 12/11/15 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 3,776,515     |
|                                                                                                                                                             | 2,530,000            | 0.63             |   | Principal Life Global Funding II, Floating Rate Note, 5/27/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 2,535,169     |
|                                                                                                                                                             | 2,500,000            |             |   | Prudential Financial, Inc., 3.0%, 5/12/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 2,542,215     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 26,765,282    |
|                                                                                                                                                             |                 |             |   | Multi-line Insurance - 0.8%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    |          |
|                                                                                                                                                             | 4,126,000            |             |   | American International Group, Inc., 5.05%, 10/1/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $       | 4,167,681     |
|                                                                                                                                                             | 690,000              |             |   | Metropolitan Life Global Funding I, 3.125%, 1/11/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 699,210       |
|                                                                                                                                                             | 2,500,000            | 0.81             |   | Metropolitan Life Global Funding I, Floating Rate Note, 7/15/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 2,511,328     |
|                                                                                                                                                             | 3,550,000            |             |   | New York Life Global Funding, 0.75%, 7/24/15 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 3,550,373     |
|                                                                                                                                                             | 6,650,000            | 0.55             |   | New York Life Global Funding, Floating Rate Note, 12/15/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 6,670,748     |
|                                                                                                                                                             | 3,150,000            | 0.63             |   | New York Life Global Funding, Floating Rate Note, 5/23/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 3,158,344     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 20,757,684    |
|                                                                                                                                                             |                 |             |   | Reinsurance - 4.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    |          |
|                                                                                                                                                             | 1,000,000            | 5.25             |   | Alamo Re, Ltd., Floating Rate Note, 6/7/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $       | 996,100       |
|                                                                                                                                                             | 1,250,000            | 5.91             |   | Alamo Re, Ltd., Floating Rate Note, 6/7/18 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 1,242,250     |
|                                                                                                                                                             | 1,000,000            |             |   | Altair Re, Variable Rate Notes, 6/30/17 (f)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 1,030,000     |
|                                                                                                                                                             | 100,000              |             |   | Arlington Segregated Account (Kane SAC Ltd.), Variable Rate Notes, 8/1/15 (f)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 113,930       |
|                                                                                                                                                             | 500,000              |             |   | Arlington Segregated Account (KANE SAC Ltd.), Variable Rate Notes, 8/31/16 (f)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 503,550       |
|                                                                                                                                                             | 1,500,000            | 3.46             |   | Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 1,525,650     |
|                                                                                                                                                             | 1,000,000            | 8.14             |   | Atlas Reinsurance VII, Ltd., Floating Rate Note, 1/7/16 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 1,000,300     |
|                                                                                                                                                             | 2,575,000            | 4.37             |   | Blue Danube II, Ltd., Floating Rate Note, 5/23/18 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 2,560,322     |
|                                                                                                                                                             | 750,000              | 2.51             |   | Bosphorus Re, Ltd., Floating Rate Note, 5/3/16 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 748,650       |
|                                                                                                                                                             | 2,250,000            | 5.27             |   | Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 2,206,800     |
|                                                                                                                                                             | 2,550,000            | 6.86             |   | Caelus Re, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 2,557,650     |
|                                                                                                                                                             | 250,000              | 4.26             |   | Citrus Re, Ltd., Floating Rate Note, 4/18/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 242,875       |
|                                                                                                                                                             | 1,350,000            | 3.76             |   | Citrus Re, Ltd., Floating Rate Note, 4/24/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 1,314,225     |
|                                                                                                                                                             | 500,000              |             |   | Clarendon Segregated Account (KANE SAC Ltd.), Variable Rate Notes, 6/15/16 (f)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 479,900       |
|                                                                                                                                                             | 1,000,000            | 0.00             |   | Compass Re II, Ltd., Floating Rate Note, 12/8/15 (Cat Bond)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 952,400       |
|                                                                                                                                                             | 1,000,000            | 0.00             |   | Cranberry Re, Ltd., Floating Rate Note, 7/6/18 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 1,000,200     |
|                                                                                                                                                             | 250,000              | 9.00             |   | East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 252,150       |
|                                                                                                                                                             | 1,450,000            | 3.76             |   | East Lane Re VI, Ltd., Floating Rate Note, 3/13/20 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 1,424,190     |
|                                                                                                                                                             | 2,000,000            | 2.77             |   | East Lane Re VI, Ltd., Floating Rate Note, 3/14/18 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 1,948,000     |
|                                                                                                                                                             | 1,300,000            |             |   | Eden Re II, Ltd., 4/19/18 (Cat Bond) (144A) (c)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 1,331,200     |
|                                                                                                                                                             | 1,025,000            | 5.01             |   | Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/7/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 1,024,898     |
|                                                                                                                                                             | 2,375,100            |             |   | Exeter Segregated Account (KANE SAC Ltd.), Variable Rate Notes, 1/7/16 (f)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 2,396,238     |
|                                                                                                                                                             | 750,000              |             |   | Fairfield Segregated Account (KANE SAC Ltd.), Variable Rate Notes, 2/2/16 (f)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 717,375       |
|                                                                                                                                                             | 1,250,000            | 7.43             |   | Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 1,258,250     |
|                                                                                                                                                             | 2,000,000            | 6.70             |   | Gator Re, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 1,804,800     |
|                                                                                                                                                             | 2,000,000            |             |   | Gloucester Segregated Account (Kane SAC Ltd.), Variable Rate Notes, 6/12/15 (f)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 2,000,000     |
|                                                                                                                                                             | 2,650,000            | 2.22             |   | Golden State Re II, Ltd., Floating Rate Note, 1/8/19 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 2,629,330     |
|                                                                                                                                                             | 2,600,000            |             |   | Gullane Segregated Account (KANE SAC Ltd.), Variable Rate Notes, 1/22/17 (f)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 2,732,080     |
|                                                                                                                                                             | 420,500              |             |   | Hereford Segregated Account (KANE SAC Ltd.), Variable Rate Notes, 1/7/16 (f)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 425,588       |
|                                                                                                                                                             | 1,000,000            | 4.51             |   | Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 990,900       |
|                                                                                                                                                             | 2,500,000            | 4.00             |   | Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 2,490,000     |
|                                                                                                                                                             | 2,350,000            | 3.77             |   | Kilimanjaro Re, Ltd., Floating Rate Note, 11/25/19 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 2,319,215     |
|                                                                                                                                                             | 1,000,000            | 4.52             |   | Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 958,400       |
|                                                                                                                                                             | 2,300,000            | 4.77             |   | Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 2,214,440     |
|                                                                                                                                                             | 1,800,000            | 2.27             |   | Kizuna Re II, Ltd., Floating Rate Note, 4/6/18 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 1,801,440     |
|                                                                                                                                                             | 1,000,000            |             |   | Lahinch Re, 6/15/16 (c) (f)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 974,900       |
|                                                                                                                                                             | 1,910,000            | 3.97             |   | Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 1,902,742     |
|                                                                                                                                                             | 750,000              | 0.00             |   | Longpoint Re, Ltd. III, Floating Rate Note, 5/24/21 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 743,850       |
|                                                                                                                                                             | 750,000              |             |   | Lorenz Re, Ltd., 3/31/18 (f)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 762,525       |
|                                                                                                                                                             | 2,000,000            | 2.02             |   | Merna Re V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 1,990,600     |
|                                                                                                                                                             | 1,000,000            | 0.00             |   | Merna Reinsurance, Ltd., Floating Rate Note, 4/9/18 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 996,600       |
|                                                                                                                                                             | 1,500,000            | 4.52             |   | MetroCat Re, Ltd., Floating Rate Note, 8/5/16 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 1,504,950     |
|                                                                                                                                                             | 1,111,667            |             |   | Muirfield Segregated Account (KANE SAC Ltd.), Variable Rate Notes, 1/12/16 (f)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 1,120,560     |
|                                                                                                                                                             | 1,750,000            | 7.52             |   | Multicat Mexico Re, Ltd., Floating Rate Note, 12/4/15 (Cat Bond)(144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 1,729,700     |
|                                                                                                                                                             | 2,250,000            | 8.60             |   | Mythen Re, Ltd., Series 2012-2 Class A, Floating Rate Note, 1/5/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 2,259,900     |
|                                                                                                                                                             | 500,000              | 11.83            |   | Mythen Re, Ltd., Series 2012-2 Class A, Floating Rate Note, 11/10/16 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 496,450       |
|                                                                                                                                                             | 2,500,000            | 8.03             |   | Mythen Re, Ltd., Series 2013-1 Class B, Floating Rate Note, 7/9/15 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 2,500,250     |
|                                                                                                                                                             | 2,250,000            | 7.27             |   | Northshore Re, Ltd., Floating Rate Note, 7/5/16 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 2,279,250     |
|                                                                                                                                                             | 2,500,000            |             |   | Pangaea Re, Series 2015-1, Principal at Risk Notes, 2/1/19 (f)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 2,645,250     |
|                                                                                                                                                             | 2,800,000            |             |   | Pangaea Re, Series 2015-2, Principal at Risk Notes, 11/30/19 (f)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 2,813,720     |
|                                                                                                                                                             | 1,750,000            | 3.51             |   | Queen City Re, Floating Rate Note, 1/6/19 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 1,699,425     |
|                                                                                                                                                             | 1,750,000            | 8.61             |   | Queen Street VII Re, Ltd., Floating Rate Note, 4/8/16 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 1,760,500     |
|                                                                                                                                                             | 1,000,000            | 5.75             |   | Queen Street X RE, Ltd., Floating Rate Note, 6/8/18 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 977,300       |
|                                                                                                                                                             | 1,500,000            | 8.91             |   | Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 1,477,050     |
|                                                                                                                                                             | 2,900,000            | 4.51             |   | Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 2,928,420     |
|                                                                                                                                                             | 1,500,000            | 5.76             |   | Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 1,525,200     |
|                                                                                                                                                             | 1,000,000            | 12.76            |   | Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 1,040,500     |
|                                                                                                                                                             | 750,000              | 8.01             |   | Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 782,325       |
|                                                                                                                                                             | 900,000              | 10.01            |   | Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 929,340       |
|                                                                                                                                                             | 850,000              | 9.27             |   | Residential Reinsurance 2013, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 875,415       |
|                                                                                                                                                             | 750,000              | 3.51             |   | Residential Reinsurance 2014, Ltd., Floating Rate Note, 6/6/18 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 754,950       |
|                                                                                                                                                             | 1,000,000            | 4.02             |   | Riverfront Re, Ltd., Floating Rate Note, 1/6/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 975,900       |
|                                                                                                                                                             | 1,000,000            | 3.02             |   | Sanders Re, Ltd., Floating Rate Note, 5/25/18 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 963,700       |
|                                                                                                                                                             | 2,500,000            | 3.54             |   | Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 2,435,500     |
|                                                                                                                                                             | 1,250,000            | 4.02             |   | Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 1,220,875     |
|                                                                                                                                                             | 3,000,000            | 3.91             |   | Sanders Re, Ltd., Floating Rate Note, 6/7/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 2,967,000     |
|                                                                                                                                                             | 500,000              |             |   | Sector Re V, Ltd., 12/1/19 (144A) (c) (f)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 527,150       |
|                                                                                                                                                             | 1,250,000            |             |   | Sector Re V, Ltd., 3/1/20 (144A) (c) (f)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 1,257,000     |
|                                                                                                                                                             | 1,500,000            | 8.51             |   | Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 1,525,950     |
|                                                                                                                                                             | 750,000              | 5.04             |   | Tradewynd Re, Ltd., Floating Rate Note, 1/8/18 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 731,400       |
|                                                                                                                                                             | 250,000              | 9.77             |   | Tramline Re II, Ltd., Floating Rate Note, 1/4/19 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 251,825       |
|                                                                                                                                                             | 1,147,083            |             |   | Troon Segregated Account (KANE SAC Ltd.), Variable Rate Notes, 1/12/16 (f)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 1,153,622     |
|                                                                                                                                                             | 2,500,000            |             |   | Versutus Ltd., Series 2015-A, Variable Rate Notes, 12/31/2017 (f)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 2,619,500     |
|                                                                                                                                                             | 500,000              | 3.51             |   | Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 506,350       |
|                                                                                                                                                             | 1,500,000            | 2.76             |   | Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 1,519,350     |
|                                                                                                                                                             | 1,000,000            | 2.77             |   | Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 1,012,700     |
|                                                                                                                                                             | 1,800,000            | 1.77             |   | Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 1,786,500     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 110,119,290   |
|                                                                                                                                                             |                 |             |   | Total Insurance                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $       | 166,411,654   |
|                                                                                                                                                             |                 |             |   | Software & Services - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    |          |
|                                                                                                                                                             |                 |             |   | Application Software - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    |          |
|                                                                                                                                                             | 1,250,000            |             |   | Igloo Holdings Corp., 8.25%, 12/15/17 (8.25% Cash, 9.00% PIK) (144A) (PIK)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $       | 1,265,625     |
|                                                                                                                                                             |                 |             |   | Systems Software - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    |          |
|                                                                                                                                                             | 2,900,000            |             |   | Oracle Corp., 5.25%, 1/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $       | 2,975,272     |
|                                                                                                                                                             | 1,937,000            | 0.47             |   | Oracle Corp., Floating Rate Note, 7/7/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 1,936,599     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 4,911,871     |
|                                                                                                                                                             |                 |             |   | Total Software & Services                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $       | 6,177,496     |
|                                                                                                                                                             |                 |             |   | Technology Hardware & Equipment - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    |          |
|                                                                                                                                                             |                 |             |   | Communications Equipment - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    |          |
|                                                                                                                                                             | 2,580,000            | 0.54             |   | Cisco Systems, Inc., Floating Rate Note, 3/3/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $       | 2,583,625     |
|                                                                                                                                                             | 2,550,000            | 0.59             |   | Cisco Systems, Inc., Floating Rate Note, 6/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 2,554,460     |
|                                                                                                                                                             | 3,600,000            | 0.31             |   | Cisco Systems, Inc., Floating Rate Note, 9/3/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 3,599,622     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 8,737,707     |
|                                                                                                                                                             |                 |             |   | Computer Storage & Peripherals - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    |          |
|                                                                                                                                                             | 1,500,000            | 0.33             |   | Apple, Inc., Floating Rate Note, 5/3/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $       | 1,500,108     |
|                                                                                                                                                             |                 |             |   | Total Technology Hardware & Equipment                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $       | 10,237,815    |
|                                                                                                                                                             |                 |             |   | Telecommunication Services - 0.9%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    |          |
|                                                                                                                                                             |                 |             |   | Integrated Telecommunication Services - 0.8%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    |          |
|                                                                                                                                                             | 3,119,000            |             |   | AT&T, Inc., 2.5%, 8/15/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $       | 3,124,864     |
|                                                                                                                                                             | 2,500,000            |             |   | AT&T, Inc., 2.95%, 5/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 2,541,740     |
|                                                                                                                                                             | 1,735,000            | 0.66             |   | AT&T, Inc., Floating Rate Note, 2/12/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 1,732,446     |
|                                                                                                                                                             | 2,881,000            |             |   | British Telecommunications Plc, 1.625%, 6/28/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 2,895,638     |
|                                                                                                                                                             | 3,300,000            |             |   | Verizon Communications, Inc., 0.7%, 11/2/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 3,295,380     |
|                                                                                                                                                             | 6,355,000            | 1.82             |   | Verizon Communications, Inc., Floating Rate Note, 9/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 6,433,205     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 20,023,273    |
|                                                                                                                                                             |                 |             |   | Wireless Telecommunication Services - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    |          |
|                                                                                                                                                             | 1,250,000            |             |   | Altice Financing SA, 7.875%, 12/15/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $       | 1,315,625     |
|                                                                                                                                                             | 1,500,000            | 1.27             |   | America Movil SAB de CV, Floating Rate Note, 9/12/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 1,503,228     |
|                                                                                                                                                             | 1,150,000            | 0.66             |   | Vodafone Group Plc, Floating Rate Note, 2/19/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 1,149,405     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 3,968,258     |
|                                                                                                                                                             |                 |             |   | Total Telecommunication Services                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $       | 23,991,531    |
|                                                                                                                                                             |                 |             |   | Utilities - 1.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    |          |
|                                                                                                                                                             |                 |             |   | Electric Utilities - 0.8%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    |          |
|                                                                                                                                                             | 1,740,000            | 0.65             |   | Duke Energy Corp., Floating Rate Note, 4/3/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $       | 1,741,510     |
|                                                                                                                                                             | 2,285,000            | 0.63             |   | Duke Energy Indiana, Inc., Floating Rate Note, 7/11/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 2,286,622     |
|                                                                                                                                                             | 5,100,000            | 0.48             |   | Duke Energy Progress, Inc., Floating Rate Note, 11/20/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 5,085,195     |
|                                                                                                                                                             | 1,275,000            | 0.48             |   | Duke Energy Progress, Inc., Floating Rate Note, 3/6/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 1,272,356     |
|                                                                                                                                                             | 1,865,000            | 0.74             |   | Electricite de France SA, Floating Rate Note, 1/20/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 1,866,846     |
|                                                                                                                                                             | 1,040,000            |             |   | Georgia Power Co., 0.625%, 11/15/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 1,040,107     |
|                                                                                                                                                             | 1,090,000            | 0.59             |   | Georgia Power Co., Floating Rate Note, 3/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 1,088,929     |
|                                                                                                                                                             | 1,000,000            | 0.67             |   | Georgia Power Co., Floating Rate Note, 8/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 998,271       |
|                                                                                                                                                             | 2,500,000            |             |   | LG&E and KU Energy LLC, 2.125%, 11/15/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 2,509,245     |
|                                                                                                                                                             | 1,013,000            | 0.52             |   | NSTAR Electric Co., Floating Rate Note, 5/17/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 1,010,785     |
|                                                                                                                                                             | 1,665,000            | 0.87             |   | TECO Finance, Inc., Floating Rate Note, 4/10/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 1,669,552     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 20,569,418    |
|                                                                                                                                                             |                 |             |   | Gas Utilities - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    |          |
|                                                                                                                                                             | 1,000,000            |             |   | DCP Midstream Operating LP, 3.25%, 10/1/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $       | 999,959       |
|                                                                                                                                                             |                 |             |   | Multi-Utilities - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    |          |
|                                                                                                                                                             | 2,500,000            |             |   | San Diego Gas & Electric Co., 5.3%, 11/15/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $       | 2,540,585     |
|                                                                                                                                                             | 2,500,000            | 0.47             |   | San Diego Gas & Electric Co., Floating Rate Note, 3/9/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 2,493,662     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 5,034,247     |
|                                                                                                                                                             |                 |             |   | Independent Power Producers & Energy Traders - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    |          |
|                                                                                                                                                             | 1,250,000            |             |   | NRG Energy, Inc., 8.25%, 9/1/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $       | 1,309,375     |
|                                                                                                                                                             | 2,500,000            |             |   | PSEG Power LLC, 2.75%, 9/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 2,550,150     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 3,859,525     |
|                                                                                                                                                             |                 |             |   | Total Utilities                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $       | 30,463,149    |
|                                                                                                                                                             |                 |             |   | TOTAL CORPORATE BONDS                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    |          |
|                                                                                                                                                             |                 |             |   | (Cost $799,946,361)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $       | 799,700,871   |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             |                 |             |   | U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 3.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    |          |
|                                                                                                                                                             | 5,181                |             |   | Fannie Mae, 7.0%, 10/1/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $       | 5,389         |
|                                                                                                                                                             | 21,930               | 2.21             |   | Fannie Mae, Floating Rate Note, 1/1/48                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 23,331        |
|                                                                                                                                                             | 26,032               | 2.64             |   | Fannie Mae, Floating Rate Note, 10/1/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 26,757        |
|                                                                                                                                                             | 8,071                | 2.26             |   | Fannie Mae, Floating Rate Note, 11/1/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 8,326         |
|                                                                                                                                                             | 23,288               | 2.30             |   | Fannie Mae, Floating Rate Note, 2/1/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 23,502        |
|                                                                                                                                                             | 18,962               | 2.24             |   | Fannie Mae, Floating Rate Note, 9/1/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 20,157        |
|                                                                                                                                                             | 2,133,000            |             |   | Federal Farm Credit Banks, 0.39%, 4/25/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 2,132,215     |
|                                                                                                                                                             | 2,560,000            | 0.15             |   | Federal Farm Credit Banks, Floating Rate Note, 10/26/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 2,559,895     |
|                                                                                                                                                             | 2,610,000            | 0.15             |   | Federal Farm Credit Banks, Floating Rate Note, 2/18/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 2,609,956     |
|                                                                                                                                                             | 10,000,000           | 0.27             |   | Federal Farm Credit Banks, Floating Rate Note, 6/20/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 10,007,800    |
|                                                                                                                                                             | 2,540,000            | 0.17             |   | Federal Farm Credit Banks, Floating Rate Note, 9/18/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 2,540,135     |
|                                                                                                                                                             | 10,000,000           | 0.21             |   | Federal Home Loan Banks, Floating Rate Note, 10/1/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 10,001,220    |
|                                                                                                                                                             | 2,640,000            | 0.22             |   | Federal Home Loan Banks, Floating Rate Note, 10/7/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 2,640,407     |
|                                                                                                                                                             | 6,000,000            | 0.22             |   | Federal Home Loan Banks, Floating Rate Note, 10/7/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 6,000,924     |
|                                                                                                                                                             | 7,366                | 2.38             |   | Federal Home Loan Mortgage Corp., Floating Rate Note, 10/1/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 7,615         |
|                                                                                                                                                             | 14,183               | 2.61             |   | Federal Home Loan Mortgage Corp., Floating Rate Note, 11/1/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 14,782        |
|                                                                                                                                                             | 7,123                | 2.59             |   | Federal Home Loan Mortgage Corp., Floating Rate Note, 6/1/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 7,199         |
|                                                                                                                                                             | 8,925,000            | 0.48             |   | Federal National Mortgage Association, Floating Rate Note, 10/3/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 8,954,970     |
|                                                                                                                                                             | 6,085,000            | 0.20             |   | Federal National Mortgage Association, Floating Rate Note, 8/26/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 6,089,339     |
|                                                                                                                                                             | 11,014               | 1.75             |   | Government National Mortgage Association II, Floating Rate Note, 1/20/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 11,417        |
|                                                                                                                                                             | 7,000,000            | 0.07             |   | U.S. Treasury Note, Floating Rate Note, 10/31/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 6,999,923     |
|                                                                                                                                                             | 13,470,000           | 0.08             |   | U.S. Treasury Note, Floating Rate Note, 7/31/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 13,473,139    |
|                                                                                                                                                             | 12,735,000           | 0.09             |   | United States Treasury Floating Rate Note, Floating Rate Note, 1/31/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 12,741,711    |
|                                                                                                                                                             |                 |             |   | TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    |          |
|                                                                                                                                                             |                 |             |   | (Cost $86,896,798)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $       | 86,900,109    |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             |                 |             |   | MUNICIPAL BONDS - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    |          |
|                                                                                                                                                             |                 |             |   | Municipal Student Loan - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    |          |
|                                                                                                                                                             | 888,165              | 1.16             |   | Louisiana Public Facilities Authority, Floating Rate Note, 4/26/27                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $       | 893,867       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             |                 |             |   | TOTAL MUNICIPAL BONDS                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    |          |
|                                                                                                                                                             |                 |             |   | (Cost $892,316)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $       | 893,867       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             |                 |             |   | SENIOR FLOATING RATE LOAN INTERESTS - 6.6% **                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    |          |
|                                                                                                                                                             |                 |             |   | Energy - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    |          |
|                                                                                                                                                             |                 |             |   | Oil & Gas Drilling - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    |          |
|                                                                                                                                                             | 707,622              | 6.00             |   | Drillships Financing Holding, Inc., Tranche B-1 Term Loan, 3/31/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $       | 578,835       |
|                                                                                                                                                             | 63,091               | 5.75             |   | Offshore Group Investment, Ltd., Term Loan, 3/28/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 38,998        |
|                                                                                                                                                             | 868,438              | 3.75             |   | Paragon Offshore Finance, Term Loan, 7/16/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 670,145       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 1,287,978     |
|                                                                                                                                                             |                 |             |   | Oil & Gas Equipment & Services - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    |          |
|                                                                                                                                                             | 1,435,500            | 3.75             |   | 77 Energy, Tranche B Loan (First Lien), 6/17/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $       | 1,331,426     |
|                                                                                                                                                             | 2,655,112            | 3.88             |   | Fieldwood Energy LLC, Closing Date Loan, 9/25/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 2,533,640     |
|                                                                                                                                                             | 495,000              | 5.25             |   | McDermott International, Inc., Tranche B Loan (First Lien), 4/11/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 470,250       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 4,335,316     |
|                                                                                                                                                             |                 |             |   | Integrated Oil & Gas - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    |          |
|                                                                                                                                                             | 15,535               | 4.50             |   | Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $       | 15,496        |
|                                                                                                                                                             | 2,708,750            | 4.00             |   | Seadrill Operating LP, Initial Term Loan, 2/14/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 2,057,683     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 2,073,179     |
|                                                                                                                                                             |                 |             |   | Oil & Gas Refining & Marketing - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    |          |
|                                                                                                                                                             | 795,000              | 2.44             |   | Tesoro Corp., Initial Term Loan, 1/11/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $       | 795,000       |
|                                                                                                                                                             | 445,477              | 4.25             |   | Western Refining, Inc., Term Loan 2013, 11/12/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 444,921       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 1,239,921     |
|                                                                                                                                                             |                 |             |   | Coal & Consumable Fuels - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    |          |
|                                                                                                                                                             | 221,862              | 5.50             |   | Foresight Energy LLC, Term Loan, 8/21/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $       | 220,198       |
|                                                                                                                                                             |                 |             |   | Total Energy                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $       | 9,156,592     |
|                                                                                                                                                             |                 |             |   | Materials - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    |          |
|                                                                                                                                                             |                 |             |   | Commodity Chemicals - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    |          |
|                                                                                                                                                             | 1,819,946            | 4.52             |   | AZ Chem US, Inc., Tranche B Term Loan (First Lien), 6/9/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $       | 1,822,790     |
|                                                                                                                                                             | 968,763              | 4.75             |   | Eco Services Operations, Initial Term Loan, 10/8/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 966,341       |
|                                                                                                                                                             | 382,432              | 4.25             |   | Tronox Pigments Holland BV, New Term Loan, 3/19/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 383,197       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 3,172,328     |
|                                                                                                                                                             |                 |             |   | Diversified Chemicals - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             | 500,000              | 3.75             |   | Chemours Co. (The), Tranche B Term Loan (First Lien), 5/12/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $       | 498,958       |
|                                                                                                                                                             |                 |             |   | Specialty Chemicals - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    |          |
|                                                                                                                                                             | 1,018,766            | 3.75             |   | Axalta Coating Systems US Holdings, Inc., Refinanced Term B Loan, 2/1/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $       | 1,018,830     |
|                                                                                                                                                             | 71,429               | 3.50             |   | Chemtura Corp., New Term Loan, 8/29/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 71,548        |
|                                                                                                                                                             | 926,250              | 4.00             |   | PQ Corp., 2014 Term Loan, 8/7/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 926,482       |
|                                                                                                                                                             | 288,558              | 2.75             |   | WR Grace & Co-Conn, Delayed Draw Term Loan, 1/23/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 288,635       |
|                                                                                                                                                             | 801,873              | 2.75             |   | WR Grace & Co-Conn, U.S. Term Loan, 1/23/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 802,088       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 3,107,583     |
|                                                                                                                                                             |                 |             |   | Metal & Glass Containers - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    |          |
|                                                                                                                                                             | 675,450              | 4.00             |   | Ardagh Holdings USA, Inc., Tranche B-3 Term Loan (First Lien), 12/17/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $       | 675,957       |
|                                                                                                                                                             |                 |             |   | Paper Packaging - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    |          |
|                                                                                                                                                             | 172,813              | 4.25             |   | Multi Packaging Solutions, Inc., Initial Dollar Tranche B Term, 9/30/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $       | 172,524       |
|                                                                                                                                                             |                 |             |   | Aluminum - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    |          |
|                                                                                                                                                             | 116,100              | 5.75             |   | Noranda Aluminum Acquisition Corp., Term B Loan, 2/28/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $       | 97,524        |
|                                                                                                                                                             | 1,415,742            | 4.00             |   | Novelis Inc., Tranche B Term Loan (First Lien), 5/28/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 1,410,433     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 1,507,957     |
|                                                                                                                                                             |                 |             |   | Diversified Metals & Mining - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    |          |
|                                                                                                                                                             | 1,107,386            | 3.75             |   | Fortescue Metals Group Ltd., Bank Loan, 6/30/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $       | 985,920       |
|                                                                                                                                                             |                 |             |   | Steel - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             | 355,691              | 4.75             |   | JMC Steel Group, Inc., Term Loan, 4/1/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $       | 353,468       |
|                                                                                                                                                             | 146,199              | 4.50             |   | TMS International Corp., Term B Loan, 10/2/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 145,651       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 499,119       |
|                                                                                                                                                             |                 |             |   | Total Materials                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $       | 10,620,346    |
|                                                                                                                                                             |                 |             |   | Capital Goods - 0.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             |                 |             |   | Aerospace & Defense - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    |          |
|                                                                                                                                                             | 68,182               | 4.00             |   | B/E Aerospace, Inc., Term Loan, 11/19/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $       | 68,715        |
|                                                                                                                                                             | 870,587              | 3.75             |   | DigitalGlobe, Inc., Term Loan, 1/25/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 872,492       |
|                                                                                                                                                             | 143,055              | 6.25             |   | DynCorp International, Inc., Term Loan, 7/7/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 141,684       |
|                                                                                                                                                             | 393,505              | 3.50             |   | Orbital ATK, Inc., Term B Loan, 10/22/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 394,403       |
|                                                                                                                                                             | 283,930              | 3.75             |   | TransDigm, Inc., Tranche C Term Loan, 2/28/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 282,293       |
|                                                                                                                                                             | 2,355,167            | 3.25             |   | Wesco Aircraft Hardare Corp., Tranche B Term Loan (First Lien), 2/24/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 2,350,751     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 4,110,338     |
|                                                                                                                                                             |                 |             |   | Building Products - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    |          |
|                                                                                                                                                             | 1,075,495            | 3.50             |   | Armstrong World Industries, Inc., Term Loan B, 3/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $       | 1,077,735     |
|                                                                                                                                                             | 852,173              | 4.00             |   | Quikrete Holdings, Inc., Initial Loan (First Lien), 9/26/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 853,593       |
|                                                                                                                                                             | 798,909              | 4.25             |   | Unifrax Corp., New Term B Loan, 12/31/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 798,659       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 2,729,987     |
|                                                                                                                                                             |                 |             |   | Electrical Components & Equipment - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    |          |
|                                                                                                                                                             | 1,061,934            | 3.00             |   | Southwire Co., Term Loan, 1/31/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $       | 1,059,943     |
|                                                                                                                                                             | 827,564              | 6.00             |   | WireCo WorldGroup, Inc., Term Loan, 2/15/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 829,116       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 1,889,059     |
|                                                                                                                                                             |                 |             |   | Industrial Conglomerates - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    |          |
|                                                                                                                                                             | 226,181              | 5.00             |   | Klockner Pentaplast of America, Inc., First Loen Term Loan, 4/22/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $       | 227,170       |
|                                                                                                                                                             | 686,070              | 4.50             |   | Milacron llc, Tranche B Term Loan (First Lien), 9/28/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 688,214       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 915,384       |
|                                                                                                                                                             |                 |             |   | Construction & Farm Machinery & Heavy Trucks - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    |          |
|                                                                                                                                                             | 71,613               | 3.25             |   | Manitowoc Co. Inc. (The), Term B Loan, 12/18/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $       | 71,589        |
|                                                                                                                                                             | 307,235              | 3.50             |   | Terex Corp., U.S. Term Loan, 8/13/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 307,734       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 379,323       |
|                                                                                                                                                             |                 |             |   | Industrial Machinery - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    |          |
|                                                                                                                                                             | 233,943              | 4.25             |   | Gardner Denver, Inc., Initial Dollar Term Loan, 7/30/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $       | 228,913       |
|                                                                                                                                                             | 1,200,893            | 6.00             |   | NN, Inc., Term Loan, 8/27/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 1,206,883     |
|                                                                                                                                                             | 1,489,642            | 4.25             |   | Schaeffler AG, Facility B-USD, 5/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 1,500,038     |
|                                                                                                                                                             | 78,401               | 5.75             |   | Xerium Technologies, Inc., Initial Term Loan, 5/17/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 78,940        |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 3,014,774     |
|                                                                                                                                                             |                 |             |   | Trading Companies & Distributors - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    |          |
|                                                                                                                                                             | 318,295              | 3.75             |   | WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 318,692       |
|                                                                                                                                                             |                 |             |   | Total Capital Goods                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $       | 13,357,557    |
|                                                                                                                                                             |                 |             |   | Commercial Services & Supplies - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    |          |
|                                                                                                                                                             |                 |             |   | Environmental & Facilities Services - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    |          |
|                                                                                                                                                             | 149,625              | 4.25             |   | Waste Industries USA, Inc., Trache B Term Loan (First Lien), 2/20/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 150,326       |
|                                                                                                                                                             | 2,859,195            | 5.00             |   | Wheelabrator, Term B Loan, 10/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 2,894,912     |
|                                                                                                                                                             | 126,437              | 5.00             |   | Wheelabrator, Term C Loan, 10/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 128,016       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 3,173,254     |
|                                                                                                                                                             |                 |             |   | Diversified Support Services - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    |          |
|                                                                                                                                                             | 829,201              | 6.25             |   | Language Line LLC, Tranche B Term Loan, 6/20/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $       | 829,547       |
|                                                                                                                                                             |                 |             |   | Security & Alarm Services - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             | 510,894              | 4.25             |   | Allied Security Holdings LLC, Closing Date Term Loan (First Lien), 2/12/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $       | 511,374       |
|                                                                                                                                                             | 317,738              | 4.00             |   | Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 317,208       |
|                                                                                                                                                             | 1,242,065            | 4.00             |   | Garda World Security Corp., Term B Loan, 11/1/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 1,239,994     |
|                                                                                                                                                             | 90,966               | 4.25             |   | Monitronics International, Inc., Term B Loan, 3/23/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 91,174        |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 2,159,750     |
|                                                                                                                                                             |                 |             |   | Human Resource & Employment Services - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    |          |
|                                                                                                                                                             | 751,713              | 3.75             |   | On Assignment, Inc., Tranche B Term Loan (First Lien), 6/5/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $       | 753,749       |
|                                                                                                                                                             |                 |             |   | Research & Consulting Services - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    |          |
|                                                                                                                                                             | 183,902              | 5.00             |   | Wyle, Tranche B Loan (First Lien), 5/22/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $       | 184,072       |
|                                                                                                                                                             |                 |             |   | Total Commercial Services & Supplies                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $       | 7,100,372     |
|                                                                                                                                                             |                 |             |   | Transportation - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    |          |
|                                                                                                                                                             |                 |             |   | Air Freight & Logistics - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    |          |
|                                                                                                                                                             | 197,000              | 5.25             |   | Syncreon Group BV, Term Loan, 9/26/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $       | 167,778       |
|                                                                                                                                                             |                 |             |   | Airlines - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    |          |
|                                                                                                                                                             | 2,505,375            | 3.50             |   | American Airlines, Inc., Tranche B Term Loan (First Lien), 6/27/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $       | 2,486,585     |
|                                                                                                                                                             | 500,000              | 3.75             |   | American Airlines, Inc., Tranche B Term Loan (First Lien), 10/10/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 499,688       |
|                                                                                                                                                             | 731,250              | 3.25             |   | Delta Air Lines, Inc., 2014 Term B-1 Loan, 10/18/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 730,279       |
|                                                                                                                                                             | 293,130              | 3.25             |   | Delta Air Lines, Inc., Term Loan, 4/20/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 293,056       |
|                                                                                                                                                             | 245,000              | 3.50             |   | United Airlines, Inc., Class B Term Loan, 4/1/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 245,051       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 4,254,659     |
|                                                                                                                                                             |                 |             |   | Marine - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    |          |
|                                                                                                                                                             | 1,405,726            | 5.25             |   | Navios Maritime Partners LP, Term Loan, 6/27/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $       | 1,404,847     |
|                                                                                                                                                             |                 |             |   | Trucking - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    |          |
|                                                                                                                                                             | 338,150              | 3.75             |   | Swift Transportation Co., LLC, Tranche B Term Loan (First Lien), 6/9/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $       | 339,488       |
|                                                                                                                                                             |                 |             |   | Total Transportation                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 6,166,772     |
