```

                                                             OMB APPROVAL
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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 811-09223

                         Pioneer Strategic Income Fund
               (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:  September 30

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 Strategic Income Fund                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       |                                                                                                                                                          |
|--------|---------------------------------------------------------------------------|------------------|--------|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|------------|---------------------------------------------------------------------------------------------------------------------------------------------------------------|
|   |                                                                      |             |   | Schedule of Investments 6/30/15 (unaudited)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       |                                                                                                                                                          |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   | Principal Amount ($)                                                      | FloatingRate (b) |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | Value      |
|   |                                                                      |             |   | CONVERTIBLE CORPORATE BONDS - 1.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       |                                                                                                                                                          |
|   |                                                                      |             |   | Energy - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       |                                                                                                                                                          |
|   |                                                                      |             |   | Integrated Oil & Gas - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       |                                                                                                                                                          |
|   | 4,620,000                                                                 |             |   | American Energy - Utica LLC, 3.5% (3.50% Cash, 0.00% PIK), 3/1/21 (144A) (PIK)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $          | 1,940,400                                                                                                                                                     |
|   |                                                                      |             |   | Oil & Gas Exploration & Production - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       |                                                                                                                                                          |
|   | 4,800,000                                                                 |             |   | Chesapeake Energy Corp., 2.25%, 12/15/38                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $          | 4,164,000                                                                                                                                                     |
|   | 10,040,000                                                                |             |   | Cobalt International Energy, Inc., 2.625%, 12/1/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 7,410,775                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 11,574,775                                                                                                                                                    |
|   |                                                                      |             |   | Oil & Gas Storage & Transportation - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       |                                                                                                                                                          |
|   | 1,700,000                                                                 |             |   | Golar LNG, Ltd., 3.75%, 3/7/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $          | 2,061,250                                                                                                                                                     |
|   |                                                                      |             |   | Total Energy                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $          | 15,576,425                                                                                                                                                    |
|   |                                                                      |             |   | Materials - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       |                                                                                                                                                          |
|   |                                                                      |             |   | Diversified Metals & Mining - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       |                                                                                                                                                          |
|   | 7,900,000                                                                 |             |   | Vedanta Resources Jersey, Ltd., 5.5%, 7/13/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $          | 7,821,000                                                                                                                                                     |
|   |                                                                      |             |   | Total Materials                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $          | 7,821,000                                                                                                                                                     |
|   |                                                                      |             |   | Capital Goods - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   |                                                                      |             |   | Electrical Components & Equipment - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       |                                                                                                                                                          |
|   | 13,776,000                                                                |             |   | General Cable Corp., 4.5%, 11/15/29 (Step)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $          | 11,434,080                                                                                                                                                    |
|   | 1,984,000                                                                 |             |   | SolarCity Corp., 1.625%, 11/1/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 1,815,360                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 13,249,440                                                                                                                                                    |
|   |                                                                      |             |   | Total Capital Goods                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $          | 13,249,440                                                                                                                                                    |
|   |                                                                      |             |   | Consumer Durables & Apparel - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       |                                                                                                                                                          |
|   |                                                                      |             |   | Homebuilding - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       |                                                                                                                                                          |
|   | 7,875,000                                                                 |             |   | KB Home, 1.375%, 2/1/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $          | 7,663,359                                                                                                                                                     |
|   | 6,735,000                                                                 |             |   | Standard Pacific Corp., 1.25%, 8/1/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 8,191,444                                                                                                                                                     |
|   | 6,805,000                                                                 |             |   | The Ryland Group, Inc., 0.25%, 6/1/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 6,566,825                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 22,421,628                                                                                                                                                    |
|   |                                                                      |             |   | Total Consumer Durables & Apparel                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $          | 22,421,628                                                                                                                                                    |
|   |                                                                      |             |   | Retailing - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       |                                                                                                                                                          |
|   |                                                                      |             |   | Internet Retail - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       |                                                                                                                                                          |
|   | 7,740,000                                                                 |             |   | The Priceline Group, Inc., 0.9%, 9/15/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $          | 7,382,025                                                                                                                                                     |