|                                                                                                                                                             |                 |             |   | Automobiles & Components - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    |          |
|                                                                                                                                                             |                 |             |   | Auto Parts & Equipment - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    |          |
|                                                                                                                                                             | 769,326              | 3.50             |   | Allison Transmission, Inc., Term B-3 Loan, 8/23/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $       | 771,851       |
|                                                                                                                                                             | 997,500              | 6.00             |   | BBB Industries US, Initial Term Loan,  10/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 1,008,098     |
|                                                                                                                                                             | 1,275,564            | 3.75             |   | MPG Holdco I, Inc., Initial Term Loan, 10/20/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 1,276,091     |
|                                                                                                                                                             | 633,502              | 4.25             |   | TI Group Automotive Systems LLC, Term Loan Facility, 7/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 632,710       |
|                                                                                                                                                             | 410,279              | 0.00             |   | TI Group Automotive Systems LLC, Tranche B Term Loan (First Lien), 6/25/22 (d)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 409,766       |
|                                                                                                                                                             | 188,451              | 4.00             |   | Tower Automotive Holdings USA LLC, Refinancing Term Loan, 4/23/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 188,529       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 4,287,045     |
|                                                                                                                                                             |                 |             |   | Tires & Rubber - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    |          |
|                                                                                                                                                             | 666,667              | 3.75             |   | The Goodyear Tire & Rubber Co., Term Loan (Second Lien), 3/27/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 668,750       |
|                                                                                                                                                             |                 |             |   | Automobile Manufacturers - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    |          |
|                                                                                                                                                             | 372,093              | 3.50             |   | Chrysler Group LLC, Term Loan B, 5/24/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $       | 372,125       |
|                                                                                                                                                             | 2,863,750            | 3.25             |   | Chrysler Group LLC, Tranche B Term Loan, 12/29/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 2,861,244     |
|                                                                                                                                                             | 496,250              | 6.00             |   | Crown Group llc, Term Loan (First Lien), 9/30/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 495,009       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 3,728,378     |
|                                                                                                                                                             |                 |             |   | Personal Products - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    |          |
|                                                                                                                                                             | 291,667              | 3.50             |   | Visteon Corp., Tranche B Loan (First Lien), 4/8/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $       | 291,803       |
|                                                                                                                                                             |                 |             |   | Total Automobiles & Components                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $       | 8,975,976     |
|                                                                                                                                                             |                 |             |   | Consumer Durables & Apparel - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    |          |
|                                                                                                                                                             |                 |             |   | Home Furnishings - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    |          |
|                                                                                                                                                             | 415,796              | 3.50             |   | Tempur Sealy International, Inc., New Term B Loan, 3/18/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $       | 416,835       |
|                                                                                                                                                             |                 |             |   | Apparel, Accessories & Luxury Goods - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    |          |
|                                                                                                                                                             | 498,750              | 3.25             |   | Hanesbrands Inc., Tranche B Term Loan (First Lien), 4/15/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $       | 502,179       |
|                                                                                                                                                             | 979,662              | 3.25             |   | PVH Corp., Tranche B Term Loan, 12/19/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 985,377       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 1,487,556     |
|                                                                                                                                                             |                 |             |   | Total Consumer Durables & Apparel                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $       | 1,904,391     |
|                                                                                                                                                             |                 |             |   | Consumer Services - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    |          |
|                                                                                                                                                             |                 |             |   | Casinos & Gaming - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    |          |
|                                                                                                                                                             | 1,218,750            | 3.50             |   | MGM Resorts International, Term B Loan, 12/20/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $       | 1,212,403     |
|                                                                                                                                                             | 180,437              | 3.75             |   | Pinnacle Entertainment, Inc., Tranche B-2 Term Loan, 8/13/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 180,615       |
|                                                                                                                                                             | 1,990,000            | 6.00             |   | Scientific Games, Initial Term B-2, 10/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 1,991,017     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 3,384,035     |
|                                                                                                                                                             |                 |             |   | Hotels, Resorts & Cruise Lines - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    |          |
|                                                                                                                                                             | 489,433              | 3.50             |   | Four Seasons Holdings Inc., Term Loan, 6/27/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $       | 489,587       |
|                                                                                                                                                             | 922,697              | 3.50             |   | Hilton Worldwide Finance LLC, Initial Term Loan, 9/23/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 923,723       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 1,413,310     |
|                                                                                                                                                             |                 |             |   | Leisure Facilities - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    |          |
|                                                                                                                                                             | 96,885               | 3.25             |   | Cedar Fair LP, U.S. Term Facility, 3/6/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $       | 97,323        |
|                                                                                                                                                             |                 |             |   | Restaurants - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    |          |
|                                                                                                                                                             | 470,566              | 3.75             |   | 1011778 BC ULC, Term B-2 Loan, 12/12/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $       | 470,860       |
|                                                                                                                                                             | 377,078              | 4.00             |   | Landry's, Inc., B Term Loan, 4/24/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 378,822       |
|                                                                                                                                                             | 154,800              | 4.00             |   | NPC International, Inc., Term Loan, 12/28/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 154,123       |
|                                                                                                                                                             | 832,741              | 4.25             |   | PF Chang's China Bistro, Inc., Term Borrowing, 7/2/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 823,893       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 1,827,698     |
|                                                                                                                                                             |                 |             |   | Education Services - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    |          |
|                                                                                                                                                             | 593,782              | 3.75             |   | Bright Horizons Family Solutions, Inc., Term B Loan, 1/14/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $       | 594,339       |
|                                                                                                                                                             | 597,000              | 4.25             |   | Bright Horizons Family Solutions, Inc., Term B-1 Loan, 1/30/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 599,239       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 1,193,578     |
|                                                                                                                                                             |                 |             |   | Specialized Consumer Services - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    |          |
|                                                                                                                                                             | 869,643              | 4.00             |   | Weight Watchers International, Inc., Initial Tranche B-2 Term Loan, 4/2/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $       | 423,299       |
|                                                                                                                                                             |                 |             |   | Total Consumer Services                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $       | 8,339,243     |
|                                                                                                                                                             |                 |             |   | Media - 0.9%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    |          |
|                                                                                                                                                             |                 |             |   | Broadcasting - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    |          |
|                                                                                                                                                             | 1,629,423            | 3.00             |   | CBS Outdoor Americas Capital llc, Tranche B Term Loan (First Lien), 1/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $       | 1,626,537     |
|                                                                                                                                                             | 523,679              | 3.50             |   | E. W. Scripps Co. (The), First Lien Term Loan, 11/26/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 525,970       |
|                                                                                                                                                             | 342,677              | 4.01             |   | Entercom Radio llc, Term B-2 Loan, 11/23/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 343,695       |
|                                                                                                                                                             | 1,002,368            | 3.75             |   | Gray Television, Inc., Term Loan (First Lien), 6/10/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 1,003,726     |
|                                                                                                                                                             | 611,031              | 4.25             |   | NEP, Amendment No. 4 Incremental Term Loan (First Lien), 1/22/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 604,310       |
|                                                                                                                                                             | 494,962              | 3.25             |   | Quebecor Media, Inc., Facility B-1 Tranche, 8/17/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 488,311       |
|                                                                                                                                                             | 1,328,172            | 3.00             |   | Sinclair Television Group, Inc., New Tranche B Term Loan, 4/19/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 1,325,258     |
|                                                                                                                                                             | 1,000,000            | 3.50             |   | Sinclair Television Group, Incremental Loan, 7/30/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 1,001,000     |
|                                                                                                                                                             | 1,447,155            | 4.00             |   | Tribune Co., Tranche B Term Loan (First Lien), 11/20/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 1,448,663     |
|                                                                                                                                                             | 659,700              | 4.00             |   | Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 656,310       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 9,023,780     |
|                                                                                                                                                             |                 |             |   | Cable & Satellite - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    |          |
|                                                                                                                                                             | 1,109,143            | 3.50             |   | Cequel Communications LLC, Term Loan, 2/14/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $       | 1,106,018     |
|                                                                                                                                                             | 1,298,500            | 3.00             |   | Charter Communications Operating LLC, Term F Loan, 1/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 1,284,298     |
|                                                                                                                                                             | 521,732              | 3.75             |   | Intelsat Jackson Holdings SA, Tranche B-2 Term Loan, 6/30/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 518,689       |
|                                                                                                                                                             | 729,375              | 4.00             |   | MCC Georgia LLC, Tranche G Term Loan, 2/8/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 730,591       |
|                                                                                                                                                             | 1,382,500            | 2.65             |   | Mediacom Illinois LLC, Tranche F Term Loan, 3/31/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    | 1,380,195     |
|                                                                                                                                                             | 657,063              | 3.50             |   | Telesat Canada, U.S. Term B Loan, 3/28/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 656,242       |
|                                                                                                                                                             | 219,198              | 4.50             |   | WideOpenWest Finance LLC, Replacement Term B Loan, 4/1/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 219,308       |
|                                                                                                                                                             | 1,136,553            | 3.50             |   | Ziggo BV, (USD) Tranche B-3 Term Loan, 1/15/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 1,125,259     |
|                                                                                                                                                             | 1,072,383            | 3.50             |   | Ziggo BV, Tranche B-1 Term Loan (First Lien), 1/15/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 1,061,727     |
|                                                                                                                                                             | 691,064              | 3.50             |   | Ziggo BV, Tranche B-2 Term Loan (First Lien), 1/15/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 684,197       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 8,766,524     |
|                                                                                                                                                             |                 |             |   | Movies & Entertainment - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    |          |
|                                                                                                                                                             | 1,450,218            | 3.50             |   | AMC Entertainment, Inc., Initial Term Loan, 4/30/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $       | 1,450,029     |
|                                                                                                                                                             | 764,385              | 3.50             |   | Live Nation Entertainment, Inc., Term B-1 Loan, 8/17/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 765,493       |
|                                                                                                                                                             | 1,015,769            | 3.75             |   | Rovi Solutions Corp., Term B Loan, 7/2/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 1,009,897     |
|                                                                                                                                                             | 588,000              | 3.50             |   | Seminole Hard Rock Entertainment, Inc., New Term Loan B, 5/14/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 587,143       |
|                                                                                                                                                             | 1,080,750            | 3.75             |   | WMG Acquisition Corp., Tranche B Refinancing Term Loan, 7/1/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 1,067,128     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 4,879,690     |
|                                                                                                                                                             |                 |             |   | Total Media                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $       | 22,669,994    |
|                                                                                                                                                             |                 |             |   | Retailing - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    |          |
|                                                                                                                                                             |                 |             |   | Computer & Electronics Retail - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    |          |
|                                                                                                                                                             | 1,728,125            | 3.75             |   | Rent-A-Center, Inc., Term Loan (2014), 2/6/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $       | 1,723,805     |
|                                                                                                                                                             |                 |             |   | Home Improvement Retail - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    |          |
|                                                                                                                                                             | 1,221,875            | 4.50             |   | Apex Tool Group LLC, Term Loan, 2/1/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $       | 1,202,020     |
|                                                                                                                                                             |                 |             |   | Specialty Stores - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    |          |
|                                                                                                                                                             | 980,000              | 3.75             |   | Michaels Stores, Inc., Term B Loan, 1/28/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $       | 978,264       |
|                                                                                                                                                             | 1,000,000            | 3.50             |   | Staples, Inc., Tranche B Term Loan (First Lien), 4/24/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 1,000,069     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 1,978,333     |
|                                                                                                                                                             |                 |             |   | Automotive Retail - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    |          |
|                                                                                                                                                             | 1,273,080            | 3.00             |   | Avis Budget Car Rental LLC, Tranche B Term Loan, 3/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $       | 1,277,313     |
|                                                                                                                                                             | 387,261              | 5.25             |   | CWGS Group LLC, Term Loan, 2/20/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 389,924       |
|                                                                                                                                                             | 731,250              | 4.00             |   | The Hertz Corp., Tranche B1 Term Loan, 3/11/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 732,507       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 2,399,744     |
|                                                                                                                                                             |                 |             |   | Total Retailing                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $       | 7,303,902     |
|                                                                                                                                                             |                 |             |   | Food & Staples Retailing - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    |          |
|                                                                                                                                                             |                 |             |   | Food Distributors - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    |          |
|                                                                                                                                                             | 184,510              | 5.75             |   | AdvancePierre Foods, Inc., Term Loan (First Lien), 7/10/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $       | 184,994       |
|                                                                                                                                                             |                 |             |   | Food Retail - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    |          |
|                                                                                                                                                             | 1,499,715            | 5.38             |   | Albertsons LLC, Term B-2 Loan, 3/21/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $       | 1,507,683     |
|                                                                                                                                                             | 496,250              | 4.75             |   | New Albertson's, Inc., Term Loan (First Lien), 6/24/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 497,553       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 2,005,236     |
|                                                                                                                                                             |                 |             |   | Total Food & Staples Retailing                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $       | 2,190,230     |
|                                                                                                                                                             |                 |             |   | Food, Beverage & Tobacco - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    |          |
|                                                                                                                                                             |                 |             |   | Agricultural Products - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    |          |
|                                                                                                                                                             | 1,570,125            | 3.25             |   | Darling International, Inc., Term B USD Loan, 12/19/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $       | 1,579,448     |
|                                                                                                                                                             |                 |             |   | Packaged Foods & Meats - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    |          |
|                                                                                                                                                             | 1,048,202            | 3.25             |   | HJ Heinz Co., Term B2 Loan, 3/27/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $       | 1,049,641     |
|                                                                                                                                                             | 874,626              | 3.75             |   | JBS USA LLC, Initial Term Loan, 5/25/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 873,522       |
|                                                                                                                                                             | 1,158,833            | 3.00             |   | Pinnacle Foods Finance LLC, New Term Loan G, 4/29/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 1,155,302     |
|                                                                                                                                                             | 990,003              | 3.75             |   | Post Holdings, Inc., Tranche B Loan (First Lien), 5/23/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 987,086       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 4,065,551     |
|                                                                                                                                                             |                 |             |   | Total Food, Beverage & Tobacco                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $       | 5,644,999     |
|                                                                                                                                                             |                 |             |   | Household & Personal Products - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    |          |
|                                                                                                                                                             |                 |             |   | Household Products - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    |          |
|                                                                                                                                                             | 195,000              | 3.75             |   | Spectrum Brands, Inc., First Lien Term Loan, 6/16/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 195,691       |
|                                                                                                                                                             |                 |             |   | Personal Products - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    |          |
|                                                                                                                                                             | 400,000              | 3.50             |   | NBTY, Inc., Term B-2 Loan, 10/1/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $       | 398,000       |
|                                                                                                                                                             | 362,733              | 4.00             |   | Revlon Consumer Products Corp., Acquisition Term Loan, 8/19/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 363,356       |
|                                                                                                                                                             | 958,583              | 3.25             |   | Revlon Consumer Products Corp., Replacement Term Loan, 11/19/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 958,983       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 1,720,339     |
|                                                                                                                                                             |                 |             |   | Total Household & Personal Products                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $       | 1,916,030     |
|                                                                                                                                                             |                 |             |   | Health Care Equipment & Services - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    |          |
|                                                                                                                                                             |                 |             |   | Health Care Equipment - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             | 583,824              | 4.50             |   | Kinetic Concepts, Inc., Term  DTL-E1 loan, 5/4/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $       | 586,835       |
|                                                                                                                                                             |                 |             |   | Health Care Services - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    |          |
|                                                                                                                                                             | 548,191              | 6.50             |   | BioScrip, Inc., Initial Term B Loan, 7/31/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $       | 544,537       |
|                                                                                                                                                             | 328,915              | 6.50             |   | BioScrip, Inc., Term Loan, 7/31/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 326,722       |
|                                                                                                                                                             | 593,611              | 4.00             |   | BSN Medical GmbH & Co. KG, Facility B1A, 8/28/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 594,353       |
|                                                                                                                                                             | 471,479              | 3.50             |   | DaVita HealthCare Partners, Inc., Tranche B Loan (First Lien), 6/19/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 472,216       |
|                                                                                                                                                             | 1,242,622            | 4.00             |   | Envision Healthcare Corp., Initial Term Loan, 5/25/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 1,244,693     |
|                                                                                                                                                             | 1,473,750            | 2.28             |   | Fresenius US Finance I, Inc., Tranche B Term Loan, 8/7/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 1,472,522     |
|                                                                                                                                                             | 66,145               | 7.75             |   | inVentiv Health, Inc., Term B-3 Loan, 5/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 66,228        |
|                                                                                                                                                             | 498,737              | 4.25             |   | National Mentor Holdings, Inc., Tranche B Term Loan, 1/31/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 498,737       |
|                                                                                                                                                             | 339,559              | 4.50             |   | Truven Health Analytics, Inc., New Tranche B Term Loan, 6/6/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 339,241       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 5,559,249     |
|                                                                                                                                                             |                 |             |   | Health Care Facilities - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    |          |
|                                                                                                                                                             | 25,164               | 3.03             |   | CHS, Incremental 2019 Term G Loan, 12/31/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $       | 25,196        |
|                                                                                                                                                             | 46,301               | 4.00             |   | CHS, Incremental 2021 Term H Loan, 1/27/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 46,420        |
|                                                                                                                                                             | 485,032              | 4.50             |   | IASIS Healthcare LLC, Term B-2 Loan, 5/3/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 486,320       |
|                                                                                                                                                             | 488,825              | 5.25             |   | RegionalCare Hospital Partners, Inc., Term Loan (First Lien), 4/21/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 489,130       |
|                                                                                                                                                             | 227,883              | 3.75             |   | Select Medical Corp., Series E Tranche B Term Loan, 6/1/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 227,952       |
|                                                                                                                                                             | 980,000              | 6.75             |   | Steward Health Care System LLC, Term Loan, 4/10/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 973,262       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 2,248,280     |
|                                                                                                                                                             |                 |             |   | Health Care Technology - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    |          |
|                                                                                                                                                             | 840,000              | 4.25             |   | ConvaTec, Inc., Dollar Term Loan, 12/22/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $       | 841,400       |
|                                                                                                                                                             | 1,595,775            | 3.75             |   | Emdeon, Inc., Term B-2 Loan, 11/2/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 1,597,970     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 2,439,370     |
|                                                                                                                                                             |                 |             |   | Total Health Care Equipment & Services                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $       | 10,833,734    |
|                                                                                                                                                             |                 |             |   | Pharmaceuticals, Biotechnology & Life Sciences - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    |          |
|                                                                                                                                                             |                 |             |   | Biotechnology - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    |          |
|                                                                                                                                                             | 1,119,845            | 3.50             |   | Alkermes, Inc., 2019 Term Loan, 9/25/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $       | 1,121,477     |
|                                                                                                                                                             |                 |             |   | Pharmaceuticals - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    |          |
|                                                                                                                                                             | 421,301              | 0.00             |   | Endo International plc, Tranche B-1 Term Loan (First Lien), 6/24/22 (d)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $       | 422,881       |
|                                                                                                                                                             | 493,750              | 3.25             |   | Endo Luxembourg Finance I Company Sarl, Tranche B Term Loan (First Lien), 11/5/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 494,830       |
|                                                                                                                                                             | 518,438              | 3.19             |   | Grifols Worldwide Operations USA, Inc., U.S. Tranche B Term Loam, 4/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 519,113       |
|                                                                                                                                                             | 301,950              | 4.25             |   | JLL, Initial Dollar Term Loan, 1/23/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 300,548       |
|                                                                                                                                                             | 962,813              | 3.25             |   | Mallinckrodt International Finance SA, Initial Term B Loan, 3/6/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 960,029       |
|                                                                                                                                                             | 1,462,412            | 4.00             |   | Par Pharmaceutical Companies, Inc., Term B-2 Loan, 9/28/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 1,462,870     |
|                                                                                                                                                             | 497,500              | 4.25             |   | Par Pharmaceutical, Term B-3 Loan, 3.25%, 9/30/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 497,811       |
|                                                                                                                                                             | 254,625              | 4.25             |   | PharMEDium Healthcare Corp., Initial Term Loan (First Lien), 1/23/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 252,821       |
|                                                                                                                                                             | 757,857              | 3.50             |   | Prestige Brands, Inc., Term B-3 Loan, 9/3/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 757,857       |
|                                                                                                                                                             | 619,200              | 3.25             |   | RPI Finance Trust, Term B-3 Term Loan, 11/9/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 621,445       |
|                                                                                                                                                             | 1,007,013            | 3.50             |   | RPI Finance Trust, Term B-4 Term Loan, 11/9/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 1,009,027     |
|                                                                                                                                                             | 511,676              | 3.04             |   | Valeant Pharmaceuticals International, Inc., Series C-2 Tranche B Term Loan, 12/11/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 511,285       |
|                                                                                                                                                             | 213,198              | 3.50             |   | Valeant Pharmaceuticals International, Inc., Series D-2 Tranche B Term Loan, 2/13/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 213,012       |
|                                                                                                                                                             | 1,313,724            | 3.50             |   | Valeant Pharmaceuticals International, Inc., Series E1 Tranche B Term Loan, 8/5/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 1,310,933     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 9,334,462     |
|                                                                                                                                                             |                 |             |   | Total Pharmaceuticals, Biotechnology & Life Sciences                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $       | 10,455,939    |
|                                                                                                                                                             |                 |             |   | Banks - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             |                 |             |   | Thrifts & Mortgage Finance - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    |          |
|                                                                                                                                                             | 1,012,071            | 5.00             |   | Ocwen Financial Corp., Initial Term Loan, 1/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $       | 1,010,015     |
|                                                                                                                                                             |                 |             |   | Total Banks                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $       | 1,010,015     |
|                                                                                                                                                             |                 |             |   | Diversified Financials - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    |          |
|                                                                                                                                                             |                 |             |   | Other Diversified Financial Services - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    |          |
|                                                                                                                                                             | 379,855              | 3.50             |   | AWAS Finance Luxembourg 2012 SA, Term Loan, 7/16/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $       | 382,466       |
|                                                                                                                                                             | 1,295,000            | 3.50             |   | Delos Finance SARL, Tranche B Term Loan, 2/27/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 1,295,925     |
|                                                                                                                                                             | 1,525,689            | 3.50             |   | Fly Funding II Sarl, Term Loan, 8/9/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 1,528,867     |
|                                                                                                                                                             | 490,000              | 5.00             |   | Livingston International, Inc., Initial Term B-1 Loan (First Lien), 4/18/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    | 485,712       |
|                                                                                                                                                             | 78,745               | 5.25             |   | WorldPay, Facility B2A Term Loan, 8/6/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 79,287        |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 3,772,257     |
|                                                                                                                                                             |                 |             |   | Specialized Finance - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    |          |
|                                                                                                                                                             | 1,001,371            | 4.25             |   | Mirror BidCo Corp., New Incremental Term Loan, 12/18/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $       | 1,000,537     |
|                                                                                                                                                             | 594,000              | 3.25             |   | SBA Senior Finance II LLC, Incremental Tranche B-1 Term Loan, 3/31/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 589,628       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 1,590,165     |
|                                                                                                                                                             |                 |             |   | Total Diversified Financials                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $       | 5,362,422     |
|                                                                                                                                                             |                 |             |   | Insurance - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    |          |
|                                                                                                                                                             |                 |             |   | Insurance Brokers - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    |          |
|                                                                                                                                                             | 1,082,396            | 4.25             |   | USI Insurance Services LLC, Term B Loan, 12/30/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $       | 1,084,425     |
|                                                                                                                                                             |                 |             |   | Multi-line Insurance - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    |          |
|                                                                                                                                                             | 241,207              | 5.00             |   | Alliant Holdings I LLC, Initial Term Loan, 12/20/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $       | 241,659       |
|                                                                                                                                                             |                 |             |   | Property & Casualty Insurance - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    |          |
|                                                                                                                                                             | 491,123              | 5.75             |   | Confie Seguros Holding II Co., Term B Loan (First Lien), 11/9/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $       | 492,351       |
|                                                                                                                                                             |                 |             |   | Total Insurance                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $       | 1,818,435     |
|                                                                                                                                                             |                 |             |   | Real Estate - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    |          |
|                                                                                                                                                             |                 |             |   | Mortgage REIT - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             | 1,577,972            | 3.50             |   | Starwood Property Trust, Inc., Term Loan (First Lien), 4/17/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $       | 1,572,712     |
|                                                                                                                                                             |                 |             |   | Retail REIT - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    |          |
|                                                                                                                                                             | 1,706,213            | 5.50             |   | DTZ U.S. Borrower, LLC,  Initial Term Loan, 10/28/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $       | 1,721,676     |
|                                                                                                                                                             |                 |             |   | Specialized REIT - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    |          |
|                                                                                                                                                             | 400,000              | 5.00             |   | Communications Sales & Leasing, Inc., Tranche B Term Loan (First Lien), 10/16/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 392,583       |
|                                                                                                                                                             | 982,462              | 3.25             |   | The GEO Group, Inc., Term Loan, 4/3/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 984,918       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 1,377,501     |
|                                                                                                                                                             |                 |             |   | Real Estate Services - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    |          |
|                                                                                                                                                             | 985,084              | 4.50             |   | Altisource Solutions Sarl, Term B Loan, 12/9/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $       | 879,188       |
|                                                                                                                                                             |                 |             |   | Total Real Estate                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $       | 5,551,077     |
|                                                                                                                                                             |                 |             |   | Software & Services - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    |          |
|                                                                                                                                                             |                 |             |   | Internet Software & Services - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    |          |
|                                                                                                                                                             | 954,022              | 3.50             |   | Dealertrack Technologies, Inc., Term Loan, 2/27/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $       | 953,569       |
|                                                                                                                                                             |                 |             |   | IT Consulting & Other Services - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    |          |
|                                                                                                                                                             | 293,220              | 4.50             |   | Deltek, Inc., Term Loan (First Lien), 10/10/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $       | 294,457       |
|                                                                                                                                                             | 397,000              | 5.75             |   | Evergreen Skills Lux Sarl, Initial Term Loan (First Lien), 4/23/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 388,954       |
|                                                                                                                                                             | 227,125              | 4.50             |   | PSAV Presentation Services, Tranche B Term Loan (First Lien), 1/24/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 227,125       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 910,536       |
|                                                                                                                                                             |                 |             |   | Data Processing & Outsourced Services - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    |          |
|                                                                                                                                                             | 977,588              | 3.50             |   | Genpact International, Inc., Term Loan, 8/30/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $       | 982,068       |
|                                                                                                                                                             |                 |             |   | Application Software - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    |          |
|                                                                                                                                                             | 465,854              | 4.50             |   | Epiq Systems, Inc., Term Loan, 8/27/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $       | 465,481       |
|                                                                                                                                                             | 10,555               | 8.50             |   | Expert Global Solutions, Inc., Term B Advance (First Lien), 4/3/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 10,581        |
|                                                                                                                                                             | 325,732              | 3.50             |   | Verint Systems, Inc., Tranche B-2 Term Loan (First Lien), 9/6/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 326,668       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 802,730       |
|                                                                                                                                                             |                 |             |   | Home Entertainment Software - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    |          |
|                                                                                                                                                             | 1,411,209            | 3.25             |   | Activision Blizzard, Inc., Term Loan, 7/26/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $       | 1,416,501     |
|                                                                                                                                                             | 205,882              | 5.25             |   | Micro Focus International, Term Loan B, 10/7/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 206,544       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 1,623,045     |
|                                                                                                                                                             |                 |             |   | Total Software & Services                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $       | 5,271,948     |
|                                                                                                                                                             |                 |             |   | Technology Hardware & Equipment - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    |          |
|                                                                                                                                                             |                 |             |   | Communications Equipment - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    |          |
|                                                                                                                                                             | 2,000,000            | 3.75             |   | CommScope Inc., Tranche B-1 Term Loan (First Lien), 5/29/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $       | 2,000,938     |
|                                                                                                                                                             | 165,466              | 3.25             |   | Commscope, Inc., Tranche 4 Term Loan, 1/14/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    | 165,631       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 2,166,569     |
|                                                                                                                                                             |                 |             |   | Electronic Equipment Manufacturers - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    |          |
|                                                                                                                                                             | 963,636              | 4.75             |   | Zebra Technologies, Term Loan B, 9/30/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $       | 976,150       |
|                                                                                                                                                             |                 |             |   | Electronic Components - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    |          |
|                                                                                                                                                             | 638,625              | 3.25             |   | Belden Finance 2013 LP, Initial Term Loan, 9/9/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $       | 639,822       |
|                                                                                                                                                             | 1,312,500            | 6.25             |   | FCI - Fidji Luxembourg Bc4 Sarl , Term Loan, 12/19/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 1,314,141     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 1,953,963     |
|                                                                                                                                                             |                 |             |   | Total Technology Hardware & Equipment                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $       | 5,096,682     |
|                                                                                                                                                             |                 |             |   | Semiconductors & Semiconductor Equipment - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    |          |
|                                                                                                                                                             |                 |             |   | Semiconductor Equipment - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    |          |
|                                                                                                                                                             | 1,934,313            | 2.53             |   | Sensata Technologies Holding N.V., First Lien Term Loan, 10/14/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $       | 1,943,121     |
|                                                                                                                                                             |                 |             |   | Semiconductors - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    |          |
|                                                                                                                                                             | 1,119,322            | 3.75             |   | Avago Technologies Ltd., Tranche B Term Loan (First Lien), 4/16/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $       | 1,122,502     |
|                                                                                                                                                             | 116,543              | 2.78             |   | Microsemi Corp., Term Loan (First Lien), 3/14/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 116,718       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 1,239,220     |
|                                                                                                                                                             |                 |             |   | Total Semiconductors & Semiconductor Equipment                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $       | 3,182,341     |
|                                                                                                                                                             |                 |             |   | Telecommunication Services - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    |          |
|                                                                                                                                                             |                 |             |   | Integrated Telecommunication Services - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    |          |
|                                                                                                                                                             | 1,228,125            | 4.00             |   | Cincinnati Bell, Inc., Tranche B Term Loan, 9/10/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $       | 1,228,380     |
|                                                                                                                                                             | 1,000,000            | 0.00             |   | Level 3 Financing, Inc., Tranche B-2 Term Loan,(First Lien), 5/31/22 (d)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 994,063       |
|                                                                                                                                                             | 1,484,673            | 3.50             |   | Virgin Media plc, Tranche F Loan (First Lien), 6/30/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 1,472,147     |
|                                                                                                                                                             | 1,004,821            | 3.25             |   | West Corp., B-10 Term Loan (First Lien), 6/30/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    | 1,003,356     |
|                                                                                                                                                             | 705,198              | 3.50             |   | Windstream Services LLC, Tranche B-5 Term Loan, 8/8/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 702,481       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 5,400,427     |
|                                                                                                                                                             |                 |             |   | Wireless Telecommunication Services - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    |          |
|                                                                                                                                                             | 1,174,246            | 3.00             |   | Crown Castle International Corp., Tranche B-2 Term Loan (First Lien), 1/31/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $       | 1,169,403     |
|                                                                                                                                                             | 660,000              | 4.75             |   | GCI Holdings, Inc., Tranche B Term Loan (First Lien), 12/22/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 664,125       |
|                                                                                                                                                             | 266,737              | 4.50             |   | Numericable U.S. LLC, Tranche B-1 Term Loan, 4/23/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 267,767       |
|                                                                                                                                                             | 230,763              | 4.50             |   | Numericable-SFR, Tranche B-2 Loan (First Lien), 4/23/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 231,655       |
|                                                                                                                                                             | 727,141              | 4.00             |   | Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 688,966       |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 3,021,916     |
|                                                                                                                                                             |                 |             |   | Total Telecommunication Services                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $       | 8,422,343     |
|                                                                                                                                                             |                 |             |   | Utilities - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    |          |
|                                                                                                                                                             |                 |             |   | Electric Utilities - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    |          |
|                                                                                                                                                             | 2,596,712            | 4.75             |   | Atlantic Power LP, Term Loan, 2/20/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $       | 2,606,450     |
|                                                                                                                                                             | 1,176,000            | 3.00             |   | Calpine Construction Finance Co. LP, Term B-1 Loan, 5/3/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 1,157,380     |
|                                                                                                                                                             | 1,329,429            | 5.25             |   | Terra-Gen Finance Company, Term Loan, 11/26/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 1,337,738     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 5,101,568     |
|                                                                                                                                                             |                 |             |   | Independent Power Producers & Energy Traders - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    |          |
|                                                                                                                                                             | 754,358              | 4.00             |   | Calpine Corp., Term Loan, 9/27/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $       | 755,242       |
|                                                                                                                                                             | 290,000              | 3.50             |   | Calpine Corp., Tranche B-5 Loan, (First Lien), 5/28/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    | 287,848       |
|                                                                                                                                                             | 452,308              | 4.00             |   | Dynegy, Inc., Tranche B-2 Term Loan, 4/23/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 453,674       |
|                                                                                                                                                             | 1,164,510            | 2.75             |   | NRG Energy, Inc., Term Loan (2013), 7/1/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 1,156,723     |
|                                                                                                                                                             | 1,500,874            | 3.75             |   | NSG Holdings LLC, New Term Loan, 12/11/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 1,497,122     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 4,150,609     |
|                                                                                                                                                             |                 |             |   | Total Utilities                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $       | 9,252,177     |
|                                                                                                                                                             |                 |             |   | TOTAL SENIOR FLOATING RATE LOAN INTERESTS                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    |          |
|                                                                                                                                                             |                 |             |   | (Cost $173,054,040)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $       | 171,603,517   |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             |                 |             |   | TEMPORARY CASH INVESTMENTS - 6.0%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    |          |
|                                                                                                                                                             |                 |             |   | Certificate of Deposits - 1.0%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    |          |
|                                                                                                                                                             | 6,500,000            |             |   | Mizuho Bank, Ltd., 0.27%, 9/8/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $       | 6,500,467     |
|                                                                                                                                                             | 2,575,000            | 0.00             |   | Skandinaviska Enskilda Banken AB New York NY, Floating Rate Note, 1/4/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 2,576,784     |
|                                                                                                                                                             | 2,500,000            | 0.62             |   | Skandinaviska Enskilda Banken AB New York NY, Floating Rate Note, 9/21/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 2,500,798     |
|                                                                                                                                                             | 1,715,000            | 0.65             |   | Sumitomo Mitsui Banking Corp. New York, Floating Rate Note, 5/2/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |    | 1,714,304     |
|                                                                                                                                                             | 3,000,000            |             |   | Sumitomo Mitsui Banking Corp., 0.28%, 7/2/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 3,000,016     |
|                                                                                                                                                             | 2,500,000            | 0.46             |   | Svenska Handelsbanken New York NY, Floating Rate Note, 8/17/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |    | 2,500,738     |
|                                                                                                                                                             | 9,000,000            |             |   | UBS AG Stamford, 0.22%, 7/31/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    | 9,000,224     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 27,793,331    |
|                                                                                                                                                             |                 |             |   | Commercial Paper - 2.7%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    |          |
|                                                                                                                                                             | 6,000,000            |             |   | Credit Suisse Group, Discount Note, 7/31/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $       | 5,998,755     |
|                                                                                                                                                             | 12,945,000           |             |   | Deutsche Telekom AG, Discount Note, 7/6/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    | 12,944,482    |
|                                                                                                                                                             | 2,500,000            |             |   | Duke Energy Corp., Discount Note, 7/2/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 2,499,967     |
|                                                                                                                                                             | 7,662,000            |             |   | Engie, Discount Note, 7/1/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 7,661,970     |
|                                                                                                                                                             | 12,800,000           |             |   | Engie, Discount Note, 7/9/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    | 12,799,552    |
|                                                                                                                                                             | 660,000              |             |   | Ford Motor Credit Company LLC, Discount Note, 7/27/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |    | 659,771       |
|                                                                                                                                                             | 8,525,000            |             |   | Kinder Morgan, Discount Note, 7/1/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 8,524,896     |
|                                                                                                                                                             | 2,500,000            |             |   | Nissan Motor Acceptance Corp., Discount Note, 7/6/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    | 2,499,900     |
|                                                                                                                                                             | 9,770,000            |             |   | Prudential Financial, Inc., Discount Note, 7/1/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    | 9,769,970     |
|                                                                                                                                                             | 6,230,000            |             |   | Skandinaviska Enskilda Banken AB, Discount Note, 7/16/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    | 6,229,801     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 69,589,064    |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             |                 |             |   | Repurchase Agreements - 2.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    |          |
|                                                                                                                                                             | 19,445,000           |             |   | $19,455,000 Bank of Nova Scotia, 0.14%, dated 6/30/15 plus accrued interest on 7/1/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $       | 19,445,004    |
|                                                                                                                                                             |                 |             |   | collateralized by the following:                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    |          |
|                                                                                                                                                             |                 |             |   | $6,695,045 Government National Mortgage Association II, 3.5%-4.0%, 6/20/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    |          |
|                                                                                                                                                             |                 |             |   | $7,620,639 Federal National Mortgage Association, 3.0% - 4.0%, 1/1/27 - 12/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    |          |
|                                                                                                                                                             |                 |             |   | $5,518,294 Freddie Mac Giant, 3.0% - 4.0%, 10/1/29 - 5/1/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |    |          |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             | 19,445,000           |             |   | $19,455,000 RBC Capital Markets LLC, 0.10%, dated 6/30/15 plus accrued interest on 7/1/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | 19,445,000    |
|                                                                                                                                                             |                 |             |   | collateralized by the following:                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    |          |
|                                                                                                                                                             |                 |             |   | $3,301,675 Freddie Mac Giant, 3.0%-4.5%, 6/1/35 - 9/1/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    |          |
|                                                                                                                                                             |                 |             |   | $6,171,546 Federal National Mortgage Association (ARM), 2.568% - 4.867%, 9/1/33 - 6/1/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    |          |
|                                                                                                                                                             |                 |             |   | $10,360,680 Federal National Mortgage Association, 3.0% - 4.0%, 2/1/26 - 5/1/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    |          |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             | 19,445,000           |             |   | $19,445,000 TD Securities USA LLC, 0.11%, dated 6/30/15 plus accrued interest on 7/1/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    | 19,445,000    |
|                                                                                                                                                             |                 |             |   | collateralized by the following:                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    |          |
|                                                                                                                                                             |                 |             |   | $9,592,594 U.S. Treasury Bill, 0.0%, 6/23/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |    |          |
|                                                                                                                                                             |                 |             |   | $10,241,357 Federal National Mortgage Association, 3.0%, 7/1/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |    |          |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $       | 58,335,004    |
|                                                                                                                                                             |                 |             |   | TOTAL TEMPORARY CASH INVESTMENTS                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |    |          |
|                                                                                                                                                             |                 |             |   | (Cost $155,716,703)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $       | 155,717,399   |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             |                 |             |   | TOTAL INVESTMENT IN SECURITIES - 98.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    |          |
|                                                                                                                                                             |                 |             |   | (Cost $2,576,613,345) (a)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $       | 2,572,379,433 |
|                                                                                                                                                             |                 |             |   | OTHER ASSETS & LIABILITIES - 1.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $       | 41,668,759    |
|                                                                                                                                                             |                 |             |   | TOTAL NET ASSETS - 100.0%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $       | 2,614,048,192 |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             | †              |             |   | Rounds to less than 0.1%.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    |          |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             | (144A)               |             |   | Security is exempt from registration under Rule 144A of the Securities Act of 1933.  Such securities may be resold normally to qualified institutional buyers in a transaction exempt from registration.  At June 30, 2015, the value of these securities amounted to $777,607,422 or 29.7% of total net assets.                                                                                                                                                                                                                                        |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             | REIT                 |             |   | Real Estate Investment Trust.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |    |          |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             | REMIC                |             |   | Real Estate Mortgage Investment Conduits.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    |          |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             | STRIPS               |             |   | Separate Trading of Registered Interest and Principal Securities.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    |          |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             | (Cat Bond)           |             |   | Catastrophe or Event Linked Bond. At June 30, 2015, the value of these securities amounted to $85,846,402 or 3.2% of total net assets.                                                                                                                                                                                                                                                                                                                                                                                                                                      |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             | (Step)               |             |   | Bond issued with an initial coupon rate which converts to a higher rate at a later date.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    |          |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             | (PIK)                |             |   | Represents a pay-in kind security                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |    |          |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             | ARM                  |             |   | Adjustable Rate Mortgage                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |    |          |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             | **                   |             |   | Senior floating rate loan interests in which the Fund invests generally pay interest at rates that are periodically redetermined by reference to a base lending rate plus a premium. These base lending rates are generally (i) the lending rate offered by one or more major European banks, such as LIBOR (London InterBank Offered Rate), (ii) the prime rate offered by one or more major United States banks, (iii) the rate of a certificate of deposit or (iv) other base lending rates used by commercial lenders. The rate shown is the coupon rate at period end. |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             | (a)                  |             |   | At June 30, 2015, the net unrealized depreciation on investments based on                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    |          |
|                                                                                                                                                             |                 |             |   | cost for federal income tax purposes of $2,581,323,639 was as follows:                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    |          |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             |                 |             |   | Aggregate gross unrealized appreciation for all investments in which                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             |                 |             |   | there is an excess of value over tax cost                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $       | 1,295,950     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             |                 |             |   | Aggregate gross unrealized depreciation for all investments in which                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             |                 |             |   | there is an excess of tax cost over value                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |    | (10,240,156)  |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             |                 |             |   | Net unrealized depreciation                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $       | (8,944,206)   |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             | (b)                  |             |   | Debt obligation with a variable interest rate.  Rate shown is rate at period end                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |    |          |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             | (c)                  |             |   | Security issued with a zero coupon. Income is recognized through accretion of discount.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |    |          |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             | (d)                  |             |   | Rate to be determined.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |    |          |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             | (e)                  |             |   | Security is in default and is non-income producing.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |    |          |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
|                                                                                                                                                             | (f)                  |             |   | Structured reinsurance investment. At June 30, 2015, the value of these securities amounted to $24,272,888 or 1.0% of total net assets.                                                                                                                                                                                                                                                                                                                                                                                                                                     |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
| Various inputs are used in determining the value of the Fund’s investments.  These inputs are summarized in the three broad levels listed below. |                 |             |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
| Level 1 – quoted prices in active markets for identical securities                                                                                         |                 |             |
| Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)       |                 |             |
| Level 3 – significant unobservable inputs (including the Fund's own assumptions in determining fair value of investments)                                  |                 |             |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
| Generally, equity securities are categorized as Level 1, fixed income securities and senior loans as Level 2 and securities valued                               |                 |             |
| using fair value methods (other than prices supplied by independent pricing services or broker-dealers) as Level 3.                                              |                 |             |
|                                                                                                                                                             |                 |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |    |          |
| The following is a summary of the inputs used as of June 30, 2015, in valuing the Fund’s assets:                                                           |                 |             |

|                                                                                              |   |   |                                                                                      |                                                                                                                                  | Level 1         |       |       | Level 2        |   |          | Level 3 |   |   | Total      |   |
|---------------------------------------------------------------------------------------------------|--------|--------|-------------------------------------------------------------------------------------------|---------------------------------------------------------------------------------------------------------------------------------------|-----------------|------------|------------|----------------|--------|---------------|---------|--------|--------|------------|--------|
|                                                                                              |   |   | Preferred Stocks                                                                          |                                                                                                                                  | $               | -          |       |           | $      | -             |    |   | $      | 41,400     |   |   | $ | 41,400 |   |
|                                                                                              |   |   | Asset Backed Securities                                                                   |                                                                                                                                  |            | -          |       |           |   | 616,899,285   |    |   |   | -          |   |   |   | 616,899,285 |   |
|                                                                                              |   |   | Collateralized Mortgage Obligations                                                       |                                                                                                                                  |            | -          |       |           |   | 740,622,985   |    |   |   | -          |   |   |   | 740,622,985 |   |
|                                                                                              |   |   | Corporate Bonds                                                                           |                                                                                                                                  |            |       |       |           |   |          |    |   |   |       |   |   |   |   |   |
|                                                                                              |   |   |   Insurance                                                                     |                                                                                                                                  |            |       |       |           |   |          |    |   |   |       |   |   |   |   |   |
|                                                                                              |   |   |     Reinsurance                                                       |                                                                                                                                  |            | -          |       |           |   | 85,846,402    |    |   |   | 24,272,888 |   |   |   | 110,119,290 |   |
|                                                                                              |   |   |   All Other Corporate Bonds                                                     |                                                                                                                                  |            | -          |       |           |   | 689,581,581   |    |   |   | -          |   |   |   | 689,581,581 |   |
|                                                                                              |   |   | U.S. Government and Agency Obligations                                                    |                                                                                                                                  |            | -          |       |           |   | 86,900,109    |    |   |   | -          |   |   |   | 86,900,109 |   |
|                                                                                              |   |   | Foreign Government Bonds                                                                  |                                                                                                                                  |            | -          |       |           |   | -             |    |   |   | -          |   |   |   | - |   |
|                                                                                              |   |   | Municipal Bonds                                                                           |                                                                                                                                  |            | -          |       |           |   | 893,867       |    |   |   | -          |   |   |   | 893,867 |   |
|                                                                                              |   |   | Senior Floating Rate Loan Interests                                                       |                                                                                                                                  |            | -          |       |           |   | 171,603,517   |    |   |   | -          |   |   |   | 171,603,517 |   |
|                                                                                              |   |   | Repurchase Agreements                                                                     |                                                                                                                                  |            | -          |       |           |   | 58,335,004    |    |   |   | -          |   |   |   | 58,335,004 |   |
|                                                                                              |   |   | Commercial Paper                                                                          |                                                                                                                                  |            | -          |       |           |   | 69,589,064    |    |   |   | -          |   |   |   | 69,589,064 |   |
|                                                                                              |   |   | Certificates of Deposit                                                                   |                                                                                                                                  |            | -          |       |           |   | 27,793,331    |    |   |   | -          |   |   |   | 27,793,331 |   |
|                                                                                              |   |   | Total                                                                                     |                                                                                                                                  | $               | -          |       |           | $      | 2,548,065,145 |    |   | $      | 24,314,288 |   |   | $ | 2,572,379,433 |   |
|                                                                                              |   |   |                                                                                      |                                                                                                                                  |            |       |       |           |   |          |    |   |   |       |   |   |   |   |   |
|                                                                                              |   |   | During the period ended June 30, 2015, there were no transters between Levels 1, 2 and 3. |                                                                                                                                  |            |       |       |           |   |          |    |   |   |       |   |   |   |   |   |
|                                                                                              |   |   |                                                                                      |                                                                                                                                  |            |       |       |           |   |          |    |   |   |       |   |   |   |   |   |
| The following is a reconciliation of assets valued using significant observable inputs (Level 3): |   |   |                                                                                      |                                                                                                                                  |            |       |       |           |   |          |    |   |   |       |   |   |
|                                                                                              |   |   |                                                                                      |                                                                                                                                  |            |       |       |           |   |          |    |   |   |       |   |   |   |   |   |
|                                                                                              |   |   |                                                                                      |                                                                                                                                  | PreferredStocks |       |       | CorporateBonds |   |          | Total   |   |   |       |   |   |
|                                                                                              |   |   | Balance as of 3/31/15                                                                     |                                                                                                                                  | $               | 2,507,460  |       |           | $      | 21,186,317    |    |   | $      | 23,693,777 |   |   |   |   |   |
|                                                                                              |   |   | Realized gain (loss)1                                                                     |                                                                                                                                  |            | -          |       |           |   | (900          | )       |   |   | (900       | )      |   |   |   |   |
|                                                                                              |   |   | Change in unrealized appreciation (depreciation)2                                         |                                                                                                                                  |            | (2,466,060 | )          |           |   | 627,756       |    |   |   | (1,838,304 | )      |   |   |   |   |
|                                                                                              |   |   | Purchases                                                                                 |                                                                                                                                  |            | -          |       |           |   | 5,987,246     |    |   |   | 5,987,246  |   |   |   |   |   |
|                                                                                              |   |   | Sales                                                                                     |                                                                                                                                  |            | -          |       |           |   | (3,527,531    | )       |   |   | (3,527,531 | )      |   |   |   |   |
|                                                                                              |   |   | Transfers in to Level 3*                                                                  |                                                                                                                                  |            | -          |       |           |   | -             |    |   |   | -          |   |   |   |   |   |
|                                                                                              |   |   | Transfers out of Level 3*                                                                 |                                                                                                                                  |            | -          |       |           |   | -             |    |   |   | -          |   |   |   |   |   |
|                                                                                              |   |   | Balance as of 6/30/15                                                                     |                                                                                                                                  | $               | 41,400     |       |           | $      | 24,272,888    |    |   | $      | 24,314,288 |   |   |   |   |   |
|                                                                                              |   |   |                                                                                      |                                                                                                                                  |            |       |       |           |   |          |    |   |   |       |   |   |   |   |   |
|                                                                                              |   | 1      |                                                                                      | Realized gain (loss) on these securities is included in the net realized gain (loss) from investments in the Statement of Operations. |            |       |       |           |   |          |    |   |   |       |   |   |   |
|                                                                                              |   |   |                                                                                      |                                                                                                                                  |            |       |       |           |   |          |    |   |   |       |   |   |   |   |   |   |
|                                                                                              |   | 2      |                                                                                      | Unrealized appreciation (depreciation) on these securities is included in the change in unrealized appreciation (depreciation) r      |            |       |       |           |   |          |    |   |   |       |   |   |   |
|                                                                                              |   |   |                                                                                      | on investments in the Statement of Operations.                                                                                        |            |       |       |           |   |          |    |   |   |       |   |   |   |   |   |   |
|                                                                                              |   |   |                                                                                      |                                                                                                                                  |            |       |       |           |   |          |    |   |   |       |   |   |   |   |   |   |
|                                                                                              |   | *      |                                                                                      | Transfers are calculated on the beginning of period values.  During the period ended June 30, 2015, there were              |            |       |       |           |   |          |    |   |   |       |   |   |   |   |   |   |
|                                                                                              |   |   |                                                                                      | no transters between Levels 1, 2 and 3.                                                                                               |            |       |       |           |   |          |    |   |   |       |   |   |   |   |   |   |
|                                                                                              |   |   |                                                                                      |                                                                                                                                  |            |       |       |           |   |          |    |   |   |       |   |   |   |   |   |   |
|                                                                                              |   |   |                                                                                      | Net change in unrealized appreciation (depreciation) of investments                                                                   |            |       |       |           |   |          |    |   |   |       |   |   |   |   |   |   |
|                                                                                              |   |   |                                                                                      | still held as of 6/30/15                                                                                                              |            | $          | (1,838,304 | )              |   |          |    |   |   |       |   |   |   |   |   |   |

|   |                                                                      |             |                                                                                                                                              | Pioneer Dynamic Credit Fund                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    |                                                                     |
|--------|---------------------------------------------------------------------------|------------------|---------------------------------------------------------------------------------------------------------------------------------------------------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|-----------------------------------------------------------------------------------------|--------------------------------------------------------------------------|
|   |                                                                      |             |                                                                                                                                              | Schedule of Investments 6/30/15 (unaudited)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   | Principal Amount ($)                                                      | FloatingRate (b) |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    | Value                                                                    |
|   |                                                                      |             |                                                                                                                                              | CONVERTIBLE CORPORATE BONDS - 0.9%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Energy - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Oil & Gas Exploration & Production - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    |                                                                     |
|   | 20,000                                                                    |             |                                                                                                                                              | Energy XXI, Ltd., 3.0%, 12/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $                                                                                       | 4,700                                                                    |
|   |                                                                      |             |                                                                                                                                              | Total Energy                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $                                                                                       | 4,700                                                                    |
|   |                                                                      |             |                                                                                                                                              | Materials - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Diversified Metals & Mining - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    |                                                                     |
|   | 122,892                                                                   |             |                                                                                                                                              | Mirabela Nickel, Ltd., 9.5%, 6/24/19 (144A) (0.0% cash, 9.5% PIK) (PIK)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $                                                                                       | 87,253                                                                   |
|   |                                                                      |             |                                                                                                                                              | Steel - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    |                                                                     |
| EURO   | 67,741                                                                    |             |                                                                                                                                              | New World Resources NV, 4.0%, 10/7/20 (144A) (4.0% cash, 8.0% PIK) (PIK)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $                                                                                       | 18,873                                                                   |
|   |                                                                      |             |                                                                                                                                              | Total Materials                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $                                                                                       | 106,126                                                                  |
|   |                                                                      |             |                                                                                                                                              | Consumer Durables & Apparel - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Homebuilding - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    |                                                                     |
|   | 700,000                                                                   |             |                                                                                                                                              | KB Home, 1.375%, 2/1/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $                                                                                       | 681,188                                                                  |
|   | 1,000,000                                                                 |             |                                                                                                                                              | The Ryland Group, Inc., 0.25%, 6/1/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    | 965,000                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,646,188                                                                |
|   |                                                                      |             |                                                                                                                                              | Total Consumer Durables & Apparel                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $                                                                                       | 1,646,188                                                                |
|   |                                                                      |             |                                                                                                                                              | Pharmaceuticals, Biotechnology & Life Sciences - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Biotechnology - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   | 593,000                                                                   |             |                                                                                                                                              | PDL BioPharma, Inc., 4.0%, 2/1/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $                                                                                       | 562,238                                                                  |
|   |                                                                      |             |                                                                                                                                              | Total Pharmaceuticals, Biotechnology & Life Sciences                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $                                                                                       | 562,238                                                                  |
|   |                                                                      |             |                                                                                                                                              | Software & Services - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Data Processing & Outsourced Services - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    |                                                                     |
|   | 1,000,000                                                                 |             |                                                                                                                                              | Cardtronics, Inc., 1.0%, 12/1/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $                                                                                       | 981,250                                                                  |
|   |                                                                      |             |                                                                                                                                              | Total Software & Services                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $                                                                                       | 981,250                                                                  |
|   |                                                                      |             |                                                                                                                                              | Semiconductors & Semiconductor Equipment - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Semiconductors - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    |                                                                     |
|   | 1,455,000                                                                 |             |                                                                                                                                              | JinkoSolar Holding Co., Ltd., 4.0%, 2/1/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $                                                                                       | 1,384,069                                                                |
|   |                                                                      |             |                                                                                                                                              | Total Semiconductors & Semiconductor Equipment                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $                                                                                       | 1,384,069                                                                |
|   |                                                                      |             |                                                                                                                                              | TOTAL CONVERTIBLE CORPORATE BONDS                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | (Cost $4,843,344)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $                                                                                       | 4,684,571                                                                |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | PREFERRED STOCKS - 1.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Banks - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Diversified Banks - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    |                                                                     |
|   | 63,000                                                                    | 7.12             |                                                                                                                                              | Citigroup, Inc., Floating Rate Note (Perpetual)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $                                                                                       | 1,724,310                                                                |
|   | 6,690                                                                     | 6.00             |                                                                                                                                              | US Bancorp, Floating Rate Note (Perpetual)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |                                                                                    | 178,155                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,902,465                                                                |
|   |                                                                      |             |                                                                                                                                              | Total Banks                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $                                                                                       | 1,902,465                                                                |
|   |                                                                      |             |                                                                                                                                              | Diversified Financials - 0.8%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Consumer Finance - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    |                                                                     |
|   | 800                                                                       |             |                                                                                                                                              | Ally Financial, Inc., 7.0% (Perpetual) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $                                                                                       | 812,375                                                                  |
|   | 27,750                                                                    | 8.12             |                                                                                                                                              | GMAC Capital Trust I, Floating Rate Note, 2/15/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 720,945                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,533,320                                                                |
|   |                                                                      |             |                                                                                                                                              | Investment Banking & Brokerage - 0.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    |                                                                     |
|   | 66,200                                                                    | 6.38             |                                                                                                                                              | Morgan Stanley, Floating Rate Note (Perpetual)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $                                                                                       | 1,685,452                                                                |
|   | 18,000                                                                    | 7.12             |                                                                                                                                              | Morgan Stanley, Floating Rate Note (Perpetual)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    | 503,100                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 2,188,552                                                                |
|   |                                                                      |             |                                                                                                                                              | Total Diversified Financials                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $                                                                                       | 3,721,872                                                                |
|   |                                                                      |             |                                                                                                                                              | Insurance - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Property & Casualty Insurance - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    |                                                                     |
|   | 25,000                                                                    | 5.95             |                                                                                                                                              | Aspen Insurance Holdings, Ltd., Floating Rate Note (Perpetual)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $                                                                                       | 630,000                                                                  |
|   |                                                                      |             |                                                                                                                                              | Reinsurance - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    |                                                                     |
|   | 2,500                                                                     |             |                                                                                                                                              | Lorenz Re, Ltd., Variable Rate Notes, (Perpetual) *                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $                                                                                       | 6,250                                                                    |
|   |                                                                      |             |                                                                                                                                              | Total Insurance                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $                                                                                       | 636,250                                                                  |
|   |                                                                      |             |                                                                                                                                              | Real Estate - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Diversified REIT - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    |                                                                     |
|   | 400                                                                       |             |                                                                                                                                              | Firstar Realty LLC, 8.875% (Perpetual) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $                                                                                       | 494,000                                                                  |
|   |                                                                      |             |                                                                                                                                              | Total Real Estate                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $                                                                                       | 494,000                                                                  |
|   |                                                                      |             |                                                                                                                                              | Telecommunication Services - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Integrated Telecommunication Services - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    |                                                                     |
|   | 4,400                                                                     |             |                                                                                                                                              | Qwest Corp., 7.375%, 6/1/51                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $                                                                                       | 114,356                                                                  |
|   |                                                                      |             |                                                                                                                                              | Total Telecommunication Services                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $                                                                                       | 114,356                                                                  |
|   |                                                                      |             |                                                                                                                                              | Utilities - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Electric Utilities - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    |                                                                     |
|   | 25,000                                                                    |             |                                                                                                                                              | PPL Capital Funding, Inc., 5.9%, 4/30/73                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $                                                                                       | 619,250                                                                  |
|   |                                                                      |             |                                                                                                                                              | Total Utilities                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $                                                                                       | 619,250                                                                  |
|   |                                                                      |             |                                                                                                                                              | TOTAL PREFERRED STOCKS                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | (Cost $7,230,342)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $                                                                                       | 7,488,193                                                                |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | CONVERTIBLE PREFERRED STOCKS - 0.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Energy - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Oil & Gas Exploration & Production - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    |                                                                     |
|   | 14,300                                                                    |             |                                                                                                                                              | Penn Virginia Corp., 6.0% (Perpetual) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $                                                                                       | 817,781                                                                  |
|   |                                                                      |             |                                                                                                                                              | Total Energy                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $                                                                                       | 817,781                                                                  |
|   |                                                                      |             |                                                                                                                                              | Consumer Durables & Apparel - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Home Furnishings - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    |                                                                     |
|   | 13,100                                                                    |             |                                                                                                                                              | Sealy Corp., 8.0%, 7/15/16 (4.0% cash, 4.0% PIK) (PIK)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $                                                                                       | 1,112,452                                                                |
|   |                                                                      |             |                                                                                                                                              | Total Consumer Durables & Apparel                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $                                                                                       | 1,112,452                                                                |
|   |                                                                      |             |                                                                                                                                              | Food, Beverage & Tobacco - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Packaged Foods & Meats - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    |                                                                     |
|   | 800                                                                       |             |                                                                                                                                              | Post Holdings, Inc., 2.5% (Perpetual) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $                                                                                       | 84,250                                                                   |
|   |                                                                      |             |                                                                                                                                              | Total Food, Beverage & Tobacco                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $                                                                                       | 84,250                                                                   |
|   |                                                                      |             |                                                                                                                                              | Banks - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Diversified Banks - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    |                                                                     |
|   | 1,050                                                                     |             |                                                                                                                                              | Wells Fargo & Co., 7.5% (Perpetual)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $                                                                                       | 1,233,750                                                                |
|   |                                                                      |             |                                                                                                                                              | Total Banks                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $                                                                                       | 1,233,750                                                                |
|   |                                                                      |             |                                                                                                                                              | TOTAL CONVERTIBLE PREFERRED STOCKS                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | (Cost $3,730,438)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $                                                                                       | 3,248,233                                                                |
|   | Shares                                                                    |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | COMMON STOCKS - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Energy - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Oil & Gas Exploration & Production - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    |                                                                     |
|   | 147,306                                                                   |             |                                                                                                                                              | Halcon Resources Corp. *                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $                                                                                       | 170,875                                                                  |
|   | 14,179                                                                    |             |                                                                                                                                              | SandRidge Energy, Inc. *                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    | 12,435                                                                   |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 183,310                                                                  |
|   |                                                                      |             |                                                                                                                                              | Total Energy                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $                                                                                       | 183,310                                                                  |
|   |                                                                      |             |                                                                                                                                              | Materials - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Diversified Metals & Mining - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    |                                                                     |
|   | 622,916                                                                   |             |                                                                                                                                              | Mirabela Nickel, Ltd. *                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $                                                                                       | 55,260                                                                   |
|   |                                                                      |             |                                                                                                                                              | Total Materials                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $                                                                                       | 55,260                                                                   |
|   |                                                                      |             |                                                                                                                                              | Capital Goods - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Industrial Machinery - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    |                                                                     |
|   | 3,071                                                                     |             |                                                                                                                                              | Liberty Tire Recycling LLC                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $                                                                                       | 31                                                                       |
|   |                                                                      |             |                                                                                                                                              | Total Capital Goods                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $                                                                                       | 31                                                                       |
|   |                                                                      |             |                                                                                                                                              | Commercial Services & Supplies - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Diversified Support Services - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   | 4                                                                         |             |                                                                                                                                              | IAP Worldwide Services, Inc.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $                                                                                       | 2,876                                                                    |
|   |                                                                      |             |                                                                                                                                              | Total Commercial Services & Supplies                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $                                                                                       | 2,876                                                                    |
|   |                                                                      |             |                                                                                                                                              | Insurance - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Life & Health Insurance - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    |                                                                     |
|   | 34,794                                                                    |             |                                                                                                                                              | TopCo. Ltd.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $                                                                                       | 8,758                                                                    |
|   |                                                                      |             |                                                                                                                                              | Total Insurance                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $                                                                                       | 8,758                                                                    |
|   |                                                                      |             |                                                                                                                                              | TOTAL COMMON STOCKS                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | (Cost $327,382)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $                                                                                       | 250,235                                                                  |
|   | Principal Amount ($)                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |
|   |                                                                      |             |                                                                                                                                              | ASSET BACKED SECURITIES - 3.9%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Consumer Services - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Hotels, Resorts & Cruise Lines - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    |                                                                     |
|   | 196,540                                                                   |             |                                                                                                                                              | Westgate Resorts 2012-2 LLC, 9.0%, 1/21/25 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $                                                                                       | 198,505                                                                  |
|   | 618,603                                                                   |             |                                                                                                                                              | Westgate Resorts 2014-1 LLC, 5.5%, 12/20/26 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    | 624,789                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 823,294                                                                  |
|   |                                                                      |             |                                                                                                                                              | Total Consumer Services                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $                                                                                       | 823,294                                                                  |
|   |                                                                      |             |                                                                                                                                              | Banks - 3.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Thrifts & Mortgage Finance - 3.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    |                                                                     |
|   | 500,000                                                                   |             |                                                                                                                                              | Axis Equipment Finance Receivables III LLC, 5.27%, 5/20/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $                                                                                       | 497,662                                                                  |
|   | 432,413                                                                   | 1.99             |                                                                                                                                              | Bayview Commercial Asset Trust 2004-1, Floating Rate Note, 4/25/34 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | 392,820                                                                                 |
|   | 37,644                                                                    |             |                                                                                                                                              | Bayview Financial Mortgage Pass-Through Trust 2007-B, 6.407%, 8/28/37 (Step)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | 37,477                                                                                  |
|   | 332,424                                                                   |             |                                                                                                                                              | Bayview Opportunity Master Fund IIa Trust 2014-20NPL, 3.475%, 8/28/44 (Step) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | 333,051                                                                                 |
|   | 1,381,323                                                                 | 3.72             |                                                                                                                                              | Bayview Opportunity Master Fund Trust 2014-15RPL, Floating Rate Note, 10/28/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | 1,380,148                                                                               |
|   | 202,556                                                                   |             |                                                                                                                                              | Bayview Opportunity Master Fund Trust IIIa 2014-12RPL, 3.6225%, 7/28/19 (Step) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | 201,307                                                                                 |
|   | 1,049                                                                     | 4.46             |                                                                                                                                              | CWABS Asset-Backed Certificates Trust 2005-4, Floating Rate Note, 9/27/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | 1,047                                                                                   |
|   | 680,014                                                                   | 3.13             |                                                                                                                                              | Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    | 689,157                                                                  |
|   | 700,000                                                                   |             |                                                                                                                                              | Flagship Credit Auto Trust 2013-1, 5.38%, 7/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 722,464                                                                  |
|   | 248,243                                                                   | 7.78             |                                                                                                                                              | GE Mortgage Services LLC, Floating Rate Note, 3/25/27                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    | 174,778                                                                  |
|   | 919,942                                                                   |             |                                                                                                                                              | GLC Trust 2013-1, 3.0%, 7/15/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    | 916,032                                                                  |
|   | 400,000                                                                   |             |                                                                                                                                              | HLSS Servicer Advance Receivables Trust, 4.4584%, 1/15/48 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    | 403,297                                                                  |
|   | 217,288                                                                   |             |                                                                                                                                              | Icon Brand Holdings LLC, 4.352%, 1/25/43 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    | 216,753                                                                  |
|   | 750,000                                                                   |             |                                                                                                                                              | Leaf Receivables Funding 10 LLC, 5.21%, 7/15/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    | 740,884                                                                  |
|   | 358,317                                                                   |             |                                                                                                                                              | Leaf Receivables Funding 8 LLC, 5.5%, 9/15/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    | 362,080                                                                  |
|   | 578,141                                                                   | 1.69             |                                                                                                                                              | MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    | 516,202                                                                  |
|   | 371,951                                                                   | 1.99             |                                                                                                                                              | MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    | 316,456                                                                  |
|   | 1,360,000                                                                 |             |                                                                                                                                              | Nations Equipment Finance Funding I LLC, 5.5%, 5/20/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    | 1,363,808                                                                |
|   | 750,000                                                                   |             |                                                                                                                                              | Navitas Equipment Receivables LLC 2013-1, 5.82%, 6/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    | 753,453                                                                  |
|   | 710,500                                                                   |             |                                                                                                                                              | Navitas Equipment Receivables LLC 2015-1, 5.75%, 5/17/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    | 710,760                                                                  |
|   | 600,000                                                                   | 4.68             |                                                                                                                                              | NCF Dealer Floorplan Master Trust, Floating Rate Note, 10/20/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    | 600,018                                                                  |
|   | 234,875                                                                   |             |                                                                                                                                              | Orange Lake Timeshare Trust 2012-A, 4.87%, 3/10/27 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    | 243,984                                                                  |
|   | 1,250,000                                                                 |             |                                                                                                                                              | Progreso Receivables Funding I LLC, 4.0%, 7/9/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    | 1,251,562                                                                |
|   | 500,000                                                                   |             |                                                                                                                                              | Progreso Receivables Funding II LLC, 6.0%, 7/8/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    | 506,875                                                                  |
|   | 244,905                                                                   |             |                                                                                                                                              | RASC Series 2003-KS5 Trust, 4.96%, 7/25/33 (Step)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 242,786                                                                  |
|   | 200,335                                                                   | 6.55             |                                                                                                                                              | Security National Mortgage Loan Trust 2007-1, Floating Rate Note, 4/25/37 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | 202,178                                                                                 |
|   | 1,200,000                                                                 | 3.44             |                                                                                                                                              | Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/18/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    | 1,167,910                                                                |
|   | 450,000                                                                   |             |                                                                                                                                              | SNAAC Auto Receivables Trust 2013-1, 4.56%, 4/15/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |                                                                                    | 461,908                                                                  |