|   |                                                                      |             |   | Total Retailing                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $          | 7,382,025                                                                                                                                                     |
|   |                                                                      |             |   | Pharmaceuticals, Biotechnology & Life Sciences - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       |                                                                                                                                                          |
|   |                                                                      |             |   | Pharmaceuticals - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       |                                                                                                                                                          |
|   | 6,350,000                                                                 |             |   | The Medicines Co., 2.5%, 1/15/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $          | 6,945,312                                                                                                                                                     |
|   |                                                                      |             |   | Total Pharmaceuticals, Biotechnology & Life Sciences                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $          | 6,945,312                                                                                                                                                     |
|   |                                                                      |             |   | Software & Services - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       |                                                                                                                                                          |
|   |                                                                      |             |   | Internet Software & Services - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       |                                                                                                                                                          |
|   | 6,433,000                                                                 |             |   | WebMD Health Corp., 2.5%, 1/31/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $          | 6,549,598                                                                                                                                                     |
|   |                                                                      |             |   | Data Processing & Outsourced Services - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       |                                                                                                                                                          |
|   | 2,585,000                                                                 |             |   | Cardtronics, Inc., 1.0%, 12/1/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $          | 2,536,531                                                                                                                                                     |
|   |                                                                      |             |   | Application Software - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       |                                                                                                                                                          |
|   | 4,563,000                                                                 |             |   | Mentor Graphics Corp., 4.0%, 4/1/31                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $          | 6,171,458                                                                                                                                                     |
|   |                                                                      |             |   | Total Software & Services                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $          | 15,257,587                                                                                                                                                    |
|   |                                                                      |             |   | Technology Hardware & Equipment - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       |                                                                                                                                                          |
|   |                                                                      |             |   | Communications Equipment - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       |                                                                                                                                                          |
|   | 7,290,000                                                                 |             |   | Finisar Corp., 0.5%, 12/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $          | 7,062,188                                                                                                                                                     |
|   |                                                                      |             |   | Electronic Components - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       |                                                                                                                                                          |
|   | 13,410,000                                                                |             |   | Vishay Intertechnology, Inc., 2.25%, 5/15/41 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $          | 9,973,688                                                                                                                                                     |
|   |                                                                      |             |   | Total Technology Hardware & Equipment                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $          | 17,035,876                                                                                                                                                    |
|   |                                                                      |             |   | TOTAL CONVERTIBLE CORPORATE BONDS                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       |                                                                                                                                                          |
|   |                                                                      |             |   | (Cost $109,682,526)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $          | 105,689,293                                                                                                                                                   |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   |                                                                      |             |   | PREFERRED STOCKS - 1.9%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       |                                                                                                                                                          |
|   |                                                                      |             |   | Transportation - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       |                                                                                                                                                          |
|   |                                                                      |             |   | Air Freight & Logistics - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       |                                                                                                                                                          |
|   | 2,313                                                                     |             |   | CEVA Group Plc, 12/31/14 (f) *                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $          | 1,711,953                                                                                                                                                     |
|   |                                                                      |             |   | Total Transportation                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 1,711,953                                                                                                                                                     |
|   |                                                                      |             |   | Banks - 0.7%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       |                                                                                                                                                          |
|   |                                                                      |             |   | Diversified Banks - 0.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       |                                                                                                                                                          |
|   | 494,685                                                                   | 7.88             |   | Citigroup Capital XIII, Floating Rate Note, 10/30/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 12,842,023                                                                                                                                                    |
|   | 642,000                                                                   | 7.12             |   | Citigroup, Inc., Floating Rate Note (Perpetual)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 17,571,540                                                                                                                                                    |
|   | 318,669                                                                   | 6.00             |   | US Bancorp, Floating Rate Note (Perpetual)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 8,486,155                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 38,899,718                                                                                                                                                    |