|   | 192,845                                                                   |             |                                                                                                                                              | STORE Master Funding LLC, 4.16%, 3/20/43 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    | 197,477                                                                  |
|   | 150,000                                                                   |             |                                                                                                                                              | United Auto Credit Securitization Trust 2013-1, 4.4%, 4/15/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    | 151,286                                                                  |
|   | 1,000,000                                                                 |             |                                                                                                                                              | VOLT XXV LLC, 4.5%, 6/26/45 (Step) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    | 980,810                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 16,736,430                                                               |
|   |                                                                      |             |                                                                                                                                              | Total Banks                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $                                                                                       | 16,736,430                                                               |
|   |                                                                      |             |                                                                                                                                              | Diversified Financials - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Other Diversified Financial Services - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    |                                                                     |
|   | 1,099,877                                                                 |             |                                                                                                                                              | AXIS Equipment Finance Receivables II LLC, 4.94%, 7/20/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $                                                                                       | 1,127,825                                                                |
|   | 249,972                                                                   |             |                                                                                                                                              | AXIS Equipment Finance Receivables II LLC, 6.41%, 10/22/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 255,096                                                                  |
|   | 17,558                                                                    |             |                                                                                                                                              | Mid-State Capital Trust 2010-1, 7.0%, 12/15/45 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    | 18,855                                                                   |
|   | 155,987                                                                   |             |                                                                                                                                              | Sierra Timeshare 2011-3 Receivables Funding LLC, 9.31%, 7/20/28 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    | 166,135                                                                  |
|   | 500,000                                                                   |             |                                                                                                                                              | Springleaf Funding Trust 2013-A, 5.0%, 9/15/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    | 501,201                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 2,069,112                                                                |
|   |                                                                      |             |                                                                                                                                              | Total Diversified Financials                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $                                                                                       | 2,069,112                                                                |
|   |                                                                      |             |                                                                                                                                              | TOTAL ASSET BACKED SECURITIES                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | (Cost $19,667,052)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $                                                                                       | 19,628,836                                                               |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | COLLATERALIZED MORTGAGE OBLIGATIONS - 14.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Materials - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Forest Products - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    |                                                                     |
|   | 180,000                                                                   |             |                                                                                                                                              | TimberStar Trust I, 7.5296%, 10/15/36 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $                                                                                       | 184,590                                                                  |
|   |                                                                      |             |                                                                                                                                              | Total Materials                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $                                                                                       | 184,590                                                                  |
|   |                                                                      |             |                                                                                                                                              | Banks - 13.0%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Thrifts & Mortgage Finance - 13.0%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    |                                                                     |
|   | 350,000                                                                   |             |                                                                                                                                              | A10 Securitization 2013-1 LLC, 4.7%, 11/17/25 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 350,396                                                                  |
|   | 139,000                                                                   |             |                                                                                                                                              | A10 Securitization 2013-1 LLC, 6.41%, 11/17/25 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    | 139,081                                                                  |
|   | 1,400,000                                                                 | 3.58             |                                                                                                                                              | ACRE Commercial Mortgage Trust 2014-FL2, Floating Rate Note, 8/15/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | 1,395,344                                                                               |
|   | 1,250,000                                                                 | 6.17             |                                                                                                                                              | Banc of America Commercial Mortgage Trust 2007-5, Floating Rate Note, 2/10/51                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | 1,283,152                                                                               |
|   | 67,457                                                                    |             |                                                                                                                                              | Banc of America Mortgage Trust 2004-2, 5.5%, 3/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    | 55,445                                                                   |
|   | 1,118,048                                                                 | 1.19             |                                                                                                                                              | Bayview Commercial Asset Trust 2004-3, Floating Rate Note, 1/25/35 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | 1,029,986                                                                               |
|   | 154,888                                                                   | 2.07             |                                                                                                                                              | Bear Stearns ALT-A Trust 2003-3, Floating Rate Note, 10/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    | 142,675                                                                  |
|   | 500,000                                                                   | 5.39             |                                                                                                                                              | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP16, Floating Rate Note, 2/13/46 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | 518,525                                                                                 |
|   | 100,000                                                                   | 5.21             |                                                                                                                                              | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR7, Floating Rate Note, 2/11/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | 99,974                                                                                  |
|   | 1,600,000                                                                 | 5.26             |                                                                                                                                              | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP20, Floating Rate Note, 10/12/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | 1,599,467                                                                               |
|   | 2,642,507                                                                 |             |                                                                                                                                              | Bear Stearns Commercial Mortgage Securities Trust 2006-PWR14, 5.273%, 12/11/38                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | 2,674,553                                                                               |
|   | 2,000,000                                                                 | 5.71             |                                                                                                                                              | Bear Stearns Commercial Mortgage Securities Trust 2007-PWR16, Floating Rate Note, 6/11/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | 2,061,794                                                                               |
|   | 183,823                                                                   | 4.45             |                                                                                                                                              | CAM Mortgage Trust 2014-2, Floating Rate Note, 5/15/48 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    | 184,083                                                                  |
|   | 500,000                                                                   | 2.77             |                                                                                                                                              | Carefree Portfolio Trust 2014-CARE, Floating Rate Note, 11/15/29 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | 474,056                                                                                 |
|   | 2,500,000                                                                 | 5.23             |                                                                                                                                              | CD 2005-CD1 Commercial Mortgage Trust, Floating Rate Note, 7/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    | 2,508,030                                                                |
|   | 50,072                                                                    | 5.78             |                                                                                                                                              | CHL Mortgage Pass-Through Trust 2002-32, Floating Rate Note, 1/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    | 51,293                                                                   |
|   | 300,000                                                                   | 5.78             |                                                                                                                                              | Citigroup Commercial Mortgage Trust 2006-C4, Floating Rate Note, 3/17/49                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | 308,365                                                                                 |
|   | 50,617                                                                    |             |                                                                                                                                              | Citigroup Mortgage Loan Trust, Inc., 6.75%, 9/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    | 55,610                                                                   |
|   | 434,268                                                                   | 0.69             |                                                                                                                                              | CNL Commercial Mortgage Loan Trust 2003-1, Floating Rate Note, 5/15/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | 395,368                                                                                 |
|   | 715,000                                                                   | 5.96             |                                                                                                                                              | COBALT CMBS Commercial Mortgage Trust 2007-C3, Floating Rate Note, 5/15/46                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | 671,336                                                                                 |
|   | 220,000                                                                   | 5.77             |                                                                                                                                              | COBALT CMBS Commercial Mortgage Trust 2007-C3, Floating Rate Note, 5/15/46                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | 193,375                                                                                 |
|   | 1,200,000                                                                 | 5.57             |                                                                                                                                              | COBALT Commercial Mortgage Trust 2007-C2, Floating Rate Note, 4/15/47 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | 1,210,950                                                                               |
|   | 2,000,000                                                                 |             |                                                                                                                                              | COMM 2006-C8 Mortgage Trust, 5.377%, 12/10/46                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    | 2,012,590                                                                |
|   | 100,000                                                                   | 4.86             |                                                                                                                                              | COMM 2012-CCRE2 Mortgage Trust, Floating Rate Note, 8/17/45 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | 98,928                                                                                  |
|   | 1,400,000                                                                 | 4.50             |                                                                                                                                              | COMM 2013-FL3 Mortgage Trust, Floating Rate Note, 10/13/28                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |                                                                                    | 1,400,308                                                                |
|   | 1,400,000                                                                 | 3.69             |                                                                                                                                              | COMM 2014-KYO Mortgage Trust, Floating Rate Note, 6/11/27 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    | 1,401,320                                                                |
|   | 1,000,000                                                                 |             |                                                                                                                                              | COMM 2015-CCRE23 Mortgage Trust, 3.807%, 5/12/48                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    | 949,319                                                                  |
|   | 1,600,000                                                                 | 6.05             |                                                                                                                                              | Commercial Mortgage Trust 2007-GG11, Floating Rate Note, 12/10/49                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 1,664,309                                                                |
|   | 100,000                                                                   | 5.14             |                                                                                                                                              | Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 10/15/39 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | 102,129                                                                                 |
|   | 406,382                                                                   | 5.45             |                                                                                                                                              | Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | 308,355                                                                                 |
|   | 1,150,000                                                                 | 5.10             |                                                                                                                                              | Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 8/15/38                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | 1,150,951                                                                               |
|   | 2,050,000                                                                 | 5.10             |                                                                                                                                              | Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 8/15/38                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | 1,955,267                                                                               |
|   | 2,000,000                                                                 | 3.29             |                                                                                                                                              | CSMC Trust 2014-SURF, Floating Rate Note, 2/15/29 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    | 1,999,058                                                                |
|   | 113,538                                                                   | 5.64             |                                                                                                                                              | DBUBS 2011-LC2 Mortgage Trust, Floating Rate Note, 7/12/44 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 125,623                                                                  |
|   | 530,000                                                                   | 3.63             |                                                                                                                                              | EQTY 2014-INNS Mortgage Trust, Floating Rate Note, 5/8/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    | 529,172                                                                  |
|   | 277,838                                                                   | 4.93             |                                                                                                                                              | EQTY 2014-MZ Mezzanine Trust, Floating Rate Note, 5/9/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    | 275,978                                                                  |
|   | 820,000                                                                   | 3.38             |                                                                                                                                              | GAHR Commercial Mortgage Trust 2015-NRF, Floating Rate Note, 12/15/34 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | 769,873                                                                                 |
|   | 350,000                                                                   | 5.30             |                                                                                                                                              | GE Capital Commercial Mortgage Corp., Floating Rate Note, 7/10/45 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | 350,065                                                                                 |
|   | 372,371                                                                   |             |                                                                                                                                              | Global Mortgage Securitization, Ltd., 5.25%, 11/25/32 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 345,922                                                                  |
|   | 178,275                                                                   |             |                                                                                                                                              | Global Mortgage Securitization, Ltd., 5.25%, 11/25/32 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 144,625                                                                  |
|   | 681,128                                                                   |             |                                                                                                                                              | Global Mortgage Securitization, Ltd., 5.25%, 4/25/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    | 649,737                                                                  |
|   | 138,899                                                                   |             |                                                                                                                                              | Global Mortgage Securitization, Ltd., 5.25%, 4/25/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    | 104,671                                                                  |
|   | 570,000                                                                   | 5.00             |                                                                                                                                              | GMAT 2013-1 Trust, Floating Rate Note, 8/25/53                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    | 544,662                                                                  |
|   | 890,000                                                                   | 4.94             |                                                                                                                                              | GS Mortgage Securities Corp., II Series 2005-GG4, Floating Rate Note, 7/10/39                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | 873,661                                                                                 |
|   | 1,000,000                                                                 |             |                                                                                                                                              | GS Mortgage Securities Trust 14-NEW, 3.79%, 1/10/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |                                                                                    | 963,281                                                                  |
|   | 700,000                                                                   | 5.52             |                                                                                                                                              | GS Mortgage Securities Trust 2006-GG6, Floating Rate Note, 4/10/38                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    | 710,998                                                                  |
|   | 1,000,000                                                                 | 5.55             |                                                                                                                                              | GS Mortgage Securities Trust 2006-GG6, Floating Rate Note, 4/10/38                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    | 1,001,515                                                                |
|   | 705,000                                                                   | 4.09             |                                                                                                                                              | GS Mortgage Securities Trust 2014-GSFL, Floating Rate Note, 7/15/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | 698,137                                                                                 |
|   | 164,337                                                                   |             |                                                                                                                                              | Homeowner Assistance Program Reverse Mortgage Loan Trust 2013-RM1, 4.0%, 5/26/53 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | 161,313                                                                                 |
|   | 1,400,000                                                                 |             |                                                                                                                                              | JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC16, 5.623%, 5/12/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | 1,413,199                                                                               |
|   | 1,400,000                                                                 | 6.10             |                                                                                                                                              | JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP7 REMICS, Floating Rate Note, 4/15/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | 1,398,477                                                                               |
|   | 1,725,000                                                                 | 6.21             |                                                                                                                                              | JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP12, Floating Rate Note, 2/15/51                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | 1,760,720                                                                               |
|   | 1,850,000                                                                 | 6.41             |                                                                                                                                              | JP Morgan Chase Commercial Mortgage Securities Trust 2014-CBM MZ, Floating Rate Note, 10/15/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | 1,855,154                                                                               |
|   | 1,100,000                                                                 | 3.69             |                                                                                                                                              | JP Morgan Chase Commercial Mortgage Securities Trust 2014-FBLU REMICS, Floating Rate Note, 12/15/28 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | 1,099,476                                                                               |
|   | 1,530,000                                                                 | 3.79             |                                                                                                                                              | JP Morgan Chase Commercial Mortgage Securities Trust 2014-INN, Floating Rate Note, 6/15/29 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | 1,524,136                                                                               |
|   | 804,426                                                                   | 4.77             |                                                                                                                                              | La Hipotecaria Panamanian Mortgage Trust 2007-1, Floating Rate Note, 12/23/36 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | 788,337                                                                                 |
|   | 85,842                                                                    | 2.86             |                                                                                                                                              | MASTR Adjustable Rate Mortgages Trust, Floating Rate Note, 1/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    | 85,473                                                                   |
|   | 91,997                                                                    |             |                                                                                                                                              | MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    | 93,627                                                                   |
|   | 220,077                                                                   |             |                                                                                                                                              | Merrill Lynch Mortgage Investors Trust Series 2006-AF1, 5.75%, 8/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    | 177,507                                                                  |
|   | 1,400,000                                                                 | 5.48             |                                                                                                                                              | ML-CFC Commercial Mortgage Trust 2006-3, Floating Rate Note, 7/12/46                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | 1,420,523                                                                               |
|   | 2,000,000                                                                 |             |                                                                                                                                              | ML-CFC Commercial Mortgage Trust 2006-4, 5.239%, 12/12/49                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    | 2,023,264                                                                |
|   | 1,800,000                                                                 | 5.57             |                                                                                                                                              | Morgan Stanley Capital I Trust 2007-TOP25, Floating Rate Note, 11/12/49                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | 1,823,753                                                                               |
|   | 2,944                                                                     | 7.35             |                                                                                                                                              | Morgan Stanley Capital I, Inc., Floating Rate Note, 7/15/32 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    | 2,950                                                                    |
|   | 1,500,000                                                                 | 5.19             |                                                                                                                                              | NorthStar 2013-1, Floating Rate Note, 8/27/29 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    | 1,515,000                                                                |
|   | 1,000,000                                                                 |             |                                                                                                                                              | ORES 2014-LV3 LLC, 6.0%, 3/27/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    | 1,000,000                                                                |
|   | 101,771                                                                   |             |                                                                                                                                              | RCMC LLC, 5.62346%, 12/17/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    | 103,999                                                                  |
|   | 1,261,171                                                                 | 1.49             |                                                                                                                                              | RESI Finance LP 2003-D, Floating Rate Note, 12/10/35 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    | 1,068,485                                                                |
|   | 200,000                                                                   | 5.30             |                                                                                                                                              | Springleaf Mortgage Loan Trust 2012-3, Floating Rate Note, 12/26/59 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | 205,471                                                                                 |
|   | 250,000                                                                   | 5.58             |                                                                                                                                              | Springleaf Mortgage Loan Trust 2013-1, Floating Rate Note, 6/25/58 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | 257,710                                                                                 |
|   | 119,170                                                                   | 1.69             |                                                                                                                                              | Structured Asset Mortgage Investments Trust 2003-AR1, Floating Rate Note, 10/19/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | 109,949                                                                                 |
|   | 1,600,000                                                                 | 5.36             |                                                                                                                                              | Wachovia Bank Commercial Mortgage Trust Series 2005-C22, Floating Rate Note, 12/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | 1,608,435                                                                               |
|   | 304,000                                                                   | 5.66             |                                                                                                                                              | Wachovia Bank Commercial Mortgage Trust Series 2006-C24, Floating Rate Note, 3/15/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | 306,842                                                                                 |
|   | 1,500,000                                                                 | 5.63             |                                                                                                                                              | Wachovia Bank Commercial Mortgage Trust Series 2006-C28, Floating Rate Note, 10/15/48                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | 1,527,648                                                                               |
|   | 1,813,000                                                                 | 5.95             |                                                                                                                                              | Wachovia Bank Commercial Mortgage Trust Series 2007-C34, Floating Rate Note, 5/15/46                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | 1,891,320                                                                               |
|   | 1,500,000                                                                 | 3.69             |                                                                                                                                              | Wells Fargo Commercial Mortgage Trust 2014-TISH, Floating Rate Note, 1/15/27 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | 1,486,456                                                                               |
|   | 50,000                                                                    | 5.27             |                                                                                                                                              | WFRBS Commercial Mortgage Trust 2011-C4, Floating Rate Note, 6/17/44 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | 52,939                                                                                  |
|   | 200,000                                                                   | 4.35             |                                                                                                                                              | WFRBS Commercial Mortgage Trust 2013-C12, Floating Rate Note, 3/17/48 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | 188,606                                                                                 |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 65,484,081                                                               |
|   |                                                                      |             |                                                                                                                                              | Total Banks                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $                                                                                       | 65,484,081                                                               |
|   |                                                                      |             |                                                                                                                                              | Diversified Financials - 0.9%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Other Diversified Financial Services - 0.9%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    |                                                                     |
|   | 1,300,000                                                                 | 5.19             |                                                                                                                                              | Del Coronado Trust 2013-DEL MZ, Floating Rate Note, 3/15/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $                                                                                       | 1,300,390                                                                |
|   | 572,570                                                                   | 0.89             |                                                                                                                                              | GE Business Loan Trust 2005-1, Floating Rate Note, 6/15/33 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 537,584                                                                  |
|   | 1,872,384                                                                 | 2.94             |                                                                                                                                              | Hilton USA Trust 2013-HLF, Floating Rate Note, 11/5/30 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    | 1,872,384                                                                |
|   | 585,049                                                                   |             |                                                                                                                                              | Monty Parent Issuer 1 LLC, 4.25%, 11/20/28 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 585,052                                                                  |
|   | 201,981                                                                   |             |                                                                                                                                              | Rialto Capital Management LLC, 2.85%, 5/15/24 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    | 202,059                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 4,497,469                                                                |
|   |                                                                      |             |                                                                                                                                              | Total Diversified Financials                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $                                                                                       | 4,497,469                                                                |
|   |                                                                      |             |                                                                                                                                              | Government - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    |                                                                     |
|   | 175,000                                                                   | 4.18             |                                                                                                                                              | Federal Home Loan Mortgage Corp., Floating Rate Note, 5/25/45 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 178,173                                                                  |
|   | 1,000,000                                                                 | 3.61             |                                                                                                                                              | FREMF Mortgage Trust 2013-K28, Floating Rate Note, 6/25/46 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 966,133                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,144,306                                                                |
|   |                                                                      |             |                                                                                                                                              | Total Government                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $                                                                                       | 1,144,306                                                                |
|   |                                                                      |             |                                                                                                                                              | TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | (Cost $70,546,745)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $                                                                                       | 71,310,446                                                               |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | CORPORATE BONDS - 43.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Energy - 5.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Oil & Gas Drilling - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    |                                                                     |
|   | 1,950,000                                                                 |             |                                                                                                                                              | Ensco Plc, 5.75%, 10/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $                                                                                       | 1,737,774                                                                |
|   |                                                                      |             |                                                                                                                                              | Oil & Gas Equipment & Services - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    |                                                                     |
|   | 330,000                                                                   |             |                                                                                                                                              | Calfrac Holdings LP, 7.5%, 12/1/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $                                                                                       | 304,722                                                                  |
|   | 355,000                                                                   |             |                                                                                                                                              | Key Energy Services, Inc., 6.75%, 3/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    | 209,450                                                                  |
|   | 2,000,000                                                                 |             |                                                                                                                                              | Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    | 1,690,596                                                                |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 2,204,768                                                                |
|   |                                                                      |             |                                                                                                                                              | Oil & Gas Exploration & Production - 2.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    |                                                                     |
|   | 1,000,000                                                                 |             |                                                                                                                                              | Approach Resources, Inc., 7.0%, 6/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $                                                                                       | 900,000                                                                  |
|   | 980,000                                                                   |             |                                                                                                                                              | Bonanza Creek Energy, Inc., 5.75%, 2/1/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    | 879,550                                                                  |
|   | 345,000                                                                   |             |                                                                                                                                              | Bonanza Creek Energy, Inc., 6.75%, 4/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |                                                                                    | 326,888                                                                  |
|   | 1,000,000                                                                 |             |                                                                                                                                              | Comstock Resources, Inc., 10.0%, 3/15/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    | 902,080                                                                  |
|   | 910,000                                                                   |             |                                                                                                                                              | Denbury Resources, Inc., 4.625%, 7/15/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    | 764,400                                                                  |
|   | 865,000                                                                   |             |                                                                                                                                              | EP Energy LLC, 6.375%, 6/15/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    | 867,162                                                                  |
|   | 1,190,000                                                                 |             |                                                                                                                                              | Gulfport Energy Corp., 7.75%, 11/1/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    | 1,246,525                                                                |
|   | 335,000                                                                   |             |                                                                                                                                              | Halcon Resources Corp., 8.875%, 5/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    | 220,262                                                                  |
|   | 650,000                                                                   |             |                                                                                                                                              | Legacy Reserves LP, 6.625%, 12/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    | 526,500                                                                  |
|   | 1,090,000                                                                 |             |                                                                                                                                              | Memorial Production Partners LP, 6.875%, 8/1/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    | 985,905                                                                  |
|   | 770,000                                                                   |             |                                                                                                                                              | Memorial Production Partners LP, 7.625%, 5/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    | 733,425                                                                  |
|   | 18,000                                                                    |             |                                                                                                                                              | Oasis Petroleum, Inc., 6.875%, 3/15/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    | 18,270                                                                   |
|   | 600,000                                                                   |             |                                                                                                                                              | Penn Virginia Corp., 7.25%, 4/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    | 516,000                                                                  |
|   | 430,000                                                                   |             |                                                                                                                                              | Penn Virginia Corp., 8.5%, 5/1/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 385,925                                                                  |
|   | 515,000                                                                   |             |                                                                                                                                              | Rosetta Resources, Inc., 5.625%, 5/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    | 547,188                                                                  |
|   | 665,000                                                                   |             |                                                                                                                                              | Rosetta Resources, Inc., 5.875%, 6/1/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    | 709,888                                                                  |
|   | 1,075,000                                                                 |             |                                                                                                                                              | RSP Permian, Inc., 6.625%, 10/1/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    | 1,099,188                                                                |
|   | 1,285,000                                                                 |             |                                                                                                                                              | Swift Energy Co., 7.875%, 3/1/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    | 507,575                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 12,136,731                                                               |
|   |                                                                      |             |                                                                                                                                              | Oil & Gas Storage & Transportation - 2.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    |                                                                     |
|   | 2,000,000                                                                 |             |                                                                                                                                              | Boardwalk Pipelines LP, 4.95%, 12/15/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $                                                                                       | 1,961,326                                                                |
|   | 373,000                                                                   |             |                                                                                                                                              | Copano Energy LLC, 7.125%, 4/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 394,955                                                                  |
|   | 1,550,000                                                                 | 5.85             |                                                                                                                                              | DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    | 1,228,375                                                                |
| NOK    | 2,000,000                                                                 | 6.62             |                                                                                                                                              | Golar LNG Partners LP, Floating Rate Note, 10/12/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    | 264,562                                                                  |
|   | 1,450,000                                                                 |             |                                                                                                                                              | ONEOK, Inc., 6.875%, 9/30/28                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 1,565,745                                                                |
|   | 425,000                                                                   |             |                                                                                                                                              | Penn Virginia Resource Partners LP, 6.5%, 5/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 449,438                                                                  |
|   | 1,000,000                                                                 |             |                                                                                                                                              | Sabine Pass Liquefaction LLC, 5.625%, 2/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 1,020,000                                                                |
|   | 1,500,000                                                                 |             |                                                                                                                                              | Sunoco Logistics Partners Operations LP, 3.45%, 1/15/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    | 1,419,546                                                                |
|   | 555,000                                                                   |             |                                                                                                                                              | Targa Resources Partners LP, 4.25%, 11/15/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 513,375                                                                  |
|   | 2,000,000                                                                 |             |                                                                                                                                              | The Williams Companies, Inc., 5.75%, 6/24/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 1,855,946                                                                |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 10,673,268                                                               |
|   |                                                                      |             |                                                                                                                                              | Coal & Consumable Fuels - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    |                                                                     |
|   | 250,000                                                                   |             |                                                                                                                                              | James River Coal Co., 7.875%, 4/1/19 (d)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $                                                                                       | 312                                                                      |
|   |                                                                      |             |                                                                                                                                              | Total Energy                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $                                                                                       | 26,752,853                                                               |
|   |                                                                      |             |                                                                                                                                              | Materials - 2.0%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Commodity Chemicals - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |                                                                                    |                                                                     |
|   | 1,405,000                                                                 |             |                                                                                                                                              | Axiall Corp., 4.875%, 5/15/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $                                                                                       | 1,355,825                                                                |
|   | 700,000                                                                   |             |                                                                                                                                              | Hexion, Inc., 8.875%, 2/1/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 631,750                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,987,575                                                                |
|   |                                                                      |             |                                                                                                                                              | Specialty Chemicals - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |                                                                                    |                                                                     |
|   | 600,000                                                                   |             |                                                                                                                                              | INEOS Group Holdings SA, 5.875%, 2/15/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $                                                                                       | 603,000                                                                  |
|   |                                                                      |             |                                                                                                                                              | Metal & Glass Containers - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    |                                                                     |
|   | 707,758                                                                   |             |                                                                                                                                              | Ardagh Finance Holdings SA, 8.625%, (0.00% Cash, 8.625% PIK) 6/15/19 (144A) (PIK)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $                                                                                       | 732,530                                                                  |
|   | 200,000                                                                   |             |                                                                                                                                              | Beverage Packaging Holdings Luxembourg II SA, 5.625%, 12/15/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    | 199,625                                                                  |
|   | 300,000                                                                   |             |                                                                                                                                              | Beverage Packaging Holdings Luxembourg II SA, 6.0%, 6/15/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    | 300,000                                                                  |
|   | 425,000                                                                   |             |                                                                                                                                              | Reynolds Group Issuer, Inc., 8.25%, 2/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    | 440,938                                                                  |
|   | 330,000                                                                   |             |                                                                                                                                              | Reynolds Group Issuer, Inc., 9.875%, 8/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 346,500                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 2,019,593                                                                |
|   |                                                                      |             |                                                                                                                                              | Diversified Metals & Mining - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    |                                                                     |
|   | 700,000                                                                   |             |                                                                                                                                              | FMG Resources August 2006 Pty, Ltd., 9.75%, 3/1/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $                                                                                       | 722,750                                                                  |
|   | 500,000                                                                   |             |                                                                                                                                              | MMC Norilsk Nickel OJSC via MMC Finance, Ltd., 5.55%, 10/28/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | 495,565                                                                                 |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,218,315                                                                |
|   |                                                                      |             |                                                                                                                                              | Steel - 0.7%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    |                                                                     |
|   | 200,000                                                                   |             |                                                                                                                                              | Glencore Funding LLC, 4.125%, 5/30/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $                                                                                       | 193,483                                                                  |
|   | 400,000                                                                   |             |                                                                                                                                              | Metalloinvest Finance, Ltd., 5.625%, 4/17/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    | 365,952                                                                  |
| EURO   | 38,709                                                                    | 0.00             |                                                                                                                                              | New World Resources NV, Floating Rate Note, 10/7/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    | 16,824                                                                   |
| EURO   | 29,032                                                                    | 0.00             |                                                                                                                                              | New World Resources NV, Floating Rate Note, 10/7/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    | 5,177                                                                    |
|   | 1,940,000                                                                 |             |                                                                                                                                              | Reliance Steel & Aluminum Co., 4.5%, 4/15/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    | 1,908,469                                                                |
|   | 930,000                                                                   |             |                                                                                                                                              | Steel Dynamics, Inc., 5.125%, 10/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    | 931,860                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 3,421,765                                                                |
|   |                                                                      |             |                                                                                                                                              | Paper Products - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    |                                                                     |
|   | 1,110,000                                                                 |             |                                                                                                                                              | Resolute Forest Products, Inc., 5.875%, 5/15/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $                                                                                       | 1,010,100                                                                |
|   |                                                                      |             |                                                                                                                                              | Total Materials                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $                                                                                       | 10,260,348                                                               |
|   |                                                                      |             |                                                                                                                                              | Capital Goods - 2.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Building Products - 0.7%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    |                                                                     |
|   | 1,000,000                                                                 |             |                                                                                                                                              | Gibraltar Industries, Inc., 6.25%, 2/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $                                                                                       | 1,022,500                                                                |
|   | 1,375,000                                                                 |             |                                                                                                                                              | Griffon Corp., 5.25%, 3/1/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 1,368,125                                                                |
|   | 1,000,000                                                                 |             |                                                                                                                                              | Masco Corp., 4.45%, 4/1/25                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |                                                                                    | 1,002,500                                                                |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 3,393,125                                                                |
|   |                                                                      |             |                                                                                                                                              | Construction & Engineering - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    |                                                                     |
|   | 635,000                                                                   |             |                                                                                                                                              | AECOM, 5.75%, 10/15/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $                                                                                       | 642,938                                                                  |
|   | 1,205,000                                                                 |             |                                                                                                                                              | Amsted Industries, Inc., 5.0%, 3/15/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    | 1,203,494                                                                |
|   | 500,000                                                                   |             |                                                                                                                                              | Empresas ICA SAB de CV, 8.9%, 2/4/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    | 430,000                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 2,276,432                                                                |
|   |                                                                      |             |                                                                                                                                              | Industrial Conglomerates - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    |                                                                     |
|   | 450,000                                                                   |             |                                                                                                                                              | Magnesita Finance, Ltd., 8.625% (Perpetual) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $                                                                                       | 364,455                                                                  |
|   | 400,000                                                                   |             |                                                                                                                                              | Turkiye Sise ve Cam Fabrikalari AS, 4.25%, 5/9/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    | 391,384                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 755,839                                                                  |
|   |                                                                      |             |                                                                                                                                              | Construction & Farm Machinery & Heavy Trucks - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    |                                                                     |
|   | 400,000                                                                   |             |                                                                                                                                              | Commercial Vehicle Group, Inc., 7.875%, 4/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $                                                                                       | 410,000                                                                  |
|   | 350,000                                                                   |             |                                                                                                                                              | Cummins, Inc., 5.65%, 3/1/98                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 367,935                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 777,935                                                                  |
|   |                                                                      |             |                                                                                                                                              | Industrial Machinery - 0.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    |                                                                     |
|   | 750,000                                                                   |             |                                                                                                                                              | Cleaver-Brooks, Inc., 8.75%, 12/15/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $                                                                                       | 738,750                                                                  |
|   | 1,235,000                                                                 |             |                                                                                                                                              | EnPro Industries, Inc., 5.875%, 9/15/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    | 1,256,612                                                                |
|   | 79,000                                                                    |             |                                                                                                                                              | Liberty Tire Recycling LLC, 11.0%, 3/31/21 (0.0% cash, 11.0% PIK) (144A) (PIK)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | 71,890                                                                                  |
|   | 798,000                                                                   |             |                                                                                                                                              | Xerium Technologies, Inc., 8.875%, 6/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |                                                                                    | 825,930                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 2,893,182                                                                |
|   |                                                                      |             |                                                                                                                                              | Trading Companies & Distributors - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    |                                                                     |
|   | 600,000                                                                   |             |                                                                                                                                              | Aircastle, Ltd., 6.25%, 12/1/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $                                                                                       | 650,220                                                                  |
|   |                                                                      |             |                                                                                                                                              | Total Capital Goods                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $                                                                                       | 10,746,733                                                               |
|   |                                                                      |             |                                                                                                                                              | Commercial Services & Supplies - 0.8%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Commercial Printing - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |                                                                                    |                                                                     |
|   | 1,210,000                                                                 |             |                                                                                                                                              | Cenveo Corp., 6.0%, 8/1/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $                                                                                       | 1,137,400                                                                |
|   |                                                                      |             |                                                                                                                                              | Environmental & Facilities Services - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    |                                                                     |
|   | 865,000                                                                   |             |                                                                                                                                              | Safway Group Holding LLC, 7.0%, 5/15/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $                                                                                       | 884,281                                                                  |
|   |                                                                      |             |                                                                                                                                              | Diversified Support Services - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    |                                                                     |
|   | 930,000                                                                   |             |                                                                                                                                              | Allegion US Holding Co, Inc., 5.75%, 10/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $                                                                                       | 960,225                                                                  |
|   | 805,000                                                                   |             |                                                                                                                                              | Transfield Services, Ltd., 8.375%, 5/15/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 857,325                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,817,550                                                                |
|   |                                                                      |             |                                                                                                                                              | Total Commercial Services & Supplies                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $                                                                                       | 3,839,231                                                                |
|   |                                                                      |             |                                                                                                                                              | Transportation - 1.9%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Airlines - 1.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    |                                                                     |
|   | 464,229                                                                   |             |                                                                                                                                              | Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $                                                                                       | 474,674                                                                  |
|   | 500,000                                                                   |             |                                                                                                                                              | Air Canada 2013-1 Class C Pass Through Trust, 6.625%, 5/15/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    | 523,700                                                                  |
|   | 1,478,549                                                                 |             |                                                                                                                                              | American Airlines 2014-1 Class B Pass Through Trust, 4.375%, 10/1/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    | 1,500,728                                                                |
|   | 7,919                                                                     |             |                                                                                                                                              | Continental Airlines 1997-4 Class B Pass Through Trust, 6.9%, 1/2/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    | 8,206                                                                    |
|   | 49,861                                                                    |             |                                                                                                                                              | Continental Airlines 2001-1 Class B Pass Through Trust, 7.373%, 12/15/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | 50,793                                                                                  |
|   | 400,000                                                                   |             |                                                                                                                                              | Delta Air Lines 2010-1 Class B Pass Through Trust, 6.375%, 1/2/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | 409,000                                                                                 |
|   | 900,000                                                                   |             |                                                                                                                                              | Delta Air Lines 2010-2 Class B Pass Through Trust, 6.75%, 11/23/15 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | 915,750                                                                                 |
|   | 540,000                                                                   |             |                                                                                                                                              | Guanay Finance, Ltd., 6.0%, 12/15/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    | 557,388                                                                  |
|   | 101,609                                                                   |             |                                                                                                                                              | Hawaiian Airlines 2013-1 Class A Pass Through Certificates, 3.9%, 1/15/26                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | 101,609                                                                                 |
|   | 1,350,000                                                                 |             |                                                                                                                                              | Intrepid Aviation Group Holdings LLC, 6.875%, 2/15/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 1,255,500                                                                |
|   | 374,821                                                                   |             |                                                                                                                                              | US Airways 2013-1 Class A Pass Through Trust, 3.95%, 5/15/27                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 376,695                                                                  |
|   | 193,381                                                                   |             |                                                                                                                                              | US Airways 2013-1 Class B Pass Through Trust, 5.375%, 11/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    | 198,216                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 6,372,259                                                                |
|   |                                                                      |             |                                                                                                                                              | Marine - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    |                                                                     |
|   | 600,000                                                                   |             |                                                                                                                                              | Navios South American Logistics, Inc., 7.25%, 5/1/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $                                                                                       | 574,500                                                                  |
|   |                                                                      |             |                                                                                                                                              | Railroads - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    |                                                                     |
|   | 1,070,000                                                                 |             |                                                                                                                                              | Florida East Coast Holdings Corp., 6.75%, 5/1/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $                                                                                       | 1,072,675                                                                |
|   |                                                                      |             |                                                                                                                                              | Trucking - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    |                                                                     |
|   | 1,000,000                                                                 |             |                                                                                                                                              | Jack Cooper Holdings Corp., 9.25%, 6/1/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $                                                                                       | 925,000                                                                  |
|   | 325,000                                                                   |             |                                                                                                                                              | Transnet SOC, Ltd., 4.0%, 7/26/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    | 312,130                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,237,130                                                                |
|   |                                                                      |             |                                                                                                                                              | Airport Services - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    |                                                                     |
|   | 160,160                                                                   |             |                                                                                                                                              | Aeropuertos Argentina 2000 SA, 10.75%, 12/1/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $                                                                                       | 171,371                                                                  |
|   |                                                                      |             |                                                                                                                                              | Total Transportation                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 9,427,935                                                                |
|   |                                                                      |             |                                                                                                                                              | Automobiles & Components - 0.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Auto Parts & Equipment - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    |                                                                     |
|   | 400,000                                                                   |             |                                                                                                                                              | International Automotive Components Group SA, 9.125%, 6/1/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $                                                                                       | 408,000                                                                  |
|   | 481,000                                                                   |             |                                                                                                                                              | Pittsburgh Glass Works LLC, 8.0%, 11/15/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 506,252                                                                  |
|   | 950,000                                                                   |             |                                                                                                                                              | Stackpole International Intermediate, 7.75%, 10/15/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 935,750                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,850,002                                                                |
|   |                                                                      |             |                                                                                                                                              | Automobile Manufacturers - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    |                                                                     |
|   | 950,000                                                                   |             |                                                                                                                                              | Geely Automobile Holdings, Ltd., 5.25%, 10/6/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $                                                                                       | 966,625                                                                  |
|   |                                                                      |             |                                                                                                                                              | Total Automobiles & Components                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $                                                                                       | 2,816,627                                                                |
|   |                                                                      |             |                                                                                                                                              | Consumer Durables & Apparel - 1.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Homebuilding - 1.0%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    |                                                                     |
|   | 765,000                                                                   |             |                                                                                                                                              | DR Horton, Inc., 5.75%, 8/15/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $                                                                                       | 808,988                                                                  |
|   | 500,000                                                                   |             |                                                                                                                                              | KB Home, Inc., 7.0%, 12/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    | 516,250                                                                  |
|   | 200,000                                                                   |             |                                                                                                                                              | KB Home, Inc., 8.0%, 3/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 220,000                                                                  |
|   | 675,000                                                                   |             |                                                                                                                                              | Lennar Corp., 4.5%, 6/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    | 688,500                                                                  |
|   | 890,000                                                                   |             |                                                                                                                                              | MDC Holdings, Inc., 5.5%, 1/15/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 874,425                                                                  |
|   | 1,000,000                                                                 |             |                                                                                                                                              | Standard Pacific Corp., 6.25%, 12/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    | 1,060,000                                                                |
|   | 1,000,000                                                                 |             |                                                                                                                                              | Taylor Morrison Communities, Inc., 5.875%, 4/15/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    | 987,500                                                                  |
|   | 95,000                                                                    |             |                                                                                                                                              | The Ryland Group, Inc., 5.375%, 10/1/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    | 95,950                                                                   |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 5,251,613                                                                |
|   |                                                                      |             |                                                                                                                                              | Household Appliances - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    |                                                                     |
|   | 400,000                                                                   |             |                                                                                                                                              | Arcelik AS, 5.0%, 4/3/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $                                                                                       | 382,648                                                                  |
|   |                                                                      |             |                                                                                                                                              | Textiles - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    |                                                                     |
|   | 400,000                                                                   |             |                                                                                                                                              | Springs Industries, Inc., 6.25%, 6/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $                                                                                       | 391,000                                                                  |
|   |                                                                      |             |                                                                                                                                              | Total Consumer Durables & Apparel                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $                                                                                       | 6,025,261                                                                |
|   |                                                                      |             |                                                                                                                                              | Consumer Services - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Casinos & Gaming - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    |                                                                     |
|   | 800,000                                                                   |             |                                                                                                                                              | Scientific Games International, Inc., 10.0%, 12/1/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 766,000                                                                  |
|   |                                                                      |             |                                                                                                                                              | Specialized Consumer Services - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   | 1,135,000                                                                 |             |                                                                                                                                              | Sotheby's, 5.25%, 10/1/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $                                                                                       | 1,112,300                                                                |
|   |                                                                      |             |                                                                                                                                              | Total Consumer Services                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $                                                                                       | 1,878,300                                                                |
|   |                                                                      |             |                                                                                                                                              | Media - 1.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Broadcasting - 0.7%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    |                                                                     |
|   | 600,000                                                                   |             |                                                                                                                                              | CCO Holdings LLC, 6.625%, 1/31/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $                                                                                       | 625,500                                                                  |
|   | 1,000,000                                                                 |             |                                                                                                                                              | DIRECTV Holdings LLC, 5.15%, 3/15/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    | 940,802                                                                  |
|   | 1,120,000                                                                 |             |                                                                                                                                              | Gannett Co., Inc., 6.375%, 10/15/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    | 1,166,200                                                                |
|   | 825,000                                                                   |             |                                                                                                                                              | Quebecor Media, Inc., 5.75%, 1/15/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    | 822,938                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 3,555,440                                                                |
|   |                                                                      |             |                                                                                                                                              | Cable & Satellite - 0.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    |                                                                     |
|   | 475,000                                                                   |             |                                                                                                                                              | CCO Holdings LLC, 5.75%, 9/1/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $                                                                                       | 475,891                                                                  |
|   | 250,000                                                                   |             |                                                                                                                                              | Intelsat Jackson Holdings SA, 7.25%, 4/1/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    | 253,750                                                                  |
|   | 830,000                                                                   |             |                                                                                                                                              | Sirius XM Radio, Inc., 4.625%, 5/15/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    | 779,162                                                                  |
|   | 1,000,000                                                                 |             |                                                                                                                                              | Virgin Media Secured Finance Plc, 5.25%, 1/15/26 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    | 966,250                                                                  |
|   | 450,000                                                                   |             |                                                                                                                                              | Virgin Media Secured Finance Plc, 5.375%, 4/15/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    | 463,500                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 2,938,553                                                                |
|   |                                                                      |             |                                                                                                                                              | Movies & Entertainment - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    |                                                                     |
|   | 1,500,000                                                                 |             |                                                                                                                                              | Time Warner, Inc., 4.85%, 7/15/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $                                                                                       | 1,455,180                                                                |
|   |                                                                      |             |                                                                                                                                              | Publishing - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    |                                                                     |
|   | 100,000                                                                   |             |                                                                                                                                              | MPL 2 Acquisition Canco, Inc., 9.875%, 8/15/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $                                                                                       | 105,375                                                                  |
|   |                                                                      |             |                                                                                                                                              | Total Media                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $                                                                                       | 8,054,548                                                                |
|   |                                                                      |             |                                                                                                                                              | Retailing - 1.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Catalog Retail - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    |                                                                     |
|   | 1,500,000                                                                 |             |                                                                                                                                              | QVC, Inc., 4.45%, 2/15/25                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $                                                                                       | 1,447,416                                                                |
|   |                                                                      |             |                                                                                                                                              | Department Stores - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    |                                                                     |
|   | 525,000                                                                   |             |                                                                                                                                              | Grupo Famsa SAB de CV, 7.25%, 6/1/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $                                                                                       | 467,408                                                                  |
|   |                                                                      |             |                                                                                                                                              | Apparel Retail - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    |                                                                     |
|   | 750,000                                                                   |             |                                                                                                                                              | Brown Shoe Co., Inc., 7.125%, 5/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $                                                                                       | 779,250                                                                  |
|   |                                                                      |             |                                                                                                                                              | Computer & Electronics Retail - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    |                                                                     |
|   | 930,000                                                                   |             |                                                                                                                                              | Rent-A-Center, Inc., 6.625%, 11/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $                                                                                       | 909,075                                                                  |
|   |                                                                      |             |                                                                                                                                              | Specialty Stores - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    |                                                                     |
|   | 600,000                                                                   |             |                                                                                                                                              | Radio Systems Corp., 8.375%, 11/1/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $                                                                                       | 636,000                                                                  |
|   |                                                                      |             |                                                                                                                                              | Automotive Retail - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    |                                                                     |
|   | 1,325,000                                                                 |             |                                                                                                                                              | CST Brands, Inc., 5.0%, 5/1/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $                                                                                       | 1,318,375                                                                |
|   |                                                                      |             |                                                                                                                                              | Total Retailing                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $                                                                                       | 5,557,524                                                                |
|   |                                                                      |             |                                                                                                                                              | Food & Staples Retailing - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Food Retail - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    |                                                                     |
|   | 1,150,000                                                                 |             |                                                                                                                                              | C&S Group Enterprises LLC, 5.375%, 7/15/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $                                                                                       | 1,081,000                                                                |
|   | 1,060,000                                                                 |             |                                                                                                                                              | Darling Ingredients, Inc., 5.375%, 1/15/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |                                                                                    | 1,060,000                                                                |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 2,141,000                                                                |
|   |                                                                      |             |                                                                                                                                              | Total Food & Staples Retailing                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $                                                                                       | 2,141,000                                                                |
|   |                                                                      |             |                                                                                                                                              | Food, Beverage & Tobacco - 1.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Distillers & Vintners - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    |                                                                     |
|   | 470,000                                                                   |             |                                                                                                                                              | Constellation Brands, Inc., 3.75%, 5/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $                                                                                       | 460,600                                                                  |
|   |                                                                      |             |                                                                                                                                              | Agricultural Products - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    |                                                                     |
|   | 800,000                                                                   |             |                                                                                                                                              | Southern States Cooperative, Inc., 10.0%, 8/15/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $                                                                                       | 748,000                                                                  |
|   |                                                                      |             |                                                                                                                                              | Packaged Foods & Meats - 0.7%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    |                                                                     |
|   | 75,000                                                                    |             |                                                                                                                                              | Agrokor dd, 8.875%, 2/1/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $                                                                                       | 81,300                                                                   |
|   | 428,000                                                                   |             |                                                                                                                                              | Chiquita Brands International, Inc., 7.875%, 2/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    | 461,170                                                                  |
|   | 400,000                                                                   |             |                                                                                                                                              | Dole Food Co., Inc., 7.25%, 5/1/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    | 404,000                                                                  |
|   | 300,000                                                                   |             |                                                                                                                                              | FAGE Dairy Industry SA, 9.875%, 2/1/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    | 312,750                                                                  |
|   | 1,105,000                                                                 |             |                                                                                                                                              | Marfrig Holding Europe BV, 6.875%, 6/24/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 1,052,512                                                                |
|   | 500,000                                                                   |             |                                                                                                                                              | MHP SA, 8.25%, 4/2/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 400,000                                                                  |
|   | 400,000                                                                   |             |                                                                                                                                              | Minerva Luxembourg SA, 7.75%, 1/31/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 403,000                                                                  |
|   | 550,000                                                                   |             |                                                                                                                                              | Post Holdings, Inc., 7.375%, 2/15/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    | 559,625                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 3,674,357                                                                |
|   |                                                                      |             |                                                                                                                                              | Tobacco - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    |                                                                     |
|   | 800,000                                                                   |             |                                                                                                                                              | Alliance One International, Inc., 9.875%, 7/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $                                                                                       | 700,000                                                                  |
|   |                                                                      |             |                                                                                                                                              | Total Food, Beverage & Tobacco                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $                                                                                       | 5,582,957                                                                |
|   |                                                                      |             |                                                                                                                                              | Health Care Equipment & Services - 2.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Health Care Supplies - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    |                                                                     |
|   | 100,000                                                                   |             |                                                                                                                                              | ConvaTec Healthcare E SA, 10.5%, 12/15/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $                                                                                       | 105,500                                                                  |
|   | 100,000                                                                   |             |                                                                                                                                              | Immucor, Inc., 11.125%, 8/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    | 106,000                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 211,500                                                                  |
|   |                                                                      |             |                                                                                                                                              | Health Care Distributors - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    |                                                                     |
|   | 1,500,000                                                                 |             |                                                                                                                                              | McKesson Corp., 4.883%, 3/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $                                                                                       | 1,490,634                                                                |
|   |                                                                      |             |                                                                                                                                              | Health Care Services - 0.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    |                                                                     |
|   | 1,125,000                                                                 |             |                                                                                                                                              | Catamaran Corp., 4.75%, 3/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $                                                                                       | 1,245,938                                                                |
|   | 1,360,000                                                                 |             |                                                                                                                                              | DaVita HealthCare Partners, Inc., 5.125%, 7/15/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 1,337,050                                                                |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 2,582,988                                                                |
|   |                                                                      |             |                                                                                                                                              | Health Care Facilities - 1.0%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    |                                                                     |
|   | 545,000                                                                   |             |                                                                                                                                              | Amsurg Corp., 5.625%, 7/15/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $                                                                                       | 549,769                                                                  |
|   | 200,000                                                                   |             |                                                                                                                                              | Capella Healthcare, Inc., 9.25%, 7/1/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    | 204,750                                                                  |
|   | 1,075,000                                                                 |             |                                                                                                                                              | CHS, Inc., 8.0%, 11/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    | 1,132,781                                                                |
|   | 1,000,000                                                                 |             |                                                                                                                                              | HCA, Inc., 5.375%, 2/1/25                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    | 1,016,300                                                                |
|   | 400,000                                                                   |             |                                                                                                                                              | Kindred Healthcare, Inc., 6.375%, 4/15/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    | 399,500                                                                  |
|   | 1,480,000                                                                 |             |                                                                                                                                              | Tenet Healthcare Corp., 4.375%, 10/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    | 1,446,700                                                                |
|   | 265,000                                                                   |             |                                                                                                                                              | Tenet Healthcare Corp., 4.5%, 4/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    | 262,350                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 5,012,150                                                                |
|   |                                                                      |             |                                                                                                                                              | Managed Health Care - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |                                                                                    |                                                                     |
|   | 1,815,000                                                                 |             |                                                                                                                                              | WellCare Health Plans, Inc., 5.75%, 11/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $                                                                                       | 1,887,600                                                                |
|   |                                                                      |             |                                                                                                                                              | Health Care Technology - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    |                                                                     |
|   | 175,000                                                                   |             |                                                                                                                                              | MedAssets, Inc., 8.0%, 11/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $                                                                                       | 181,220                                                                  |
|   |                                                                      |             |                                                                                                                                              | Total Health Care Equipment & Services                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $                                                                                       | 11,366,092                                                               |
|   |                                                                      |             |                                                                                                                                              | Pharmaceuticals, Biotechnology & Life Sciences - 1.0%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Biotechnology - 0.7%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   | 2,500,000                                                                 |             |                                                                                                                                              | Amgen, Inc., 5.375%, 5/15/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $                                                                                       | 2,652,935                                                                |
|   | 600,000                                                                   |             |                                                                                                                                              | Lantheus Medical Imaging, Inc., 9.75%, 5/15/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    | 616,200                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 3,269,135                                                                |
|   |                                                                      |             |                                                                                                                                              | Pharmaceuticals - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    |                                                                     |
|   | 705,000                                                                   |             |                                                                                                                                              | DPx Holdings BV, 7.5%, 2/1/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 734,962                                                                  |
|   | 875,000                                                                   |             |                                                                                                                                              | Endo Finance LLC, 5.375%, 1/15/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    | 864,062                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,599,024                                                                |
|   |                                                                      |             |                                                                                                                                              | Total Pharmaceuticals, Biotechnology & Life Sciences                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $                                                                                       | 4,868,159                                                                |
|   |                                                                      |             |                                                                                                                                              | Banks - 2.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Diversified Banks - 2.0%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    |                                                                     |
|   | 800,000                                                                   | 6.38             |                                                                                                                                              | Banco Santander SA, Floating Rate Note (Perpetual)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $                                                                                       | 780,202                                                                  |
|   | 400,000                                                                   |             |                                                                                                                                              | Bank of America Corp., 6.11%, 1/29/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    | 448,327                                                                  |
|   | 800,000                                                                   | 6.50             |                                                                                                                                              | Bank of America Corp., Floating Rate Note, 10/23/49                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    | 828,000                                                                  |
|   | 925,000                                                                   | 6.25             |                                                                                                                                              | Bank of America Corp., Floating Rate Note, 9/29/49                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    | 920,958                                                                  |
|   | 640,000                                                                   | 5.95             |                                                                                                                                              | Citigroup, Inc., Floating Rate Note (Perpetual)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    | 630,400                                                                  |
|   | 1,500,000                                                                 | 5.90             |                                                                                                                                              | Citigroup, Inc., Floating Rate Note (Perpetual)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    | 1,477,500                                                                |
|   | 1,900,000                                                                 | 6.62             |                                                                                                                                              | Credit Agricole SA, Floating Rate Note (Perpetual) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    | 1,854,400                                                                |
|   | 525,000                                                                   |             |                                                                                                                                              | Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 598,914                                                                  |
|   | 500,000                                                                   |             |                                                                                                                                              | Macquarie Bank, Ltd., 6.625%, 4/7/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    | 572,709                                                                  |
|   | 425,000                                                                   | 4.00             |                                                                                                                                              | Oversea-Chinese Banking Corp., Ltd., Floating Rate Note, 10/15/24 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | 435,194                                                                                 |
|   | 300,000                                                                   |             |                                                                                                                                              | VTB Bank OJSC Via VTB Capital SA, 6.95%, 10/17/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    | 269,694                                                                  |
|   | 1,150,000                                                                 | 5.88             |                                                                                                                                              | Wells Fargo & Co., Floating Rate Note (Perpetual)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    | 1,177,370                                                                |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 9,993,668                                                                |
|   |                                                                      |             |                                                                                                                                              | Regional Banks - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    |                                                                     |
|   | 250,000                                                                   |             |                                                                                                                                              | HSBC Bank USA NA New York NY, 6.0%, 8/9/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $                                                                                       | 271,862                                                                  |
|   | 625,000                                                                   | 6.75             |                                                                                                                                              | The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    | 692,188                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 964,050                                                                  |
|   |                                                                      |             |                                                                                                                                              | Thrifts & Mortgage Finance - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    |                                                                     |
|   | 1,000,000                                                                 |             |                                                                                                                                              | Provident Funding Associates LP, 6.75%, 6/15/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $                                                                                       | 955,000                                                                  |
|   |                                                                      |             |                                                                                                                                              | Total Banks                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $                                                                                       | 11,912,718                                                               |
|   |                                                                      |             |                                                                                                                                              | Diversified Financials - 4.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Other Diversified Financial Services - 1.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    |                                                                     |
|   | 1,665,000                                                                 |             |                                                                                                                                              | Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $                                                                                       | 1,729,800                                                                |
|   | 1,000,000                                                                 |             |                                                                                                                                              | Fixed Income Trust Series 2013-A, 10/15/97 (Step) (144A) (c)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 691,055                                                                  |
|   | 2,360,000                                                                 | 6.75             |                                                                                                                                              | JPMorgan Chase & Co., Floating Rate Note, 8/29/49                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    | 2,521,495                                                                |
|   | 500,000                                                                   |             |                                                                                                                                              | SUAM Finance BV, 4.875%, 4/17/24 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    | 503,750                                                                  |
|   | 1,030,000                                                                 |             |                                                                                                                                              | Summit Midstream Holdings LLC, 7.5%, 7/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    | 1,078,925                                                                |
|   | 100,000                                                                   | 0.00             |                                                                                                                                              | Tiers Trust, Floating Rate Note, 10/15/97 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    | 87,931                                                                   |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 6,612,956                                                                |
|   |                                                                      |             |                                                                                                                                              | Specialized Finance - 0.8%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |                                                                                    |                                                                     |
|   | 500,000                                                                   |             |                                                                                                                                              | Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $                                                                                       | 550,086                                                                  |
|   | 1,375,000                                                                 |             |                                                                                                                                              | Fly Leasing, Ltd., 6.375%, 10/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    | 1,392,188                                                                |
|   | 720,000                                                                   |             |                                                                                                                                              | Nationstar Mortgage LLC, 6.5%, 6/1/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    | 657,900                                                                  |
|   | 725,000                                                                   |             |                                                                                                                                              | Nationstar Mortgage LLC, 6.5%, 7/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    | 675,156                                                                  |
|   | 700,000                                                                   |             |                                                                                                                                              | Oxford Finance LLC, 7.25%, 1/15/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    | 721,000                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 3,996,330                                                                |
|   |                                                                      |             |                                                                                                                                              | Consumer Finance - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    |                                                                     |
|   | 250,000                                                                   |             |                                                                                                                                              | Ally Financial, Inc., 4.625%, 5/19/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $                                                                                       | 246,875                                                                  |
|   | 66,670                                                                    |             |                                                                                                                                              | Tarjeta Naranja SA, 9.0%, 1/28/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    | 68,750                                                                   |
|   | 1,035,000                                                                 |             |                                                                                                                                              | TMX Finance LLC, 8.5%, 9/15/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    | 848,700                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,164,325                                                                |
|   |                                                                      |             |                                                                                                                                              | Asset Management & Custody Banks - 1.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    |                                                                     |
|   | 915,000                                                                   |             |                                                                                                                                              | Affiliated Managers Group, Inc., 4.25%, 2/15/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $                                                                                       | 942,825                                                                  |
|   | 300,000                                                                   |             |                                                                                                                                              | Blackstone Holdings Finance Co., LLC, 5.0%, 6/15/44 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |                                                                                    | 300,749                                                                  |
|   | 750,000                                                                   |             |                                                                                                                                              | Blackstone Holdings Finance Co., LLC, 6.25%, 8/15/42 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    | 875,468                                                                  |
|   | 500,000                                                                   |             |                                                                                                                                              | JBS Investment Management, Ltd., 7.25%, 4/3/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    | 517,500                                                                  |
|   | 1,500,000                                                                 |             |                                                                                                                                              | KKR Group Finance Co., II LLC, 5.5%, 2/1/43 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    | 1,518,278                                                                |
|   | 1,250,000                                                                 |             |                                                                                                                                              | Legg Mason, Inc., 3.95%, 7/15/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    | 1,264,089                                                                |
|   | 500,000                                                                   |             |                                                                                                                                              | Legg Mason, Inc., 5.625%, 1/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 533,470                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 5,952,379                                                                |
|   |                                                                      |             |                                                                                                                                              | Investment Banking & Brokerage - 0.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    |                                                                     |
|   | 750,000                                                                   |             |                                                                                                                                              | Morgan Stanley, 4.1%, 5/22/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $                                                                                       | 751,402                                                                  |
|   | 250,000                                                                   |             |                                                                                                                                              | Morgan Stanley, 4.875%, 11/1/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    | 265,927                                                                  |
|   | 300,000                                                                   |             |                                                                                                                                              | The Goldman Sachs Group, Inc., 6.45%, 5/1/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 338,523                                                                  |
|   | 225,000                                                                   |             |                                                                                                                                              | The Goldman Sachs Group, Inc., 6.75%, 10/1/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    | 263,913                                                                  |
|   | 1,050,000                                                                 |             |                                                                                                                                              | UBS AG, 7.625%, 8/17/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    | 1,230,599                                                                |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 2,850,364                                                                |
|   |                                                                      |             |                                                                                                                                              | Total Diversified Financials                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $                                                                                       | 20,576,354                                                               |
|   |                                                                      |             |                                                                                                                                              | Insurance - 7.7%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Life & Health Insurance - 0.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    |                                                                     |
|   | 500,000                                                                   |             |                                                                                                                                              | Fidelity & Guaranty Life Holdings, Inc., 6.375%, 4/1/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $                                                                                       | 520,000                                                                  |
|   | 1,500,000                                                                 | 5.88             |                                                                                                                                              | Prudential Financial, Inc., Floating Rate Note, 9/15/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    | 1,585,200                                                                |
| GBP    | 202,103                                                                   |             |                                                                                                                                              | TIG FINCO Plc, 8.75%, 4/2/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 314,749                                                                  |
| GBP    | 35,665                                                                    | N/A              |                                                                                                                                              | TIG FINCO Plc, Floating Rate Note, 3/2/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    | 58,910                                                                   |
|   | 615,000                                                                   | 5.65             |                                                                                                                                              | Voya Financial, Inc., Floating Rate Note, 5/15/53                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 628,069                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 3,106,928                                                                |
|   |                                                                      |             |                                                                                                                                              | Reinsurance - 7.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    |                                                                     |
|   | 2,501,147                                                                 |             |                                                                                                                                              | Altair Re, Variable Rate Notes, 6/30/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $                                                                                       | 1,457,168                                                                |
|   | 1,000,000                                                                 |             |                                                                                                                                              | Altair Re, Variable Rate Notes, 6/30/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    | 1,030,000                                                                |
|   | 600,000                                                                   |             |                                                                                                                                              | Arlington Segregated Account (Kane SAC Ltd.), Variable Rate Notes, 8/1/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | 683,580                                                                                 |
|   | 500,000                                                                   |             |                                                                                                                                              | Arlington Segregated Account (KANE SAC Ltd.), Variable Rate Notes, 8/31/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | 503,550                                                                                 |
|   | 250,000                                                                   | 3.46             |                                                                                                                                              | Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    | 254,275                                                                  |
|   | 500,000                                                                   |             |                                                                                                                                              | Berwick Segregated Account (KANE SAC Ltd.), Variable Rate Note, 1/22/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | 511,100                                                                                 |