|   |                                                                      |             |   | Regional Banks - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       |                                                                                                                                                          |
|   | 87,500                                                                    | 6.25             |   | CoBank ACB, Floating Rate Note (Perpetual) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $          | 9,015,239                                                                                                                                                     |
|   | 127,200                                                                   | 6.62             |   | Fifth Third Bancorp, Floating Rate Note (Perpetual)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 3,587,040                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 12,602,279                                                                                                                                                    |
|   |                                                                      |             |   | Total Banks                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $          | 51,501,997                                                                                                                                                    |
|   |                                                                      |             |   | Diversified Financials - 0.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       |                                                                                                                                                          |
|   |                                                                      |             |   | Consumer Finance - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       |                                                                                                                                                          |
|   | 7,978                                                                     |             |   | Ally Financial, Inc., 7.0% (Perpetual) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $          | 8,101,410                                                                                                                                                     |
|   | 465,150                                                                   | 8.12             |   | GMAC Capital Trust I, Floating Rate Note, 2/15/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 12,084,597                                                                                                                                                    |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 20,186,007                                                                                                                                                    |
|   |                                                                      |             |   | Asset Management & Custody Banks - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       |                                                                                                                                                          |
|   | 236,600                                                                   | 5.90             |   | State Street Corp., Floating Rate Note, 12/31/73                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $          | 6,073,522                                                                                                                                                     |
|   |                                                                      |             |   | Investment Banking & Brokerage - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       |                                                                                                                                                          |
|   | 324,400                                                                   | 7.12             |   | Morgan Stanley, Floating Rate Note (Perpetual)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $          | 9,066,980                                                                                                                                                     |
|   | 180,020                                                                   | 6.38             |   | Morgan Stanley, Floating Rate Note (Perpetual)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 4,583,309                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 13,650,289                                                                                                                                                    |
|   |                                                                      |             |   | Total Diversified Financials                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $          | 39,909,818                                                                                                                                                    |
|   |                                                                      |             |   | Insurance - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       |                                                                                                                                                          |
|   |                                                                      |             |   | Property & Casualty Insurance - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       |                                                                                                                                                          |
|   | 250,000                                                                   | 5.95             |   | Aspen Insurance Holdings, Ltd., Floating Rate Note (Perpetual)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $          | 6,300,000                                                                                                                                                     |
|   | 631,450                                                                   | 5.10             |   | The Allstate Corp., Floating Rate Note, 1/15/53                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 15,830,452                                                                                                                                                    |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 22,130,452                                                                                                                                                    |
|   |                                                                      |             |   | Reinsurance - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       |                                                                                                                                                          |
|   | 57,000                                                                    |             |   | Lorenz Re, Ltd., Variable Rate Notes, (Perpetual) *                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $          | 142,500                                                                                                                                                       |
|   |                                                                      |             |   | Total Insurance                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $          | 22,272,952                                                                                                                                                    |
|   |                                                                      |             |   | Real Estate - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       |                                                                                                                                                          |
|   |                                                                      |             |   | Diversified REIT - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       |                                                                                                                                                          |
|   | 3,250                                                                     |             |   | Firstar Realty LLC, 8.875% (Perpetual) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $          | 4,013,750                                                                                                                                                     |
|   |                                                                      |             |   | Office REIT - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       |                                                                                                                                                          |
|   | 49,448                                                                    |             |   | Digital Realty Trust, Inc., 5.875% (Perpetual)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $          | 1,169,445                                                                                                                                                     |
|   |                                                                      |             |   | Total Real Estate                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $          | 5,183,195                                                                                                                                                     |
|   |                                                                      |             |   | Telecommunication Services - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       |                                                                                                                                                          |
|   |                                                                      |             |   | Integrated Telecommunication Services - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       |                                                                                                                                                          |
|   | 572,600                                                                   |             |   | Qwest Corp., 7.375%, 6/1/51                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $          | 14,881,874                                                                                                                                                    |
|   |                                                                      |             |   | Total Telecommunication Services                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $          | 14,881,874                                                                                                                                                    |