|   | 750,000                                                                   | 4.37             |                                                                                                                                              | Blue Danube II, Ltd., Floating Rate Note, 5/23/18 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    | 745,725                                                                  |
|   | 1,000,000                                                                 | 6.86             |                                                                                                                                              | Caelus Re, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    | 1,003,000                                                                |
|   | 1,500,000                                                                 |             |                                                                                                                                              | Carnoustie Segregated Account (KANE SAC Ltd.), Variable Rate Notes, 2/19/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | 1,594,950                                                                               |
|   | 250,000                                                                   | 4.26             |                                                                                                                                              | Citrus Re, Ltd., Floating Rate Note, 4/18/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    | 242,875                                                                  |
|   | 350,000                                                                   | 3.76             |                                                                                                                                              | Citrus Re, Ltd., Floating Rate Note, 4/24/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    | 340,725                                                                  |
|   | 400,000                                                                   |             |                                                                                                                                              | Clarendon Segregated Account (KANE SAC Ltd.), Variable Rate Notes, 6/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | 383,920                                                                                 |
|   | 250,000                                                                   | 0.00             |                                                                                                                                              | Compass Re II, Ltd., Floating Rate Note, 12/8/15 (Cat Bond)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    | 238,100                                                                  |
|   | 250,000                                                                   | 9.00             |                                                                                                                                              | East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    | 252,150                                                                  |
|   | 1,000,000                                                                 | 5.01             |                                                                                                                                              | Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/7/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | 999,900                                                                                 |
|   | 1,050,525                                                                 |             |                                                                                                                                              | Exeter Segregated Account (KANE SAC Ltd.), Variable Rate Notes, 1/7/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    | 1,059,875                                                                |
|   | 1,050,000                                                                 |             |                                                                                                                                              | Fairfield Segregated Account (KANE SAC Ltd.), Variable Rate Notes, 2/2/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | 1,004,325                                                                               |
|   | 1,000,000                                                                 | 7.43             |                                                                                                                                              | Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    | 1,006,600                                                                |
|   | 600,000                                                                   | 6.70             |                                                                                                                                              | Gator Re, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 541,440                                                                  |
|   | 1,100,000                                                                 |             |                                                                                                                                              | Gloucester Segregated Account (Kane SAC Ltd.), Variable Rate Notes, 6/12/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | 1,100,000                                                                               |
|   | 250,000                                                                   | 2.22             |                                                                                                                                              | Golden State Re II, Ltd., Floating Rate Note, 1/8/19 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    | 248,050                                                                  |
|   | 2,100,000                                                                 |             |                                                                                                                                              | Gullane Segregated Account (KANE SAC Ltd.), Variable Rate Notes, 1/22/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | 2,206,680                                                                               |
|   | 294,350                                                                   |             |                                                                                                                                              | Hereford Segregated Account (KANE SAC Ltd.), Variable Rate Notes, 1/7/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | 297,912                                                                                 |
|   | 250,000                                                                   | 4.51             |                                                                                                                                              | Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    | 247,725                                                                  |
|   | 350,000                                                                   | 4.52             |                                                                                                                                              | Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    | 335,440                                                                  |
|   | 650,000                                                                   | 4.77             |                                                                                                                                              | Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    | 625,820                                                                  |
|   | 250,000                                                                   |             |                                                                                                                                              | Lorenz Re, Ltd., Variable Rate Notes, 3/31/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    | 254,175                                                                  |
|   | 500,000                                                                   | 2.02             |                                                                                                                                              | Merna Re V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    | 497,650                                                                  |
|   | 533,600                                                                   |             |                                                                                                                                              | Muirfield Segregated Account (KANE SAC Ltd.), Variable Rate Notes, 1/12/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | 537,869                                                                                 |
|   | 500,000                                                                   | 11.83            |                                                                                                                                              | Mythen Re, Ltd., Series 2012-2 Class A, Floating Rate Note, 11/10/16 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | 496,450                                                                                 |
|   | 2,000,000                                                                 |             |                                                                                                                                              | Pangaea Re, Series 2015-1, Principal at Risk Notes, 2/1/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |                                                                                    | 2,116,200                                                                |
|   | 2,000,000                                                                 |             |                                                                                                                                              | Pangaea Re, Series 2015-2, Principal at Risk Notes, 11/30/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 2,009,800                                                                |
|   | 2,000,000                                                                 |             |                                                                                                                                              | Pangaea Re., Variable Rate Notes, 7/1/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    | 36,000                                                                   |
|   | 1,503,871                                                                 |             |                                                                                                                                              | PI-4, Series C - 2014, (KANE SAC Ltd.), Variable Rate Notes, 7/7/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    | 1,506,277                                                                |
|   | 700,000                                                                   |             |                                                                                                                                              | Prestwick Segregated Account (KANE SAC Ltd.), Variable Rate Notes, 7/1/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | 715,540                                                                                 |
|   | 800,000                                                                   | 4.51             |                                                                                                                                              | Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | 807,840                                                                                 |
|   | 500,000                                                                   | 10.01            |                                                                                                                                              | Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | 516,300                                                                                 |
|   | 1,000,000                                                                 | 3.54             |                                                                                                                                              | Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    | 974,200                                                                  |
|   | 500,000                                                                   | 3.91             |                                                                                                                                              | Sanders Re, Ltd., Floating Rate Note, 6/7/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    | 494,500                                                                  |
|   | 1,433                                                                     |             |                                                                                                                                              | Sector Re V, Ltd., Variable Rate Notes, 12/1/18 (144A) (c)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |                                                                                    | 10,324                                                                   |
|   | 500,000                                                                   |             |                                                                                                                                              | Sector Re V, Ltd., Variable Rate Notes, 12/1/19 (144A) (c)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |                                                                                    | 527,150                                                                  |
|   | 1,205                                                                     |             |                                                                                                                                              | Sector Re V, Ltd., Variable Rate Notes, 3/30/19  (144A) (c)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    | 165,089                                                                  |
|   | 400,000                                                                   |             |                                                                                                                                              | Silverton Re, Ltd., Variable Rate Notes, 9/16/16 (144A) (c)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    | 15,600                                                                   |
|   | 800,000                                                                   |             |                                                                                                                                              | Silverton Re, Ltd., Variable Rate Notes, 9/18/17 (144A) (c)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    | 888,320                                                                  |
|   | 1,200,000                                                                 |             |                                                                                                                                              | St. Andrews Segregated Account (KANE SAC Ltd.), Variable Rate Notes, 1/22/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | 1,224,480                                                                               |
|   | 550,600                                                                   |             |                                                                                                                                              | Troon Segregated Account (KANE SAC Ltd.), Variable Rate Notes, 1/12/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | 553,738                                                                                 |
|   | 2,000,000                                                                 |             |                                                                                                                                              | Versutus Ltd., Series 2015-A, Variable Rate Notes, 12/31/2017                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    | 2,095,600                                                                |
|   | 250,000                                                                   | 2.76             |                                                                                                                                              | Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    | 253,225                                                                  |
|   | 250,000                                                                   | 2.52             |                                                                                                                                              | Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 252,850                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 35,864,062                                                               |
|   |                                                                      |             |                                                                                                                                              | Total Insurance                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $                                                                                       | 38,970,990                                                               |
|   |                                                                      |             |                                                                                                                                              | Real Estate - 0.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Office REIT - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    |                                                                     |
|   | 1,000,000                                                                 |             |                                                                                                                                              | DuPont Fabros Technology LP, 5.875%, 9/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $                                                                                       | 1,012,500                                                                |
|   |                                                                      |             |                                                                                                                                              | Specialized REIT - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    |                                                                     |
|   | 1,129,903                                                                 |             |                                                                                                                                              | AAF Holdings LLC, 12.0%, 7/1/19 (144A) (12.0% cash, 0.0% PIK) (PIK)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $                                                                                       | 1,115,779                                                                |
|   | 500,000                                                                   |             |                                                                                                                                              | Iron Mountain, Inc., 5.75%, 8/15/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    | 500,312                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,616,091                                                                |
|   |                                                                      |             |                                                                                                                                              | Total Real Estate                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $                                                                                       | 2,628,591                                                                |
|   |                                                                      |             |                                                                                                                                              | Software & Services - 0.7%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Internet Software & Services - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    |                                                                     |
|   | 1,150,000                                                                 |             |                                                                                                                                              | Bankrate, Inc., 6.125%, 8/15/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $                                                                                       | 1,115,500                                                                |
|   | 705,000                                                                   |             |                                                                                                                                              | j2 Global, Inc., 8.0%, 8/1/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    | 761,400                                                                  |
|   | 285,000                                                                   |             |                                                                                                                                              | VeriSign, Inc., 4.625%, 5/1/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    | 273,956                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 2,150,856                                                                |
|   |                                                                      |             |                                                                                                                                              | Data Processing & Outsourced Services - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    |                                                                     |
|   | 1,000,000                                                                 |             |                                                                                                                                              | Cardtronics, Inc., 5.125%, 8/1/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $                                                                                       | 977,500                                                                  |
|   |                                                                      |             |                                                                                                                                              | Application Software - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    |                                                                     |
|   | 200,000                                                                   |             |                                                                                                                                              | Igloo Holdings Corp., 8.25%, 12/15/17 (8.25% Cash, 9.00% PIK) (144A) (PIK)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $                                                                                       | 202,500                                                                  |
|   |                                                                      |             |                                                                                                                                              | Total Software & Services                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $                                                                                       | 3,330,856                                                                |
|   |                                                                      |             |                                                                                                                                              | Technology Hardware & Equipment - 1.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Computer Hardware Storage & Peripherals - 0.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    |                                                                     |
|   | 1,160,000                                                                 |             |                                                                                                                                              | NCR Corp., 6.375%, 12/15/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $                                                                                       | 1,229,600                                                                |
|   | 1,100,000                                                                 |             |                                                                                                                                              | Seagate HDD Cayman, 4.75%, 1/1/25 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    | 1,093,237                                                                |
|   | 885,000                                                                   |             |                                                                                                                                              | Seagate HDD Cayman, 4.75%, 6/1/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 898,866                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 3,221,703                                                                |
|   |                                                                      |             |                                                                                                                                              | Electronic Components - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    |                                                                     |
| EURO   | 300,000                                                                   |             |                                                                                                                                              | Belden, Inc., 5.5%, 4/15/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $                                                                                       | 345,636                                                                  |
|   | 1,360,000                                                                 |             |                                                                                                                                              | Belden, Inc., 5.5%, 9/1/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 1,349,800                                                                |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,695,436                                                                |
|   |                                                                      |             |                                                                                                                                              | Electronic Manufacturing Services - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    |                                                                     |
|   | 585,000                                                                   |             |                                                                                                                                              | Flextronics International, Ltd., 4.625%, 2/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $                                                                                       | 598,162                                                                  |
|   | 695,000                                                                   |             |                                                                                                                                              | Flextronics International, Ltd., 5.0%, 2/15/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    | 708,587                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,306,749                                                                |
|   |                                                                      |             |                                                                                                                                              | Total Technology Hardware & Equipment                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $                                                                                       | 6,223,888                                                                |
|   |                                                                      |             |                                                                                                                                              | Semiconductors & Semiconductor Equipment - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Semiconductor Equipment - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    |                                                                     |
|   | 1,000,000                                                                 |             |                                                                                                                                              | Entegris, Inc., 6.0%, 4/1/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $                                                                                       | 1,027,500                                                                |
|   |                                                                      |             |                                                                                                                                              | Semiconductors - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    |                                                                     |
|   | 220,000                                                                   |             |                                                                                                                                              | Advanced Micro Devices, Inc., 6.75%, 3/1/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $                                                                                       | 199,650                                                                  |
|   | 320,000                                                                   |             |                                                                                                                                              | Advanced Micro Devices, Inc., 7.5%, 8/15/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    | 282,400                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 482,050                                                                  |
|   |                                                                      |             |                                                                                                                                              | Total Semiconductors & Semiconductor Equipment                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $                                                                                       | 1,509,550                                                                |
|   |                                                                      |             |                                                                                                                                              | Telecommunication Services - 2.9%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Integrated Telecommunication Services - 1.8%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    |                                                                     |
|   | 2,000,000                                                                 |             |                                                                                                                                              | AT&T, Inc., 3.9%, 3/11/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $                                                                                       | 2,016,960                                                                |
|   | 150,000                                                                   |             |                                                                                                                                              | CenturyLink, Inc., 7.6%, 9/15/39                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    | 135,938                                                                  |
|   | 1,300,000                                                                 |             |                                                                                                                                              | CenturyLink, Inc., 7.65%, 3/15/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 1,176,500                                                                |
|   | 250,000                                                                   |             |                                                                                                                                              | Frontier Communications Corp., 7.625%, 4/15/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    | 220,625                                                                  |
|   | 500,000                                                                   |             |                                                                                                                                              | Frontier Communications Corp., 8.75%, 4/15/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    | 495,000                                                                  |
|   | 200,000                                                                   |             |                                                                                                                                              | Frontier Communications Corp., 9.0%, 8/15/31                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 182,000                                                                  |
|   | 200,000                                                                   |             |                                                                                                                                              | Ooredoo International Finance, Ltd., 3.875%, 1/31/28 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    | 190,000                                                                  |
|   | 2,500,000                                                                 |             |                                                                                                                                              | Verizon Communications, Inc., 4.15%, 3/15/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 2,566,030                                                                |
|   | 576,000                                                                   |             |                                                                                                                                              | Verizon Communications, Inc., 5.012%, 8/21/54                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    | 528,530                                                                  |
|   | 576,000                                                                   |             |                                                                                                                                              | Verizon Communications, Inc., 6.55%, 9/15/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 673,778                                                                  |
|   | 1,305,000                                                                 |             |                                                                                                                                              | Windstream Corp., 7.5%, 6/1/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    | 1,146,769                                                                |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 9,332,130                                                                |
|   |                                                                      |             |                                                                                                                                              | Wireless Telecommunication Services - 1.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |                                                                                    |                                                                     |
|   | 1,225,000                                                                 |             |                                                                                                                                              | Sprint Corp., 7.125%, 6/15/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $                                                                                       | 1,136,310                                                                |
|   | 1,000,000                                                                 |             |                                                                                                                                              | Sprint Corp., 7.25%, 9/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 975,000                                                                  |
|   | 400,000                                                                   |             |                                                                                                                                              | T-Mobile USA, Inc., 6.0%, 3/1/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    | 409,500                                                                  |
|   | 490,000                                                                   |             |                                                                                                                                              | T-Mobile USA, Inc., 6.542%, 4/28/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    | 513,025                                                                  |
|   | 1,500,000                                                                 |             |                                                                                                                                              | T-Mobile USA, Inc., 6.625%, 4/1/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    | 1,558,125                                                                |
|   | 300,000                                                                   |             |                                                                                                                                              | Unison Ground Lease Funding LLC, 5.78%, 3/16/43 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    | 301,461                                                                  |
|   | 200,000                                                                   |             |                                                                                                                                              | VimpelCom Holdings BV, 7.5043%, 3/1/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    | 195,500                                                                  |
|   | 400,000                                                                   |             |                                                                                                                                              | WCP Issuer LLC, 6.657%, 8/15/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    | 423,304                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 5,512,225                                                                |
|   |                                                                      |             |                                                                                                                                              | Total Telecommunication Services                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $                                                                                       | 14,844,355                                                               |
|   |                                                                      |             |                                                                                                                                              | Utilities - 1.9%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Electric Utilities - 1.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    |                                                                     |
|   | 1,000,000                                                                 | 5.25             |                                                                                                                                              | Electricite de France SA, Floating Rate Note (Perpetual) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $                                                                                       | 1,001,250                                                                |
|   | 150,000                                                                   |             |                                                                                                                                              | Enel Finance International NV, 5.125%, 10/7/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    | 164,444                                                                  |
|   | 1,190,000                                                                 | 8.13             |                                                                                                                                              | Enel S.p.A., Floating Rate Note, 9/24/73 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    | 1,365,525                                                                |
|   | 900,000                                                                   |             |                                                                                                                                              | Israel Electric Corp., Ltd., 5.625%, 6/21/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    | 956,808                                                                  |
|   | 75,000                                                                    | 6.25             |                                                                                                                                              | Southern California Edison Co., Floating Rate Note (Perpetual)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    | 82,800                                                                   |
|   | 1,880,000                                                                 |             |                                                                                                                                              | Talen Energy Supply LLC, 5.125%, 7/15/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    | 1,842,400                                                                |
|   | 500,000                                                                   |             |                                                                                                                                              | Talen Energy Supply LLC, 6.5%, 6/1/25 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 500,000                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 5,913,227                                                                |
|   |                                                                      |             |                                                                                                                                              | Gas Utilities - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    |                                                                     |
|   | 300,000                                                                   |             |                                                                                                                                              | Transportadora de Gas del Peru SA, 4.25%, 4/30/28 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $                                                                                       | 294,750                                                                  |
|   |                                                                      |             |                                                                                                                                              | Independent Power Producers & Energy Traders - 0.7%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    |                                                                     |
|   | 100,000                                                                   |             |                                                                                                                                              | Inkia Energy, Ltd., 8.375%, 4/4/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $                                                                                       | 107,480                                                                  |
|   | 1,000,000                                                                 |             |                                                                                                                                              | Instituto Costarricense de Electricidad, 6.375%, 5/15/43 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    | 838,750                                                                  |
|   | 850,000                                                                   |             |                                                                                                                                              | InterGen NV, 7.0%, 6/30/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 756,500                                                                  |
|   | 500,000                                                                   |             |                                                                                                                                              | NRG Energy, Inc., 6.25%, 5/1/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    | 496,250                                                                  |
|   | 900,000                                                                   |             |                                                                                                                                              | NRG Energy, Inc., 7.625%, 1/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 986,625                                                                  |
|   | 200,000                                                                   |             |                                                                                                                                              | NRG Energy, Inc., 8.25%, 9/1/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    | 209,500                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 3,395,105                                                                |
|   |                                                                      |             |                                                                                                                                              | Total Utilities                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $                                                                                       | 9,603,082                                                                |
|   |                                                                      |             |                                                                                                                                              | TOTAL CORPORATE BONDS                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | (Cost $221,950,869)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $                                                                                       | 218,917,952                                                              |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 5.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    |                                                                     |
|   | 5,457,340                                                                 |             |                                                                                                                                              | Fannie Mae, 3.5%, 5/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $                                                                                       | 5,630,492                                                                |
|   | 1,053,909                                                                 |             |                                                                                                                                              | Fannie Mae, 4.0%, 5/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    | 1,116,694                                                                |
|   | 473,236                                                                   |             |                                                                                                                                              | Fannie Mae, 4.0%, 9/1/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    | 504,149                                                                  |
|   | 1,006,974                                                                 |             |                                                                                                                                              | Fannie Mae, 4.5%, 9/1/39                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    | 1,090,675                                                                |
|   | 816,623                                                                   |             |                                                                                                                                              | Fannie Mae, 4.5%, 9/1/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    | 885,172                                                                  |
|   | 765,829                                                                   |             |                                                                                                                                              | Federal Home Loan Mortgage Corp., 4.5%, 6/1/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    | 829,486                                                                  |
|   | 16,540,738                                                                |             |                                                                                                                                              | U.S. Treasury Inflation Indexed Bonds, 0.125%, 7/15/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    | 16,131,083                                                               |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 26,187,751                                                               |
|   |                                                                      |             |                                                                                                                                              | TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | (Cost $25,999,908)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $                                                                                       | 26,187,751                                                               |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | FOREIGN GOVERNMENT BONDS - 0.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    |                                                                     |
|   | 1,700,000                                                                 |             |                                                                                                                                              | Commonwealth of the Bahamas, 5.75%, 1/16/24 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $                                                                                       | 1,844,500                                                                |
|   | 405,000                                                                   |             |                                                                                                                                              | Kenya Government International Bond, 5.875%, 6/24/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    | 413,505                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 2,258,005                                                                |
|   |                                                                      |             |                                                                                                                                              | TOTAL FOREIGN GOVERNMENT BONDS                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | (Cost $2,102,430)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $                                                                                       | 2,258,005                                                                |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | SENIOR FLOATING RATE LOAN INTERESTS - 21.6%**                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Energy - 1.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Oil & Gas Drilling - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    |                                                                     |
|   | 707,622                                                                   | 6.00             |                                                                                                                                              | Drillships Financing Holding, Inc., Tranche B-1 Term Loan, 3/31/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $                                                                                       | 578,835                                                                  |
|   | 50,472                                                                    | 5.75             |                                                                                                                                              | Offshore Group Investment, Ltd., Term Loan, 3/28/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    | 31,198                                                                   |
|   | 205,403                                                                   | 4.50             |                                                                                                                                              | Pacific Drilling SA, Term Loan, 6/3/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    | 167,061                                                                  |
|   | 287,825                                                                   | 3.75             |                                                                                                                                              | Paragon Offshore Finance, Term Loan, 7/16/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 222,105                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 999,199                                                                  |
|   |                                                                      |             |                                                                                                                                              | Oil & Gas Equipment & Services - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    |                                                                     |
|   | 1,388,112                                                                 | 8.38             |                                                                                                                                              | Fieldwood Energy LLC, Closing Date Loan (Second Lien), 9/30/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $                                                                                       | 1,065,376                                                                |
|   | 246,243                                                                   | 3.88             |                                                                                                                                              | Fieldwood Energy LLC, Closing Date Loan, 9/25/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    | 234,977                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,300,353                                                                |
|   |                                                                      |             |                                                                                                                                              | Integrated Oil & Gas - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    |                                                                     |
|   | 1,026,327                                                                 | 5.25             |                                                                                                                                              | ExGen Renewables I LLC, Term Loan, 2/5/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $                                                                                       | 1,036,590                                                                |
|   | 17,865                                                                    | 4.50             |                                                                                                                                              | Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 17,820                                                                   |
|   | 837,250                                                                   | 4.00             |                                                                                                                                              | Seadrill Operating LP, Initial Term Loan, 2/14/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 636,011                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,690,421                                                                |
|   |                                                                      |             |                                                                                                                                              | Oil & Gas Exploration & Production - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    |                                                                     |
|   | 176,667                                                                   | 3.50             |                                                                                                                                              | EP Energy LLC, Tranche B-3 Loan, 5/24/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $                                                                                       | 175,562                                                                  |
|   |                                                                      |             |                                                                                                                                              | Oil & Gas Refining & Marketing - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    |                                                                     |
|   | 1,080,649                                                                 | 4.25             |                                                                                                                                              | Pilot Travel Centers LLC, Initial Tranche B, 9/30/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,094,639                                                                |
|   |                                                                      |             |                                                                                                                                              | Coal & Consumable Fuels - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    |                                                                     |
|   | 249,073                                                                   | 5.50             |                                                                                                                                              | Foresight Energy LLC, Term Loan, 8/21/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $                                                                                       | 247,205                                                                  |
|   |                                                                      |             |                                                                                                                                              | Total Energy                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $                                                                                       | 5,507,379                                                                |
|   |                                                                      |             |                                                                                                                                              | Materials - 2.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Commodity Chemicals - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |                                                                                    |                                                                     |
|   | 572,125                                                                   | 4.75             |                                                                                                                                              | Eco Services Operations, Initial Term Loan, 10/8/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $                                                                                       | 570,695                                                                  |
|   | 738,750                                                                   | 5.00             |                                                                                                                                              | Nexeo Solutions LLC, Term Loan B-3, 9/9/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |                                                                                    | 729,824                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,300,519                                                                |
|   |                                                                      |             |                                                                                                                                              | Diversified Chemicals - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    |                                                                     |
|   | 237,875                                                                   | 3.75             |                                                                                                                                              | Tata Chemicals North America, Inc., Term Loan, 8/7/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $                                                                                       | 237,797                                                                  |
|   |                                                                      |             |                                                                                                                                              | Specialty Chemicals - 0.9%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |                                                                                    |                                                                     |
|   | 1,945,000                                                                 | 0.27             |                                                                                                                                              | A. Schulman, Inc., Bridge Facility, 3/25/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $                                                                                       | 1,945,000                                                                |
|   | 1,428,443                                                                 | 4.50             |                                                                                                                                              | MacDermid, Inc., Tranche B Term Loan (First Lien), 6/7/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    | 1,433,651                                                                |
|   | 682,500                                                                   | 4.00             |                                                                                                                                              | PQ Corp., 2014 Term Loan, 8/7/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    | 682,671                                                                  |
|   | 171,918                                                                   | 2.75             |                                                                                                                                              | WR Grace & Co-Conn, Delayed Draw Term Loan, 1/23/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    | 171,964                                                                  |
|   | 477,744                                                                   | 2.75             |                                                                                                                                              | WR Grace & Co-Conn, U.S. Term Loan, 1/23/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    | 477,872                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 4,711,158                                                                |
|   |                                                                      |             |                                                                                                                                              | Metal & Glass Containers - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    |                                                                     |
|   | 300,000                                                                   | 4.50             |                                                                                                                                              | Coveris Holdings SA US, 1st Lien Term Loan B-1, 5/8/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $                                                                                       | 301,062                                                                  |
|   |                                                                      |             |                                                                                                                                              | Paper Packaging - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    |                                                                     |
|   | 200,338                                                                   | 8.00             |                                                                                                                                              | Caraustar Industries, Inc., Term Loan, 5/1/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $                                                                                       | 201,339                                                                  |
|   | 23,862                                                                    | 4.50             |                                                                                                                                              | Coveris Holdings SA, USD Term Loan, 4/14/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    | 23,957                                                                   |
|   | 246,875                                                                   | 4.25             |                                                                                                                                              | Multi Packaging Solutions, Inc., Initial Dollar Tranche B Term, 9/30/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    | 246,463                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 471,759                                                                  |
|   |                                                                      |             |                                                                                                                                              | Aluminum - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    |                                                                     |
|   | 541,750                                                                   | 5.50             |                                                                                                                                              | TurboCombustor Technology, Inc., Initial Term Loan, 10/18/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $                                                                                       | 537,687                                                                  |
|   |                                                                      |             |                                                                                                                                              | Diversified Metals & Mining - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    |                                                                     |
|   | 221,199                                                                   | 3.75             |                                                                                                                                              | Fortescue Metals Group, Ltd., Bank Loan, 6/30/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $                                                                                       | 196,937                                                                  |
|   |                                                                      |             |                                                                                                                                              | Steel - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    |                                                                     |
|   | 347,375                                                                   | 7.50             |                                                                                                                                              | Essar Steel Algoma Inc., Initial Term Loan,  8/9/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $                                                                                       | 318,137                                                                  |
|   | 389,976                                                                   | 4.75             |                                                                                                                                              | JMC Steel Group, Inc., Term Loan, 4/1/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    | 387,539                                                                  |
|   | 575,000                                                                   | 4.50             |                                                                                                                                              | TMS International Corp., Term B Loan, 10/2/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    | 572,844                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,278,520                                                                |
|   |                                                                      |             |                                                                                                                                              | Paper Products - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    |                                                                     |
|   | 1,086,388                                                                 | 6.50             |                                                                                                                                              | Wausau Paper Co., 1st Lien Term Loan B , 7/20/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $                                                                                       | 1,091,128                                                                |
|   | 982,500                                                                   | 5.75             |                                                                                                                                              | Appvion, Inc., Term Commitment, 6/28/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    | 920,070                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 2,011,198                                                                |
|   |                                                                      |             |                                                                                                                                              | Total Materials                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $                                                                                       | 11,046,637                                                               |
|   |                                                                      |             |                                                                                                                                              | Capital Goods - 2.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Metal & Glass Containers - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    |                                                                     |
|   | 328,663                                                                   | 4.75             |                                                                                                                                              | Pro Mach Group, Inc., Dollar Term Loan, 10/22/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $                                                                                       | 330,444                                                                  |
|   |                                                                      |             |                                                                                                                                              | Aerospace & Defense - 0.7%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    |                                                                     |
|   | 822,932                                                                   | 7.00             |                                                                                                                                              | Tasc, Inc., 1st Lien Term Loan B-l , 5/23/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $                                                                                       | 832,876                                                                  |
|   | 687,677                                                                   | 4.00             |                                                                                                                                              | Accudyne Industries Borrower SCA, Refinancing Term Loan, 12/13/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 666,760                                                                  |
|   | 789,415                                                                   | 3.75             |                                                                                                                                              | DigitalGlobe, Inc., Term Loan, 1/25/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    | 791,142                                                                  |
|   | 815,805                                                                   | 6.25             |                                                                                                                                              | DynCorp International, Inc., Term Loan, 7/7/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    | 807,988                                                                  |
|   | 212,271                                                                   | 5.75             |                                                                                                                                              | The SI Organization, Inc., Term Loan (First Lien), 11/19/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    | 213,300                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 3,312,066                                                                |
|   |                                                                      |             |                                                                                                                                              | Building Products - 0.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    |                                                                     |
|   | 1,880,000                                                                 | 0.00             |                                                                                                                                              | Builders Firstsource, Inc., Bridge Loan, 4/13/16 (f)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,880,000                                                                |
|   | 492,500                                                                   | 5.50             |                                                                                                                                              | Armacell International GmbH, Term Loan B (First Lien), 7/2/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    | 493,116                                                                  |
|   | 449,184                                                                   | 4.25             |                                                                                                                                              | NCI Building Systems, Inc., Tranche B Term Loan, 6/24/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    | 448,809                                                                  |
|   | 260,046                                                                   | 4.25             |                                                                                                                                              | Unifrax Corp., New Term B Loan, 12/31/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    | 259,965                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 3,081,890                                                                |
|   |                                                                      |             |                                                                                                                                              | Electrical Components & Equipment - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    |                                                                     |
|   | 204,579                                                                   | 5.25             |                                                                                                                                              | Pelican Products, Inc., Term Loan (First Lien), 4/8/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $                                                                                       | 204,579                                                                  |
|   | 45,976                                                                    | 6.00             |                                                                                                                                              | WireCo WorldGroup, Inc., Term Loan, 2/15/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    | 46,062                                                                   |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 250,641                                                                  |
|   |                                                                      |             |                                                                                                                                              | Industrial Conglomerates - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    |                                                                     |