|   |                                                                      |             |   | TOTAL PREFERRED STOCKS                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       |                                                                                                                                                          |
|   |                                                                      |             |   | (Cost $129,676,783)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $          | 135,461,789                                                                                                                                                   |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   |                                                                      |             |   | CONVERTIBLE PREFERRED STOCKS - 0.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       |                                                                                                                                                          |
|   |                                                                      |             |   | Banks - 0.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       |                                                                                                                                                          |
|   |                                                                      |             |   | Diversified Banks - 0.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       |                                                                                                                                                          |
|   | 5,330                                                                     |             |   | Bank of America Corp., 7.25% (Perpetual)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $          | 5,926,960                                                                                                                                                     |
|   | 31,527                                                                    |             |   | Wells Fargo & Co., 7.5% (Perpetual)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 37,044,225                                                                                                                                                    |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 42,971,185                                                                                                                                                    |
|   |                                                                      |             |   | Total Banks                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $          | 42,971,185                                                                                                                                                    |
|   |                                                                      |             |   | TOTAL CONVERTIBLE PREFERRED STOCKS                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       |                                                                                                                                                          |
|   |                                                                      |             |   | (Cost $40,763,302)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $          | 42,971,185                                                                                                                                                    |
|   | Shares                                                                    |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   |                                                                      |             |   | COMMON STOCKS - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   |                                                                      |             |   | Capital Goods - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       |                                                                                                                                                          |
|   |                                                                      |             |   | Construction & Engineering - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       |                                                                                                                                                          |
|   | 269,588                                                                   |             |   | Newhall Land Development LLC *                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $          | 988,444                                                                                                                                                       |
|   |                                                                      |             |   | Industrial Machinery - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       |                                                                                                                                                          |
|   | 185,819                                                                   |             |   | Liberty Tire Reclycling LLC                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $          | 1,858                                                                                                                                                         |
|   |                                                                      |             |   | Total Capital Goods                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $          | 990,302                                                                                                                                                       |
|   |                                                                      |             |   | Transportation - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       |                                                                                                                                                          |
|   |                                                                      |             |   | Air Freight & Logistics - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       |                                                                                                                                                          |
|   | 1,069                                                                     |             |   | CEVA Group Plc *                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $          | 790,838                                                                                                                                                       |
|   |                                                                      |             |   | Total Transportation                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 790,838                                                                                                                                                       |
|   |                                                                      |             |   | Consumer Services - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       |                                                                                                                                                          |
|   |                                                                      |             |   | Education Services - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       |                                                                                                                                                          |
|   | 90,687                                                                    |             |   | Cengage Learning Holdings II LP                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $          | 2,536,425                                                                                                                                                     |
|   |                                                                      |             |   | Total Consumer Services                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $          | 2,536,425                                                                                                                                                     |
|   |                                                                      |             |   | Insurance - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       |                                                                                                                                                          |
|   |                                                                      |             |   | Life & Health Insurance - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       |                                                                                                                                                          |
|   | 217,467                                                                   |             |   | TopCo. Ltd.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $          | 54,736                                                                                                                                                        |
|   |                                                                      |             |   | Total Insurance                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $          | 54,736                                                                                                                                                        |
|   |                                                                      |             |   | Semiconductors & Semiconductor Equipment - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       |                                                                                                                                                          |
|   |                                                                      |             |   | Semiconductors - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       |                                                                                                                                                          |
|   | 136,114                                                                   |             |   | LDK Solar Co, Ltd. (A.D.R.) *                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $          | 17,695                                                                                                                                                        |