|   | 17,809                                                                    | 5.00             |                                                                                                                                              | Kloeckner Pentaplast of America, 1st Lien Term Loan, 4/22/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $                                                                                       | 17,887                                                                   |
|   | 41,673                                                                    | 5.00             |                                                                                                                                              | Kloeckner Pentaplast of America, 1st Lien Term Loan, 4/22/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 41,855                                                                   |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 59,742                                                                   |
|   |                                                                      |             |                                                                                                                                              | Construction & Farm Machinery & Heavy Trucks - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    |                                                                     |
|   | 120,000                                                                   | 5.75             |                                                                                                                                              | Navistar, Inc., Tranche B Term Loan, 8/17/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $                                                                                       | 120,375                                                                  |
|   | 110,224                                                                   | 3.50             |                                                                                                                                              | Terex Corp., U.S. Term Loan, 8/13/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    | 110,403                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 230,778                                                                  |
|   |                                                                      |             |                                                                                                                                              | Industrial Machinery - 0.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    |                                                                     |
|   | 380,524                                                                   | 4.25             |                                                                                                                                              | Gardner Denver, Inc., Initial Dollar Term Loan, 7/30/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $                                                                                       | 372,343                                                                  |
|   | 1,345,000                                                                 | 6.00             |                                                                                                                                              | NN, Inc., Term Loan, 8/27/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 1,351,709                                                                |
|   | 420,192                                                                   | 4.25             |                                                                                                                                              | Schaeffler AG, Facility B-USD, 5/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    | 423,125                                                                  |
|   | 640,845                                                                   | 5.25             |                                                                                                                                              | Tank Holding Corp., Initial Term Loan, 7/9/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    | 643,383                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 2,790,560                                                                |
|   |                                                                      |             |                                                                                                                                              | Trading Companies & Distributors - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    |                                                                     |
|   | 260,000                                                                   | 0.00             |                                                                                                                                              | Univar Inc., 1st Lien Term Loan B-l, 6/25/22 (f)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $                                                                                       | 259,756                                                                  |
|   | 264,442                                                                   | 5.01             |                                                                                                                                              | Univar, Term B Loan, 2/14/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 264,421                                                                  |
|   | 165,030                                                                   | 3.75             |                                                                                                                                              | WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    | 165,236                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 689,413                                                                  |
|   |                                                                      |             |                                                                                                                                              | Total Capital Goods                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $                                                                                       | 10,745,534                                                               |
|   |                                                                      |             |                                                                                                                                              | Commercial Services & Supplies - 0.9%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Environmental & Facilities Services - 0.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    |                                                                     |
|   | 481,567                                                                   | 5.50             |                                                                                                                                              | Wastequip LLC, Term Loan, 8/9/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $                                                                                       | 480,965                                                                  |
|   | 688,897                                                                   | 4.00             |                                                                                                                                              | WCA Waste Corp., Term Loan, 3/23/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    | 686,099                                                                  |
|   | 1,906,130                                                                 | 5.00             |                                                                                                                                              | Wheelabrator, Term B Loan, 10/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    | 1,929,942                                                                |
|   | 84,291                                                                    | 5.00             |                                                                                                                                              | Wheelabrator, Term C Loan, 10/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    | 85,344                                                                   |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 3,182,350                                                                |
|   |                                                                      |             |                                                                                                                                              | Diversified Support Services - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   | 28,475                                                                    | 4.83             |                                                                                                                                              | IAP Worldwide Services, Inc., Term Loan, 7/18/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $                                                                                       | 27,905                                                                   |
|   |                                                                      |             |                                                                                                                                              | Security & Alarm Services - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   | 52,145                                                                    | 4.00             |                                                                                                                                              | Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $                                                                                       | 52,058                                                                   |
|   | 203,839                                                                   | 4.00             |                                                                                                                                              | Garda World Security Corp., Term B Loan, 11/1/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    | 203,499                                                                  |
|   | 249,779                                                                   | 4.25             |                                                                                                                                              | Monitronics International, Inc., Term B Loan, 3/23/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    | 250,351                                                                  |
|   | 493,643                                                                   | 4.25             |                                                                                                                                              | Protection One, Inc., Term Loan (2012), 3/21/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    | 494,976                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,000,884                                                                |
|   |                                                                      |             |                                                                                                                                              | Human Resource & Employment Services - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    |                                                                     |
|   | 266,138                                                                   | 3.75             |                                                                                                                                              | On Assignment, Inc., 1st Lien Term Loan B-l, 6/5/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $                                                                                       | 266,859                                                                  |
|   |                                                                      |             |                                                                                                                                              | Total Commercial Services & Supplies                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $                                                                                       | 4,477,998                                                                |
|   |                                                                      |             |                                                                                                                                              | Transportation - 0.8%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Air Freight & Logistics - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    |                                                                     |
|   | 171,500                                                                   | 6.75             |                                                                                                                                              | Ozburn-Hessey Holding Co., LLC, Term Loan, 5/23/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $                                                                                       | 171,286                                                                  |
|   | 692,965                                                                   | 5.25             |                                                                                                                                              | Syncreon Group BV, Term Loan, 9/26/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    | 590,175                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 761,461                                                                  |
|   |                                                                      |             |                                                                                                                                              | Airlines - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    |                                                                     |
|   | 343,875                                                                   | 3.50             |                                                                                                                                              | American Airlines, Inc., 1st Lien Term Loan B-l, 6/27/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $                                                                                       | 341,296                                                                  |
|   | 175,000                                                                   | 3.75             |                                                                                                                                              | American Airlines, Inc., 1st Lien Term Loan B-l, 10/10/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    | 174,891                                                                  |
|   | 170,625                                                                   | 3.25             |                                                                                                                                              | Delta Air Lines, Inc., 2014 Term B-1 Loan, 10/18/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    | 170,398                                                                  |
|   | 245,000                                                                   | 3.50             |                                                                                                                                              | United Airlines, Inc., Class B Term Loan, 4/1/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    | 245,051                                                                  |
|   | 606,375                                                                   | 3.50             |                                                                                                                                              | US Airways, Inc., Tranche B-1 Term Loan (Consenting), 5/23/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    | 605,834                                                                  |
|   | 520,625                                                                   | 3.00             |                                                                                                                                              | US Airways, Inc., Tranche B-2 Term Loan (Consenting), 11/23/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    | 520,137                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 2,057,607                                                                |
|   |                                                                      |             |                                                                                                                                              | Marine - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    |                                                                     |
|   | 874,860                                                                   | 5.25             |                                                                                                                                              | Navios Maritime Partners LP, Term Loan, 6/27/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $                                                                                       | 874,313                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 874,313                                                                  |
|   |                                                                      |             |                                                                                                                                              | Trucking - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    |                                                                     |
|   | 222,750                                                                   | 5.50             |                                                                                                                                              | Aegis Toxicology Corp., Tranche B Term Loan (First Lien), 2/20/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $                                                                                       | 214,954                                                                  |
|   | 167,857                                                                   | 3.75             |                                                                                                                                              | Swift Transportation Co., LLC, Tranche B Term Loan (First Lien), 6/9/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    | 168,522                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 383,476                                                                  |
|   |                                                                      |             |                                                                                                                                              | Total Transportation                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 4,076,857                                                                |
|   |                                                                      |             |                                                                                                                                              | Automobiles & Components - 1.8%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Auto Parts & Equipment - 1.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    |                                                                     |
|   | 81,898                                                                    | 0.00             |                                                                                                                                              | TI Group Automotive Systems LLC, 1st Lien Term Loan B-l, 6/25/22 (f)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 81,796                                                                   |
|   | 553,265                                                                   | 3.50             |                                                                                                                                              | Allison Transmission, Inc., Term B-3 Loan, 8/23/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    | 555,080                                                                  |
|   | 643,500                                                                   | 4.00             |                                                                                                                                              | Cooper Standard Intermediate Holdco 2 LLC, Term Loan, 3/28/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    | 643,366                                                                  |
|   | 1,707,750                                                                 | 5.50             |                                                                                                                                              | Henniges Automotive Holdings, Inc., Tranche B Term Loan (First Lien), 6/11/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | 1,712,019                                                                               |
|   | 1,431,093                                                                 | 3.75             |                                                                                                                                              | MPG Holdco I, Inc., Initial Term Loan, 10/20/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    | 1,431,685                                                                |
|   | 374,041                                                                   | 4.25             |                                                                                                                                              | Remy International, Inc., Term B Loan 2013, 3/5/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    | 374,508                                                                  |
|   | 126,457                                                                   | 4.25             |                                                                                                                                              | TI Group Automotive Systems LLC, Term Loan Facility, 7/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    | 126,299                                                                  |
|   | 869,469                                                                   | 4.00             |                                                                                                                                              | Tower Automotive Holdings USA LLC, Refinancing Term Loan, 4/23/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 869,831                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 5,794,584                                                                |
|   |                                                                      |             |                                                                                                                                              | Automobile Manufacturers - 0.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    |                                                                     |
|   | 1,999,688                                                                 | 3.25             |                                                                                                                                              | Chrysler Group LLC, Tranche B Term Loan, 12/29/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $                                                                                       | 1,997,938                                                                |
|   | 1,219,054                                                                 | 6.00             |                                                                                                                                              | Crown Group llc, Term Loan (First Lien), 9/30/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    | 1,216,007                                                                |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 3,213,945                                                                |
|   |                                                                      |             |                                                                                                                                              | Total Automobiles & Components                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $                                                                                       | 9,008,529                                                                |
|   |                                                                      |             |                                                                                                                                              | Consumer Durables & Apparel - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Home Furnishings - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    |                                                                     |
|   | 99,791                                                                    | 3.50             |                                                                                                                                              | Tempur Sealy International, Inc., New Term B Loan, 3/18/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $                                                                                       | 100,040                                                                  |
|   |                                                                      |             |                                                                                                                                              | Housewares & Specialties - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   | 185,078                                                                   | 5.50             |                                                                                                                                              | World Kitchen LLC, U.S. Term Loan, 3/4/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $                                                                                       | 185,541                                                                  |
|   |                                                                      |             |                                                                                                                                              | Leisure Products - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    |                                                                     |
|   | 400,857                                                                   | 3.75             |                                                                                                                                              | Bombardier Recreational Products, Inc., Term B-2 Loan, 1/30/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $                                                                                       | 401,179                                                                  |
|   |                                                                      |             |                                                                                                                                              | Total Consumer Durables & Apparel                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $                                                                                       | 686,760                                                                  |
|   |                                                                      |             |                                                                                                                                              | Consumer Services - 1.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Casinos & Gaming - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    |                                                                     |
|   | 227,316                                                                   | 4.25             |                                                                                                                                              | CityCenter Holdings LLC, Term B Loan, 10/16/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $                                                                                       | 227,742                                                                  |
|   | 263,250                                                                   | 3.50             |                                                                                                                                              | MGM Resorts International, Term B Loan, 12/20/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    | 261,879                                                                  |
|   | 1,616,875                                                                 | 6.00             |                                                                                                                                              | Scientific Games, Initial Term B-2, 10/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    | 1,617,701                                                                |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 2,107,322                                                                |
|   |                                                                      |             |                                                                                                                                              | Hotels, Resorts & Cruise Lines - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    |                                                                     |
|   | 319,868                                                                   | 3.50             |                                                                                                                                              | Hilton Worldwide Finance LLC, Initial Term Loan, 9/23/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $                                                                                       | 320,224                                                                  |
|   |                                                                      |             |                                                                                                                                              | Leisure Facilities - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    |                                                                     |
|   | 410,219                                                                   | 5.50             |                                                                                                                                              | L.A. Fitness International, LLC, Tranche B Term Loan (First Lien), 4/25/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $                                                                                       | 395,990                                                                  |
|   |                                                                      |             |                                                                                                                                              | Restaurants - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    |                                                                     |
|   | 277,027                                                                   | 3.75             |                                                                                                                                              | 1011778 BC ULC, Term B-2 Loan, 12/12/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $                                                                                       | 277,200                                                                  |
|   | 416,747                                                                   | 4.00             |                                                                                                                                              | Landry's, Inc., B Term Loan, 4/24/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    | 418,674                                                                  |
|   | 559,023                                                                   | 4.00             |                                                                                                                                              | NPC International, Inc., Term Loan, 12/28/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 556,577                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,252,451                                                                |
|   |                                                                      |             |                                                                                                                                              | Education Services - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    |                                                                     |
|   | 785,210                                                                   | 3.75             |                                                                                                                                              | Bright Horizons Family Solutions, Inc., Term B Loan, 1/14/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $                                                                                       | 785,946                                                                  |
|   | 125,000                                                                   | 4.00             |                                                                                                                                              | Houghton Mifflin Harcourt Publishers, Inc., Term Loan, 5/11/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    | 124,609                                                                  |
|   | 539,344                                                                   | 5.00             |                                                                                                                                              | Laureate Education, Inc., New Series 2018 Extended Term Loan, 6/16/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    | 505,635                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,416,190                                                                |
|   |                                                                      |             |                                                                                                                                              | Specialized Consumer Services - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    |                                                                     |
|   | 312,263                                                                   | 5.00             |                                                                                                                                              | Protection One, Inc., (aka Apollo Securities, Inc.) 1st Lien Term Loan Bl, 6/19/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $                                                                                       | 313,434                                                                  |
|   |                                                                      |             |                                                                                                                                              | Total Consumer Services                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $                                                                                       | 5,805,611                                                                |
|   |                                                                      |             |                                                                                                                                              | Media - 2.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Advertising - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    |                                                                     |
|   | 959,222                                                                   | 6.75             |                                                                                                                                              | Affinion Group, Inc., Tranche B Term Loan, 4/30/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $                                                                                       | 924,450                                                                  |
|   | 195,122                                                                   | 4.50             |                                                                                                                                              | Crossmark Holdings, Inc., Term Loan (First Lien), 12/20/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |                                                                                    | 176,830                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,101,280                                                                |
|   |                                                                      |             |                                                                                                                                              | Broadcasting - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    |                                                                     |
|   | 498,306                                                                   | 3.75             |                                                                                                                                              | Gray Television, Inc., Term Loan (First Lien), 6/10/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $                                                                                       | 498,981                                                                  |
|   | 234,306                                                                   | 3.25             |                                                                                                                                              | Quebecor Media, Inc., Facility B-1 Tranche, 8/17/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    | 231,157                                                                  |
|   | 341,915                                                                   | 4.00             |                                                                                                                                              | Tribune Co., Tranche B Term Loan (First Lien), 11/20/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    | 342,271                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,072,409                                                                |
|   |                                                                      |             |                                                                                                                                              | Cable & Satellite - 1.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    |                                                                     |
|   | 1,015,000                                                                 | 0.00             |                                                                                                                                              | Charter Communications Operating Co., 1st Lien Bridge Loan, 5/26/16 (f)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $                                                                                       | 1,015,000                                                                |
|   | 370,486                                                                   | 3.50             |                                                                                                                                              | Cequel Communications LLC, Term Loan, 2/14/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    | 369,442                                                                  |
|   | 490,000                                                                   | 3.00             |                                                                                                                                              | Charter Communications Operating LLC, Term F Loan, 1/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    | 484,641                                                                  |
|   | 289,851                                                                   | 3.75             |                                                                                                                                              | Intelsat Jackson Holdings SA, Tranche B-2 Term Loan, 6/30/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 288,161                                                                  |
|   | 997,487                                                                   | 6.75             |                                                                                                                                              | MediArena Acquisition BV, Dollar Term B Loan (First Lien), 8/6/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 988,759                                                                  |
|   | 601,505                                                                   | 3.50             |                                                                                                                                              | Telesat Canada, U.S. Term B Loan, 3/28/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    | 600,753                                                                  |
|   | 587,872                                                                   | 3.50             |                                                                                                                                              | Ziggo BV, (USD) Tranche B-3 Term Loan, 1/15/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    | 582,031                                                                  |
|   | 554,681                                                                   | 3.50             |                                                                                                                                              | Ziggo BV, Tranche B-1 Term Loan (First Lien), 1/15/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    | 549,169                                                                  |
|   | 357,447                                                                   | 3.50             |                                                                                                                                              | Ziggo BV, Tranche B-2 Term Loan (First Lien), 1/15/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    | 353,895                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 5,231,851                                                                |
|   |                                                                      |             |                                                                                                                                              | Movies & Entertainment - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    |                                                                     |
|   | 420,510                                                                   | 3.50             |                                                                                                                                              | Live Nation Entertainment, Inc., Term B-1 Loan, 8/17/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $                                                                                       | 421,120                                                                  |
|   | 202,232                                                                   | 3.75             |                                                                                                                                              | Rovi Solutions Corp., Term B Loan, 7/2/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    | 201,063                                                                  |
|   | 294,000                                                                   | 3.50             |                                                                                                                                              | Seminole Hard Rock Entertainment, Inc., New Term Loan B, 5/14/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    | 293,571                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 915,754                                                                  |
|   |                                                                      |             |                                                                                                                                              | Publishing - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    |                                                                     |
|   | 247,622                                                                   | 7.00             |                                                                                                                                              | Cengage Learning Acquisitions, Inc., Term Loan, 3/6/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $                                                                                       | 248,551                                                                  |
|   | 39,110                                                                    | 4.75             |                                                                                                                                              | Interactive Data Corp., Tranche B Term Loan (First Lien), 4/24/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 39,273                                                                   |
|   | 1,871,500                                                                 | 6.25             |                                                                                                                                              | McGraw-Hill School Education Holdings LLC, Term B Loan, 12/18/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    | 1,882,808                                                                |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 2,170,632                                                                |
|   |                                                                      |             |                                                                                                                                              | Total Media                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $                                                                                       | 10,491,926                                                               |
|   |                                                                      |             |                                                                                                                                              | Retailing - 0.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Computer & Electronics Retail - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    |                                                                     |
|   | 528                                                                       | 14.75            |                                                                                                                                              | Targus Group International, Inc., Term Loan, 5/24/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 435                                                                      |
|   |                                                                      |             |                                                                                                                                              | Home Improvement Retail - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    |                                                                     |
|   | 635,742                                                                   | 4.50             |                                                                                                                                              | Apex Tool Group LLC, Term Loan, 2/1/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $                                                                                       | 625,412                                                                  |
|   |                                                                      |             |                                                                                                                                              | Specialty Stores - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    |                                                                     |
|   | 500,000                                                                   | 4.25             |                                                                                                                                              | PetSmart, Inc., Tranche B-1 Loan, 3/10/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $                                                                                       | 500,085                                                                  |
|   |                                                                      |             |                                                                                                                                              | Automotive Retail - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    |                                                                     |
|   | 1,377,500                                                                 | 5.25             |                                                                                                                                              | CWGS Group LLC, Term Loan, 2/20/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $                                                                                       | 1,386,970                                                                |
|   |                                                                      |             |                                                                                                                                              | Total Retailing                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $                                                                                       | 2,512,902                                                                |
|   |                                                                      |             |                                                                                                                                              | Food & Staples Retailing - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Food Distributors - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    |                                                                     |
|   | 245,202                                                                   | 4.25             |                                                                                                                                              | Del Monte Foods Consumer Products, Inc., Term Loan (First Lien), 11/26/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $                                                                                       | 234,475                                                                  |
|   |                                                                      |             |                                                                                                                                              | Food Retail - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    |                                                                     |
|   | 892,018                                                                   | 5.38             |                                                                                                                                              | Albertsons LLC, Term B-2 Loan, 3/21/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $                                                                                       | 896,757                                                                  |
|   | 496,749                                                                   | 4.75             |                                                                                                                                              | New Albertson's, Inc., Term Loan (First Lien), 6/24/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    | 498,053                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,394,810                                                                |
|   |                                                                      |             |                                                                                                                                              | Total Food & Staples Retailing                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $                                                                                       | 1,629,285                                                                |
|   |                                                                      |             |                                                                                                                                              | Food, Beverage & Tobacco - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Packaged Foods & Meats - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    |                                                                     |
|   | 262,050                                                                   | 3.25             |                                                                                                                                              | HJ Heinz Co., Term B-2 Loan, 3/27/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 262,410                                                                  |
|   | 467,500                                                                   | 6.75             |                                                                                                                                              | Hostess Brands, Inc., Term B Loan, 2/25/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |                                                                                    | 479,188                                                                  |
|   | 172,960                                                                   | 3.00             |                                                                                                                                              | Pinnacle Foods Finance LLC, New Term Loan G, 4/29/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    | 172,433                                                                  |
|   | 942,875                                                                   | 4.50             |                                                                                                                                              | Shearer's Foods, LLC, Term Loan (First Lien), 6/19/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    | 941,696                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,855,727                                                                |
|   |                                                                      |             |                                                                                                                                              | Total Food, Beverage & Tobacco                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $                                                                                       | 1,855,727                                                                |
|   |                                                                      |             |                                                                                                                                              | Household & Personal Products - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Household Products - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    |                                                                     |
|   | 232,502                                                                   | 4.50             |                                                                                                                                              | Polarpak, Inc., USD Term Loan (U.S. Borrower Portion), 6/7/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $                                                                                       | 231,921                                                                  |
|   | 639,992                                                                   | 4.03             |                                                                                                                                              | SRAM LLC, Term Loan (First Lien), 4/10/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    | 639,992                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 871,913                                                                  |
|   |                                                                      |             |                                                                                                                                              | Personal Products - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    |                                                                     |
|   | 592,500                                                                   | 4.25             |                                                                                                                                              | Atrium Innovations, Inc., Term Loan, 1/29/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $                                                                                       | 579,909                                                                  |
|   | 750,000                                                                   | 3.50             |                                                                                                                                              | NBTY, Inc., Term B-2 Loan, 10/1/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    | 746,250                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,326,159                                                                |
|   |                                                                      |             |                                                                                                                                              | Total Household & Personal Products                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $                                                                                       | 2,198,072                                                                |
|   |                                                                      |             |                                                                                                                                              | Health Care Equipment & Services - 2.0%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Health Care Equipment - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    |                                                                     |
|   | 913,438                                                                   | 4.50             |                                                                                                                                              | Accellent, Inc., Initial Term Loan (First Lien), 2/21/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $                                                                                       | 909,631                                                                  |
|   | 389,216                                                                   | 4.50             |                                                                                                                                              | Kinetic Concepts, Inc., Term  DTL-E1 loan, 5/4/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    | 391,223                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,300,854                                                                |
|   |                                                                      |             |                                                                                                                                              | Health Care Supplies - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    |                                                                     |
|   | 434,647                                                                   | 4.00             |                                                                                                                                              | Halyard Health, Inc., Term Loan, 11/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $                                                                                       | 438,722                                                                  |
|   | 439,239                                                                   | 5.00             |                                                                                                                                              | Immucor, Inc., Term B-2 Loan, 8/19/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    | 441,435                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 880,157                                                                  |
|   |                                                                      |             |                                                                                                                                              | Health Care Services - 1.0%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    |                                                                     |
|   | 847,816                                                                   | 4.25             |                                                                                                                                              | Alliance HealthCare Services, Inc., Initial Term Loan, 6/3/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $                                                                                       | 846,226                                                                  |
|   | 487,281                                                                   | 6.50             |                                                                                                                                              | BioScrip, Inc., Initial Term B Loan, 7/31/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 484,032                                                                  |
|   | 292,369                                                                   | 6.50             |                                                                                                                                              | BioScrip, Inc., Term Loan, 7/31/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    | 290,420                                                                  |
|   | 62,864                                                                    | 3.50             |                                                                                                                                              | DaVita HealthCare Partners, Inc., Tranche B Loan (First Lien), 6/19/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    | 62,962                                                                   |
|   | 292,382                                                                   | 4.00             |                                                                                                                                              | Envision Healthcare Corp., Initial Term Loan, 5/25/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    | 292,869                                                                  |
|   | 132,691                                                                   | 7.75             |                                                                                                                                              | inVentiv Health, Inc., Term B-3 Loan, 5/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    | 132,857                                                                  |
|   | 1,147,096                                                                 | 4.25             |                                                                                                                                              | National Mentor Holdings, Inc., Tranche B Term Loan, 1/31/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 1,147,096                                                                |
|   | 86,695                                                                    | 8.00             |                                                                                                                                              | Rural, Term Loan, 6/30/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    | 81,168                                                                   |
|   | 987,374                                                                   | 4.50             |                                                                                                                                              | Truven Health Analytics, Inc., New Tranche B Term Loan, 6/6/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    | 986,449                                                                  |
|   | 738,233                                                                   | 4.25             |                                                                                                                                              | US Renal Care, Inc., Tranche B-2 Term Loan (First Lien), 7/3/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    | 738,464                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 5,062,543                                                                |
|   |                                                                      |             |                                                                                                                                              | Health Care Facilities - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    |                                                                     |
|   | 121,040                                                                   | 3.03             |                                                                                                                                              | CHS, Incremental 2019 Term G Loan, 12/31/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $                                                                                       | 121,192                                                                  |
|   | 222,711                                                                   | 4.00             |                                                                                                                                              | CHS, Incremental 2021 Term H Loan, 1/27/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |                                                                                    | 223,283                                                                  |
|   | 487,587                                                                   | 4.25             |                                                                                                                                              | Kindred Healthcare, Inc., Tranche B Loan (First Lien), 4/10/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    | 488,956                                                                  |
|   | 343,163                                                                   | 5.25             |                                                                                                                                              | RegionalCare Hospital Partners, Inc., Term Loan (First Lien), 4/21/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    | 343,378                                                                  |
|   | 20,527                                                                    | 3.75             |                                                                                                                                              | Select Medical Corp., Series E Tranche B Term Loan, 6/1/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |                                                                                    | 20,533                                                                   |
|   | 490,000                                                                   | 6.75             |                                                                                                                                              | Steward Health Care System LLC, Term Loan, 4/10/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    | 486,631                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,683,973                                                                |
|   |                                                                      |             |                                                                                                                                              | Managed Health Care - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    |                                                                     |
|   | 24,057                                                                    | 9.75             |                                                                                                                                              | MMM Holdings, Inc., Term Loan, 10/9/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $                                                                                       | 19,607                                                                   |
|   | 17,489                                                                    | 9.75             |                                                                                                                                              | MSO of Puerto Rico, Inc., MSO Term Loan, 12/12/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 14,254                                                                   |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 33,861                                                                   |
|   |                                                                      |             |                                                                                                                                              | Health Care Technology - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    |                                                                     |
|   | 100,000                                                                   | 4.25             |                                                                                                                                              | ConvaTec, Inc., Dollar Term Loan, 12/22/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $                                                                                       | 100,167                                                                  |
|   | 771,963                                                                   | 3.75             |                                                                                                                                              | Emdeon, Inc., Term B-2 Loan, 11/2/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    | 773,024                                                                  |
|   | 321,614                                                                   | 4.00             |                                                                                                                                              | MedAssets, Inc., Term B Loan, 12/13/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    | 321,811                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,195,002                                                                |
|   |                                                                      |             |                                                                                                                                              | Total Health Care Equipment & Services                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $                                                                                       | 10,156,390                                                               |
|   |                                                                      |             |                                                                                                                                              | Pharmaceuticals, Biotechnology & Life Sciences - 1.0%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Biotechnology - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   | 925,000                                                                   | 0.00             |                                                                                                                                              | Lantheus Medical Imaging, Inc., 1st Lien Term Loan B-l, 6/25/22 (f)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $                                                                                       | 914,594                                                                  |
|   | 684,424                                                                   | 3.50             |                                                                                                                                              | Alkermes, Inc., 2019 Term Loan, 9/25/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    | 685,422                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,600,016                                                                |
|   |                                                                      |             |                                                                                                                                              | Pharmaceuticals - 0.7%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    |                                                                     |
|   | 688,385                                                                   | 4.50             |                                                                                                                                              | Akorn, Inc., Term Loan B, 11/13/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $                                                                                       | 691,397                                                                  |
|   | 438,505                                                                   | 5.00             |                                                                                                                                              | Generic Drug Holdings, Inc., Closing Date Term Loan, 8/16/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 437,683                                                                  |
|   | 98,750                                                                    | 3.19             |                                                                                                                                              | Grifols Worldwide Operations USA, Inc., U.S. Tranche B Term Loam, 4/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | 98,879                                                                                  |
|   | 445,500                                                                   | 4.25             |                                                                                                                                              | JLL, Initial Dollar Term Loan, 1/23/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    | 443,432                                                                  |
|   | 916,006                                                                   | 3.50             |                                                                                                                                              | Prestige Brands, Inc., Term B-3 Loan, 9/3/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 916,006                                                                  |
|   | 298,478                                                                   | 3.04             |                                                                                                                                              | Valeant Pharmaceuticals International, Inc., Series C-2 Tranche B Term Loan, 12/11/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | 298,250                                                                                 |
|   | 728,520                                                                   | 3.50             |                                                                                                                                              | Valeant Pharmaceuticals International, Inc., Series E1 Tranche B Term Loan, 8/5/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | 726,972                                                                                 |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 3,612,619                                                                |
|   |                                                                      |             |                                                                                                                                              | Total Pharmaceuticals, Biotechnology & Life Sciences                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $                                                                                       | 5,212,635                                                                |
|   |                                                                      |             |                                                                                                                                              | Diversified Financials - 0.8%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Other Diversified Financial Services - 0.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    |                                                                     |
|   | 706,036                                                                   | 3.50             |                                                                                                                                              | Fly Funding II S.a.r.l., Term Loan, 8/9/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $                                                                                       | 707,507                                                                  |
|   | 710,500                                                                   | 5.00             |                                                                                                                                              | Livingston International, Inc., Initial Term B-1 Loan (First Lien), 4/18/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    | 704,283                                                                  |
|   | 997,481                                                                   | 4.50             |                                                                                                                                              | Nord Anglia Education, Initial Term Loan, 3/31/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 999,975                                                                  |
|   | 78,745                                                                    | 5.25             |                                                                                                                                              | WorldPay, Facility B-2-A Term Loan, 8/6/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |                                                                                    | 79,287                                                                   |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 2,491,052                                                                |
|   |                                                                      |             |                                                                                                                                              | Specialized Finance - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |                                                                                    |                                                                     |
|   | 349,116                                                                   | 3.75             |                                                                                                                                              | Trans Union LLC, 1st Lien Term Loan B-2, 4/9/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $                                                                                       | 346,716                                                                  |
|   | 911,805                                                                   | 4.25             |                                                                                                                                              | Mirror BidCo Corp., New Incremental Term Loan, 12/18/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    | 911,045                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,257,761                                                                |
|   |                                                                      |             |                                                                                                                                              | Investment Banking & Brokerage - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    |                                                                     |
|   | 475,000                                                                   | 4.00             |                                                                                                                                              | MJ Acquistion Co., 1st Lien Term Loan Bl, 5/8/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $                                                                                       | 474,994                                                                  |
|   |                                                                      |             |                                                                                                                                              | Total Diversified Financials                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $                                                                                       | 4,223,807                                                                |
|   |                                                                      |             |                                                                                                                                              | Insurance - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Multi-line Insurance - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    |                                                                     |
|   | 487,287                                                                   | 5.00             |                                                                                                                                              | Alliant Holdings I LLC, Initial Term Loan, 12/20/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $                                                                                       | 488,201                                                                  |
|   |                                                                      |             |                                                                                                                                              | Property & Casualty Insurance - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    |                                                                     |
|   | 784,301                                                                   | 5.75             |                                                                                                                                              | Confie Seguros Holding II Co., Term B Loan (First Lien), 11/9/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $                                                                                       | 786,262                                                                  |
|   |                                                                      |             |                                                                                                                                              | Total Insurance                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $                                                                                       | 1,274,463                                                                |
|   |                                                                      |             |                                                                                                                                              | Real Estate - 0.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Retail REIT - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    |                                                                     |
|   | 1,654,201                                                                 | 5.50             |                                                                                                                                              | DTZ U.S. Borrower, LLC,  Initial Term Loan, 10/28/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $                                                                                       | 1,669,193                                                                |
|   |                                                                      |             |                                                                                                                                              | Real Estate Services - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    |                                                                     |
|   | 1,132,347                                                                 | 4.50             |                                                                                                                                              | Altisource Solutions S.a.r.l., Term B Loan, 12/9/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $                                                                                       | 1,010,620                                                                |
|   |                                                                      |             |                                                                                                                                              | Total Real Estate                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $                                                                                       | 2,679,813                                                                |
|   |                                                                      |             |                                                                                                                                              | Software & Services - 1.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Internet Software & Services - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    |                                                                     |
|   | 326,150                                                                   | 3.75             |                                                                                                                                              | Vantiv LLC, Term B Loan, 6/12/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $                                                                                       | 327,679                                                                  |
|   |                                                                      |             |                                                                                                                                              | IT Consulting & Other Services - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    |                                                                     |
|   | 124,031                                                                   | 3.75             |                                                                                                                                              | Booz Allen Hamilton, Inc., Refinance Tranche B, 7/31/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $                                                                                       | 124,589                                                                  |
|   | 1,270,400                                                                 | 5.75             |                                                                                                                                              | Evergreen Skills Lux S.a.r.l., Initial Term Loan (First Lien), 4/23/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    | 1,244,652                                                                |
|   | 113,563                                                                   | 4.50             |                                                                                                                                              | PSAV Presentation Services, Tranche B Term Loan (First Lien), 1/24/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    | 113,562                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,482,803                                                                |
|   |                                                                      |             |                                                                                                                                              | Data Processing & Outsourced Services - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    |                                                                     |
|   | 500,000                                                                   | 3.69             |                                                                                                                                              | First Data Corp., 2018 New Dollar Term Loan, 3/24/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 499,024                                                                  |
|   | 319,193                                                                   | 3.50             |                                                                                                                                              | Genpact International, Inc., Term Loan, 8/30/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |                                                                                    | 320,656                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 819,680                                                                  |
|   |                                                                      |             |                                                                                                                                              | Application Software - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    |                                                                     |
|   | 213,620                                                                   | 4.25             |                                                                                                                                              | Applied Systems, Inc., Initial Term Loan (First Lien), 1/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $                                                                                       | 213,772                                                                  |
|   | 588,447                                                                   | 4.50             |                                                                                                                                              | Epiq Systems, Inc., Term Loan, 8/27/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    | 587,976                                                                  |
|   | 76,767                                                                    | 8.50             |                                                                                                                                              | Expert Global Solutions, Inc., Term B Advance (First Lien), 4/3/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    | 76,959                                                                   |
|   | 214,441                                                                   | 3.75             |                                                                                                                                              | Infor., Tranche B-5 Term Loan (First Lien), 6/3/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    | 211,895                                                                  |
|   | 271,023                                                                   | 7.50             |                                                                                                                                              | Serena Software, Inc., Term Loan, 4/10/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    | 272,604                                                                  |
|   | 368,872                                                                   | 3.50             |                                                                                                                                              | Verint Systems, Inc., Tranche B-2 Term Loan (First Lien), 9/6/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    | 369,933                                                                  |
|   | 94,584                                                                    | 4.25             |                                                                                                                                              | Vertafore, Inc., Term Loan (2013), 10/3/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |                                                                                    | 94,726                                                                   |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,827,865                                                                |
|   |                                                                      |             |                                                                                                                                              | Systems Software - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    |                                                                     |
|   | 1,243,750                                                                 | 5.75             |                                                                                                                                              | AVG Technologies N.V., Term Loan, 10/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $                                                                                       | 1,249,969                                                                |
|   |                                                                      |             |                                                                                                                                              | Home Entertainment Software - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    |                                                                     |
|   | 1,183,824                                                                 | 5.25             |                                                                                                                                              | Micro Focus International, Term Loan B, 10/7/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $                                                                                       | 1,187,628                                                                |
|   |                                                                      |             |                                                                                                                                              | Total Software & Services                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $                                                                                       | 6,895,624                                                                |
|   |                                                                      |             |                                                                                                                                              | Technology Hardware & Equipment - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Communications Equipment - 0.0%+                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    |                                                                     |
|   | 109,659                                                                   | 3.25             |                                                                                                                                              | Commscope, Inc., Tranche 4 Term Loan, 1/14/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $                                                                                       | 109,768                                                                  |
|   |                                                                      |             |                                                                                                                                              | Electronic Equipment Manufacturers - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    |                                                                     |
|   | 242,434                                                                   | 4.50             |                                                                                                                                              | Sensus USA, Inc., Term Loan (First Lien), 5/9/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $                                                                                       | 241,374                                                                  |
|   |                                                                      |             |                                                                                                                                              | Electronic Components - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    |                                                                     |
|   | 393,750                                                                   | 6.25             |                                                                                                                                              | FCI - Fidji Luxembourg Bc4 S.a.r.l. , Term Loan, 12/19/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $                                                                                       | 394,242                                                                  |
|   | 572,400                                                                   | 3.25             |                                                                                                                                              | Generac Power Systems, Inc., Term Loan B, 5/31/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    | 568,584                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 962,826                                                                  |
|   |                                                                      |             |                                                                                                                                              | Total Technology Hardware & Equipment                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $                                                                                       | 1,313,968                                                                |
|   |                                                                      |             |                                                                                                                                              | Semiconductors & Semiconductor Equipment - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Semiconductors - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |                                                                                    |                                                                     |
|   | 258,305                                                                   | 3.75             |                                                                                                                                              | Avago Technologies, Ltd., Tranche B Term Loan (First Lien), 4/16/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $                                                                                       | 259,039                                                                  |
|   | 155,398                                                                   | 2.78             |                                                                                                                                              | Microsemi Corp., Term Loan (First Lien), 3/14/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    | 155,631                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 414,670                                                                  |
|   |                                                                      |             |                                                                                                                                              | Total Semiconductors & Semiconductor Equipment                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $                                                                                       | 414,670                                                                  |
|   |                                                                      |             |                                                                                                                                              | Telecommunication Services - 0.8%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Integrated Telecommunication Services - 0.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    |                                                                     |
|   | 1,400,000                                                                 | 0.00             |                                                                                                                                              | Level 3 Financing, Inc., 1st Lien Term Loan B-2, 5/31/22 (f)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $                                                                                       | 1,391,688                                                                |
|   | 531,924                                                                   | 3.50             |                                                                                                                                              | Virgin Media, Inc., 1st Lien Term Loan F-1, 6/30/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    | 527,436                                                                  |
|   | 491,744                                                                   | 4.75             |                                                                                                                                              | Securus Technologies Holdings, Inc., Initial Term Loan (First Lien), 4/30/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | 478,835                                                                                 |
|   | 366,334                                                                   | 3.25             |                                                                                                                                              | West Corp., B-10 Term Loan (First Lien), 6/30/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    | 365,800                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 2,763,759                                                                |
|   |                                                                      |             |                                                                                                                                              | Wireless Telecommunication Services - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |                                                                                    |                                                                     |
|   | 648,856                                                                   | 3.00             |                                                                                                                                              | Crown Castle International Corp., Tranche B-2 Term Loan (First Lien), 1/31/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $                                                                                       | 646,180                                                                  |
|   | 239,957                                                                   | 4.00             |                                                                                                                                              | Syniverse Holdings, Inc., Initial Term Loan, 4/23/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    | 227,359                                                                  |
|   | 484,761                                                                   | 4.00             |                                                                                                                                              | Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    | 459,311                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,332,850                                                                |
|   |                                                                      |             |                                                                                                                                              | Total Telecommunication Services                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $                                                                                       | 4,096,609                                                                |
|   |                                                                      |             |                                                                                                                                              | Utilities - 0.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Electric Utilities - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    |                                                                     |
|   | 1,347,096                                                                 | 4.75             |                                                                                                                                              | Atlantic Power LP, Term Loan, 2/20/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $                                                                                       | 1,352,148                                                                |
|   | 524,300                                                                   | 3.00             |                                                                                                                                              | Calpine Construction Finance Co., LP, Term B-1 Loan, 5/3/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    | 515,999                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 1,868,147                                                                |
|   |                                                                      |             |                                                                                                                                              | Independent Power Producers & Energy Traders - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    |                                                                     |
|   | 438,113                                                                   | 4.00             |                                                                                                                                              | Calpine Corp., Term Loan, 9/27/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $                                                                                       | 438,631                                                                  |
|   | 301,538                                                                   | 4.00             |                                                                                                                                              | Dynegy, Inc., Tranche B-2 Term Loan, 4/23/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    | 302,449                                                                  |
|   | 210,560                                                                   | 3.75             |                                                                                                                                              | NSG Holdings LLC, New Term Loan, 12/11/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    | 210,033                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 951,113                                                                  |
|   |                                                                      |             |                                                                                                                                              | Total Utilities                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $                                                                                       | 2,819,260                                                                |
|   |                                                                      |             |                                                                                                                                              | TOTAL SENIOR FLOATING RATE LOAN INTERESTS                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | (Cost $110,073,432)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $                                                                                       | 109,130,456                                                              |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | TEMPORARY CASH INVESTMENTS - 0.7%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Commercial Paper - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    |                                                                     |
|   | 1,265,000                                                                 |             |                                                                                                                                              | Kinder Morgan, Inc., Commercial Paper, 7/1/15 (c)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $                                                                                       | 1,264,985                                                                |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Repurchase Agreements - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |                                                                                    |                                                                     |
|   | 615,000                                                                   |             |                                                                                                                                              | $615,000 Bank of Nova Scotia, 0.14%, dated 6/30/15 plus accrued interest on 7/1/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |
|   |                                                                      |             |                                                                                                                                              | collateralized by the following:                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | $603,037 Freddie Mac Giant, 3.0%, 7/1/30                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | $1,039 Federal National Mortgage Association, 4.0%, 10/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $                                                                                       | 615,000                                                                  |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   | 1,805,000                                                                 |             |                                                                                                                                              | $1,805,000 RBC Capital Markets, Inc., 0.10%, dated 6/30/15 plus accrued interest on                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |
|   |                                                                      |             |                                                                                                                                              | 7/1/15 collateralized by the following:                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | $1,668,564 Federal National Mortgage Association, 3.617-4.867%, 9/1/33-6/1/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    |
|   |                                                                      |             |                                                                                                                                              | $172,536 Federal National Mortgage Association (ARM), 3.0-4.5%, 2/1/26-12/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | 1,805,000                                                                               |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $                                                                                       | 2,420,000                                                                |
|   |                                                                      |             |                                                                                                                                              | TOTAL TEMPORARY CASH INVESTMENTS                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | (Cost $3,685,000)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $                                                                                       | 3,684,985                                                                |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | TOTAL INVESTMENT IN SECURITIES - 92.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | (Cost $470,156,942) (a)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $                                                                                       | 466,789,663                                                              |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | OTHER ASSETS & LIABILITIES - 7.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $                                                                                       | 37,646,464                                                               |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | TOTAL NET ASSETS - 100.0%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $                                                                                       | 504,436,127                                                              |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   | *                                                                         |             |                                                                                                                                              | Non-income producing security.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   | +                                                                         |             |                                                                                                                                              | Amount rounds to less than 0.1%.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   | REIT                                                                      |             |                                                                                                                                              | Real Estate Investment Trust.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   | (Step)                                                                    |             |                                                                                                                                              | Bond issued with an initial coupon rate which converts to a higher rate at a later date.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   | (Cat Bond)                                                                |             | Catastrophe or event-linked bond.  At June 30, 2015, the value of these securities amounted to $11,374,840 or 2.3% of total net assets. |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   | (Perpetual)                                                               |             | Security with no stated maturity date.                                                                                                            |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   | REMICS                                                                    |             |                                                                                                                                              | Real Estate Mortgage Investment Conduits.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   | (PIK)                                                                     |             |                                                                                                                                              | Represents a pay in kind security.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   | (144A)                                                                    |             |                                                                                                                                              | Security is exempt from registration under Rule 144A of the Securities Act of 1933.  Such securities may be resold normally to qualified institutional buyers in a transaction exempt from registration.  At June 30, 2015, the value of these securities amounted to $130,027,068 or 25.8% of total net assets.                                                                                                                                                                                                                                                   |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   | **                                                                        |             |                                                                                                                                              | Senior floating rate loan interests in which the Fund invests generally pay interest at rates that are periodically redetermined by reference to a base lending rate plus a premium.  These base lending rates are generally (i) the lending rate offered by one or more major European banks, such as LIBOR (London InterBank Offered Rate), (ii) the prime rate offered by one or more major United States banks, (iii) the rate of a certificate of deposit or (iv) other base lending rates used by commercial lenders. The rate shown is the coupon rate at period end. |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   | (a)                                                                       |             |                                                                                                                                              | At June 30, 2015, the net unrealized depreciation on investments based on cost for federal income tax purposes of $470,156,942 was as follows:                                                                                                                                                                                                                                                                                                                                                                                                                                         |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Aggregate gross unrealized appreciation for all investments in which there is an excess of value over tax cost                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |              6,815,173 |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Aggregate gross unrealized depreciation for all investments in which there is an excess of tax cost over value                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |           (10,182,452)                |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              | Net unrealized depreciation                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |                                                                                    |  $         (3,367,279) |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   | (b)                                                                       |             |                                                                                                                                              | Debt obligation with a variable interest rate. Rate shown is rate at end of period.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   | (c)                                                                       |             |                                                                                                                                              | Security issued with a zero coupon. Income is recognized through accretion of discount.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   | (d)                                                                       |             |                                                                                                                                              | Security is in default and is non-income producing.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   | (e)                                                                       |             |                                                                                                                                              | Structured reinsurance investment.  At June 30, 2015, the value of these securities amounted to $24,495,472 or 4.9% of total net assets.                                                                                                                                                                                                                                                                                                                                                                                                                                     |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   | (f)                                                                       |             |                                                                                                                                              | Rate to be determined.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   | Principal amounts are denominated in U.S. Dollars unless otherwise noted: |             |                                                                                                                                              |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   | EURO                                                                      |             |                                                                                                                                              | Euro                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   | NOK                                                                       |             |                                                                                                                                              | Norwegian Krone.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |                                                                                    |                                                                     |
|   | GBP                                                                       |             |                                                                                                                                              | British Pound Sterling                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |                                                                                    |                                                                     |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |
|   | CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS - BUY PROTECTION         |             |                                                                                                                                              |
|   |                                                                      |             |                                                                                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |                                                                                    |                                                                     |

|                                                                              |   | Notional Principal ($)                                                                                                                    |         | Counterparty | Obligation Entity/Index             |                                      | Coupon |   |   | Expiration Date   |   |     | Premiums (Received) |   |     | Net Unrealized Appreciation (Depreciation) |   |
|-----------------------------------------------------------------------------------|--------|-------------------------------------------------------------------------------------------------------------------------------------------|--------------|--------------|-------------------------------------|-------------------------------------------|--------|--------|--------|-------------------|--------|----------|--------------------------|--------|----------|--------------------------------------------|--------|
|                                                                              |   |                                                                                                                                      | (100,676,300 | )            | Chicago Mercentile Exchange         | Markit CDX North America High Yield Index |   |   | 5.00   | %                 |   | 12/20/19 |                     |   | $        | (6,267,794                                 | )      |   | $ | (1,576,762 | ) |   |   |   |
|                                                                              |   |                                                                                                                                      | (10,211,850  | )            | Chicago Mercentile Exchange         | Markit CDX North America High Yield Index |   |   | 5.00   | %                 |   | 6/20/20  |                     |   |     | (755,779                                   | )      |   |   | 112,361 |   |   |   |   |
|                                                                              |   |                                                                                                                                      |         |         |                                |                                      |   |   |   |              |   |     |                     |   |     | (7,023,573                                 | )      |   |   | (1,464,401 | ) |   |   |   |
|                                                                              |   | CREDIT DEFAULT SWAP AGREEMENTS - SELL PROTECTION                                                                                          |         |         |                                |                                      |   |   |   |              |   |     |                     |   |     |                                       |   |   |   |   |
|                                                                              |   |                                                                                                                                      |         |         |                                |                                      |   |   |   |              |   |     |                     |   |     |                                       |   |   |   |   |   |   |   |   |
|                                                                              |   | Notional Principal ($) (1)                                                                                                                |         | Counterparty | Obligation Entity/Index             |                                      | Coupon |   |   | Credit Rating (4) |   |     | Expiration Date          |   |     | Premiums (Received)                   |   |   | Net Unrealized Appreciation (Depreciation) |   |
|                                                                              |   |                                                                                                                                      | 250,000      |         | J.P. Morgan Securities LLC          | American Axle & Manufacturing Co.,    |   |   | 5.00   | %                 |   |     | B                        | +      |     | 12/20/17                                   |   |   | $ | (7,500 | ) |   | $ | 33,157 |   |
|                                                                              |   |                                                                                                                                      | 2,000,000    |         | Morgan Stanley Capital Services LLC | Diamond Offshore Drilling Co.             |   |   | 1.00   | %                 |   | BBB+     |                     |   | 12/20/19 |                                       |   |   | (74,553 | ) |   |   | (76,279 | ) |
|                                                                              |   |                                                                                                                                      |         |         |                                |                                      |   |   |   |              |   |     |                     |   |     |                                       |   |   |   |   | (82,053 | ) |   | $ | (43,122 | ) |
|                                                                              |   |                                                                                                                                      |         |         |                                |                                      |   |   |   |              |   |     |                     |   |     |                                       |   |   |   |   |   |   |   |   |   |   |
|              (1) |   | The notional amount is the maximum amount that a seller of credit protection would be obligated to pay upon occurrence of a credit event. |         |         |                                |                                      |   |   |   |              |   |
|              (2) |   | Based on Standard & Poor's rating of the issuer or weighted average of all the underlying securities of the index.                    |         |         |                                |                                      |   |   |   |              |   |     |                     |   |     |                                       |   |   |   |   |   |   |

| Various inputs are used in determining the value of the Fund's investments.  These inputs are summarized in the three broad levels listed below.                   |
|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
|                                                                                                                                                                         |   |   |   |   |   |
| Level 1 – quoted prices in active markets for identical securities                                                                                                     |   |
| Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment                                              |   |
| speeds, credit risk, etc.) See Notes to Financial Statements - Notes 1A.                                                                                                     |   |
| Level 3 – significant unobservable inputs (including the Fund's own assumptions in determining fair value of                                                           |   |
| investments) See Notes to Financial Statements - Notes 1A.                                                                                                                   |   |
|                                                                                                                                                                         |   |   |   |   |   |
| Generally, equity securities are categorized as Level 1, fixed income securities and senior loans as Level 2 and securities valued                                           |
| using fair value methods (other than prices supplied by independent pricing services or broker-dealers) as Level 3.  See Notes to Financial Statements - Notes 1A. |
|                                                                                                                                                                         |   |   |   |   |   |
| The following is a summary of the inputs used as of June 30, 2015, in valuing the Fund's investments:                                                                        |   |

|                                                                                     |                                                                                                                                                                          |   | Level 1                    |       |   | Level 2          |   |        | Level 3       |   |   | Total          |   |   |   |        |
|------------------------------------------------------------------------------------------|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|--------|----------------------------|------------|--------|------------------|--------|-------------|---------------|--------|--------|----------------|--------|--------|--------|-------------|
|                                                                                     | Convertible Corporate Bonds                                                                                                                                                   |   |                       |       |   |             |   |        |          |   |   |           |   |   |   |        |
|                                                                                     |   Materials                                                                                                                                                         |   |                       |       |   |             |   |        |          |   |   |           |   |   |   |        |
|                                                                                     |     Steel                                                                                                                                                 |   | $                          | -          |   |             | $      | -           |          |   | $      | 18,873         |   |   | $      | 18,873      |   |   |   |   |
|                                                                                     |   All Other Convertible Corproate Bonds                                                                                                                             |   |                       | -          |   |             |   | 4,665,698   |          |   |   | -              |   |   |   | 4,665,698   |   |   |   |   |
|                                                                                     | Preferred Stocks                                                                                                                                                              |   |                       |       |   |             |   |        |          |   |   |           |   |   |   |        |   |   |   |   |
|                                                                                     |   Diversified Financials                                                                                                                                            |   |                       |       |   |             |   |        |          |   |   |           |   |   |   |        |   |   |   |   |
|                                                                                     |     Consumer Finance                                                                                                                                      |   |                       | -          |   |             |   | 812,375     |          |   |   | -              |   |   |   | 812,375     |   |   |   |   |
|                                                                                     |   Insurance                                                                                                                                                         |   |                       |       |   |             |   |        |          |   |   |           |   |   |   |        |   |   |   |   |
|                                                                                     |     Reinsurance                                                                                                                                           |   |                       | -          |   |             |   | -           |          |   |   | 6,250          |   |   |   | 6,250       |   |   |   |   |
|                                                                                     |   Real Estate                                                                                                                                                       |   |                       |       |   |             |   |        |          |   |   |           |   |   |   |        |   |   |   |   |
|                                                                                     |     Diversified REIT                                                                                                                                      |   |                       | -          |   |             |   | 494,000     |          |   |   | -              |   |   |   | 494,000     |   |   |   |   |
|                                                                                     |   All Other Preferred Stocks                                                                                                                                        |   |                       | 6,175,568  |   |             |   | -           |          |   |   | -              |   |   |   | 6,175,568   |   |   |   |   |
|                                                                                     | Convertible Preferred Stocks                                                                                                                                                  |   |                       |       |   |             |   |        |          |   |   |           |   |   |   |        |   |   |   |   |
|                                                                                     |   Energy                                                                                                                                                            |   |                       |       |   |             |   |        |          |   |   |           |   |   |   |        |   |   |   |   |
|                                                                                     |     Oil & Gas Exploration & Production                                                                                                            |   |                       | -          |   |             |   | 817,781     |          |   |   | -              |   |   |   | 817,781     |   |   |   |   |
|                                                                                     |   Consumer Durables & Apparel                                                                                                                                   |   |                       |       |   |             |   |        |          |   |   |           |   |   |   |        |   |   |   |   |
|                                                                                     |     Home Furnishings                                                                                                                                      |   |                       | -          |   |             |   | 1,112,452   |          |   |   | -              |   |   |   | 1,112,452   |   |   |   |   |
|                                                                                     |   Food, Beverage & Tobacco                                                                                                                                      |   |                       |       |   |             |   |        |          |   |   |           |   |   |   |        |   |   |   |   |
|                                                                                     |     Packaged Foods & Meats                                                                                                                            |   |                       | -          |   |             |   | 84,250      |          |   |   | -              |   |   |   | 84,250      |   |   |   |   |
|                                                                                     |   All Other Convertible Preferred Stocks                                                                                                                            |   |                       | 1,233,750  |   |             |   | -           |          |   |   | -              |   |   |   | 1,233,750   |   |   |   |   |
|                                                                                     | Common Stocks                                                                                                                                                                 |   |                       |       |   |             |   |        |          |   |   |           |   |   |   |        |   |   |   |   |
|                                                                                     |   Capital Goods                                                                                                                                                     |   |                       |       |   |             |   |        |          |   |   |           |   |   |   |        |   |   |   |   |
|                                                                                     |     Industrial Machinery                                                                                                                                  |   |                       | -          |   |             |   | -           |          |   |   | 31             |   |   |   | 31          |   |   |   |   |
|                                                                                     |   Commercial Services & Supplies                                                                                                                                |   |                       |       |   |             |   |        |          |   |   |           |   |   |   |        |   |   |   |   |
|                                                                                     |     Diversified Support Services                                                                                                                          |   |                       | -          |   |             |   | 2,876       |          |   |   | -              |   |   |   | 2,876       |   |   |   |   |
|                                                                                     |   Insurance                                                                                                                                                         |   |                       |       |   |             |   |        |          |   |   |           |   |   |   |        |   |   |   |   |
|                                                                                     |     Life & Health Insurance                                                                                                                           |   |                       | -          |   |             |   | -           |          |   |   | 8,758          |   |   |   | 8,758       |   |   |   |   |
|                                                                                     |   All Other Common Stocks                                                                                                                                           |   |                       | 238,570    |   |             |   | -           |          |   |   | -              |   |   |   | 238,570     |   |   |   |   |
|                                                                                     | Asset Backed Securities                                                                                                                                                       |   |                       | -          |   |             |   | 19,628,836  |          |   |   | -              |   |   |   | 19,628,836  |   |   |   |   |
|                                                                                     | Collateralized Mortgage Obligations                                                                                                                                           |   |                       | -          |   |             |   | 71,310,446  |          |   |   | -              |   |   |   | 71,310,446  |   |   |   |   |
|                                                                                     | Corporate Bonds                                                                                                                                                               |   |                       |       |   |             |   |        |          |   |   |           |   |   |   |        |   |   |   |   |
|                                                                                     |   Materials                                                                                                                                                         |   |                       |       |   |             |   |        |          |   |   |           |   |   |   |        |   |   |   |   |
|                                                                                     |     Steel                                                                                                                                                 |   |                       | -          |   |             |   | 3,399,764   |          |   |   | 22,001         |   |   |   | 3,421,765   |   |   |   |   |
|                                                                                     |   Capital Goods                                                                                                                                                     |   |                       |       |   |             |   |        |          |   |   |           |   |   |   |        |   |   |   |   |
|                                                                                     |     Industrial Machinery                                                                                                                                  |   |                       | -          |   |             |   | 2,821,292   |          |   |   | 71,890         |   |   |   | 2,893,182   |   |   |   |   |
|                                                                                     |   Diversified Financials                                                                                                                                            |   |                       |       |   |             |   |        |          |   |   |           |   |   |   |        |   |   |   |   |
|                                                                                     |     Other Diversified Financial Services                                                                                                                  |   |                       | -          |   |             |   | 5,833,970   |          |   |   | 778,986        |   |   |   | 6,612,956   |   |   |   |   |
|                                                                                     |   Insurance                                                                                                                                                         |   |                       |       |   |             |   |        |          |   |   |           |   |   |   |        |   |   |   |   |
|                                                                                     |     Reinsurance                                                                                                                                           |   |                       | -          |   |             |   | 11,374,840  |          |   |   | 24,489,222     |   |   |   | 35,864,062  |   |   |   |   |
|                                                                                     | All Other Corporate Bonds                                                                                                                                                     |   |                       | -          |   |             |   | 170,125,987 |          |   |   | -              |   |   |   | 170,125,987 |   |   |   |   |
|                                                                                     | U.S. Government and Agency Obligations                                                                                                                                        |   |                       | -          |   |             |   | 26,187,751  |          |   |   | -              |   |   |   | 26,187,751  |   |   |   |   |
|                                                                                     | Foreign Government Bonds                                                                                                                                                      |   |                       | -          |   |             |   | 2,258,005   |          |   |   | -              |   |   |   | 2,258,005   |   |   |   |   |
|                                                                                     | Senior Floating Rate Loan Interests                                                                                                                                           |   |                       | -          |   |             |   | 109,130,456 |          |   |   | -              |   |   |   | 109,130,456 |   |   |   |   |
|                                                                                     | Repurchase Agreements                                                                                                                                                         |   |                       | -          |   |             |   | 2,420,000   |          |   |   | -              |   |   |   | 2,420,000   |   |   |   |   |
|                                                                                     | Commercial Paper                                                                                                                                                              |   |                       | -          |   |             |   | 1,264,985   |          |   |   | -              |   |   |   | 1,264,985   |   |   |   |   |
|                                                                                     | Total                                                                                                                                                                         |   | $                          | 7,647,888  |   |             | $      | 433,745,764 |          |   | $      | 25,396,011     |   |   | $      | 466,789,663 |   |   |   |   |
|                                                                                     |                                                                                                                                                                          |   |                       |       |   |             |   |        |          |   |   |           |   |   |   |        |   |   |   |   |
|                                                                                     | Other Financial Instruments                                                                                                                                                   |   |                       |       |   |             |   |        |          |   |   |           |   |   |   |        |   |   |   |   |
|                                                                                     | Net unrealized depreciation on centrally cleared credit default swaps                                                                                                         |   | $                          | -          |   |             | $      | (1,464,401  | )             |   | $      | -              |   |   | $      | (1,464,401  | ) |   |   |   |
|                                                                                     | Net unrealized depreciation on credit default swaps                                                                                                                           |   |                       | -          |   |             |   | (43,122     | )             |   |   | -              |   |   |   | (43,122     | ) |   |   |   |
|                                                                                     | Net unrealized depreciation on futures contracts                                                                                                                              |   |                       | 126,800    |   |             |   | -           |          |   |   | -              |   |   |   | 126,800     |   |   |   |   |
|                                                                                     | Net unrealized appreciation on forward foreign currency contracts                                                                                                             |   |                       | -          |   |             |   | 12,558      |          |   |   | -              |   |   |   | 12,558      |   |   |   |   |
|                                                                                     | Net unrealized depreciation on forward foreign currency contracts                                                                                                             |   |                       | -          |   |             |   | (2,647      | )             |   |   | -              |   |   |   | (2,647      | ) |   |   |   |
|                                                                                     | Total                                                                                                                                                                         |   | $                          | 126,800    |   |             | $      | (1,497,612  | )             |   | $      | -              |   |   | $      | (1,370,812  | ) |   |   |   |
|                                                                                     |                                                                                                                                                                          |   |                       |       |   |             |   |        |          |   |   |           |   |   |   |        |   |   |   |   |
| Following is a reconciliation of assets using significant unobservable inputs (Level 3): |                                                                                                                                                                          |   |                       |       |   |             |   |        |          |   |   |           |   |   |   |        |   |   |   |
|                                                                                     |                                                                                                                                                                          |   | Convertible CorporateBonds |       |   | Preferred Stocks |   |        | Common Stocks |   |   | CorporateBonds |   |   | Total  |        |
|                                                                                     | Balance as of 3/31/15                                                                                                                                                         |   | $                          | 18,194     |   |             | $      | 2,494,900   |          |   | $      | 31             |   |   | $      | 24,273,166  |   |   | $ | 26,786,291 |   |
|                                                                                     | Realized gain (loss)1                                                                                                                                                         |   |                       | -          |   |             |   | -           |          |   |   | -              |   |   |   | (2,092      | ) |   |   | (2,092 | ) |
|                                                                                     | Change in unrealized appreciation (depreciation)2                                                                                                                             |   |                       | 679        |   |             |   | (308,250    | )             |   |   | 491            |   |   |   | (2,587,072  | ) |   |   | (2,894,152 | ) |
|                                                                                     | Purchases                                                                                                                                                                     |   |                       | -          |   |             |   | -           |          |   |   | 8,267          |   |   |   | 3,198,600   |   |   |   | 3,206,867 |   |
|                                                                                     | Sales                                                                                                                                                                         |   |                       | -          |   |             |   | -           |          |   |   | -              |   |   |   | (1,700,903  | ) |   |   | (1,700,903 | ) |
|                                                                                     | Transfers in to Level 3 *                                                                                                                                                     |   |                       | -          |   |             |   | -           |          |   |   | -              |   |   |   | -           |   |   |   | - |   |
|                                                                                     | Transfers out of Level 3 *                                                                                                                                                    |   |                       | -          |   |             |   | -           |          |   |   | -              |   |   |   | -           |   |   |   | - |   |
|                                                                                     | Transfers in and out of Level 3 activity                                                                                                                                      |   |                       | -          |   |             |   | (2,180,400  | )             |   |   | -              |   |   |   | 2,180,400   |   |   |   | - |   |
|                                                                                     | Balance as of 6/30/15                                                                                                                                                         |   | $                          | 18,873     |   |             | $      | 6,250       |          |   | $      | 8,789          |   |   | $      | 25,362,099  |   |   | $ | 25,396,011 |   |
|                                                                                     |                                                                                                                                                                          |   |                       |       |   |             |   |        |          |   |   |           |   |   |   |        |   |   |   |   |   |
| 1                                                                                        | Realized gain (loss) on these securities is included in the net realized gain (loss) from investments in the Statement of Operations.                                         |   |                       |       |   |             |
|                                                                                     |                                                                                                                                                                          |   |                       |       |   |             |   |        |          |   |   |           |   |   |   |        |   |   |   |   |   |
| 2                                                                                        | Unrealized appreciation (depreciation) on these securities is included in the change in unrealized appreciation (depreciation) on investments in the Statement of Operations. |   |
|                                                                                     |                                                                                                                                                                          |   |                       |       |   |             |   |        |          |   |   |           |   |   |   |        |   |   |   |   |   |
| *                                                                                        | Transfers are calculated on the beginning of period values. During the period ended June 30, 2015,there were no transfers between Levels 1, 2 and 3.                     |   |
|                                                                                     |                                                                                                                                                                          |   |                       |       |   |             |   |        |          |   |   |           |   |   |   |        |   |   |   |   |   |
|                                                                                     | Net change in unrealized appreciation (depreciation) of investments                                                                                                           |   |                       |       |   |             |   |        |          |   |   |           |   |   |   |        |   |   |   |   |   |
|                                                                                     | still held as of 6/30/15                                                                                                                                                      |   | $                          | (2,894,152 | )      |             |   |        |          |   |   |           |   |   |   |        |   |   |   |   |   |