|   |                                                                      |             |   | Total Semiconductors & Semiconductor Equipment                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $          | 17,695                                                                                                                                                        |
|   |                                                                      |             |   | TOTAL COMMON STOCKS                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       |                                                                                                                                                          |
|   |                                                                      |             |   | (Cost $4,720,999)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $          | 4,389,996                                                                                                                                                     |
|   | Principal Amount ($)                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |
|   |                                                                      |             |   | ASSET BACKED SECURITIES - 4.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       |                                                                                                                                                          |
|   | 3,153,083                                                                 | 0.34             |   | Accredited Mortgage Loan Trust 2006-2, Floating Rate Note, 9/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $          | 3,111,627                                                                                                                                                     |
|   | 5,139,807                                                                 | 0.51             |   | Adjustable Rate Mortgage Trust 2005-9, Floating Rate Note, 11/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 4,516,019                                                                                                                                                     |
|   | 2,435,000                                                                 | 1.60             |   | American Homes 4 Rent 2014-SFR1, Floating Rate Note, 6/17/31                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 2,421,181                                                                                                                                                     |
|   | 2,200,000                                                                 |             |   | American Homes 4 Rent 2014-SFR2 Trust, 5.149%, 10/17/36 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 2,313,579                                                                                                                                                     |
|   | 5,000,000                                                                 |             |   | American Homes 4 Rent 2014-SFR3 Trust, 4.596%, 12/18/36 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 5,179,930                                                                                                                                                     |
|   | 6,100,000                                                                 |             |   | American Homes 4 Rent 2014-SFR3 Trust, 5.04%, 12/18/36 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 6,361,916                                                                                                                                                     |
|   | 2,950,000                                                                 |             |   | American Homes 4 Rent 2015-SFR1, 4.11%, 4/17/45 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 2,926,279                                                                                                                                                     |
|   | 3,350,000                                                                 |             |   | AmeriCredit Automobile Receivables Trust 2013-1, 1.57%, 1/8/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 3,355,048                                                                                                                                                     |
|   | 10,363,000                                                                |             |   | Applebee's Funding LLC/ IHOP Funding LLC, 4.277%, 9/5/44 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 10,503,926                                                                                                                                                    |
|   | 800,000                                                                   |             |   | Ascentium Equipment Receivables 2014-1 LLC, 3.1%, 6/10/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 813,034                                                                                                                                                       |
|   | 1,400,000                                                                 |             |   | Axis Equipment Finance Receivables III LLC, 4.05%, 5/20/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 1,393,540                                                                                                                                                     |
|   | 1,054,000                                                                 | 4.83             |   | B2R Mortgage Trust 2015-1, Floating Rate Note, 5/15/48 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 1,057,632                                                                                                                                                     |
|   | 1,410,544                                                                 | 3.72             |   | Bayview Opportunity Master Fund IIA Trust 2012-4NPL Series III, Floating Rate Note, 2/28/35 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | 1,413,412  |
|   | 2,999,041                                                                 |             |   | Bayview Opportunity Master Fund IIa Trust 2014-20NPL, 3.475%, 8/28/44 (Step) (144A) (f)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | 3,004,702  |
|   | 1,620,451                                                                 |             |   | Bayview Opportunity Master Fund Trust IIIa 2014-12RPL, 3.6225%, 7/28/19 (Step) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | 1,610,456  |
|   | 4,182,054                                                                 | 1.09             |   | Bear Stearns ALT-A Trust 2004-10, Floating Rate Note, 9/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 3,487,700                                                                                                                                                     |
|   | 8,350,000                                                                 | 0.94             |   | Bear Stearns ALT-A Trust 2005-1, Floating Rate Note, 1/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 7,101,625                                                                                                                                                     |
|   | 2,312,676                                                                 |             |   | BXG Receivables Note Trust 2015-A, 3.47%, 5/2/30 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 2,307,113                                                                                                                                                     |
|   | 3,026,000                                                                 |             |   | California Republic Auto Receivables Trust 2012-1, 3.0%, 1/15/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 3,070,715                                                                                                                                                     |
|   | 3,165,000                                                                 |             |   | Capital Auto Receivables Asset Trust 2013-1, 2.19%, 9/20/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 3,187,367                                                                                                                                                     |
|   | 11,000,000                                                                |             |   | Capital Automotive Real Estate Investment Trust, 3.66%, 10/17/44 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 10,960,620                                                                                                                                                    |
|   | 2,797,000                                                                 |             |   | Carnow Auto Receivables Trust 2013-1, 2.98%, 11/15/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 2,800,272                                                                                                                                                     |
|   | 84,915                                                                    | 0.58             |   | Carrington Mortgage Loan Trust Series 2005-NC4, Floating Rate Note, 9/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 84,355                                                                                                                                                        |
|   | 5,643,000                                                                 |             |   | Citicorp Residential Mortgage Trust Series 2007-1, 5.87546%, 3/25/37 (Step)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 4,961,788                                                                                                                                                     |
|   | 3,032,411                                                                 | 4.00             |   | Citigroup Mortgage Loan Trust 2014-A, Floating Rate Note, 1/1/35 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 3,150,821                                                                                                                                                     |
|   | 17,254,326                                                                |             |   | CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 17,521,285                                                                                                                                                    |
|   | 173,241                                                                   | 6.24             |   | Conseco Financial Corp., Floating Rate Note, 12/1/28                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 178,306                                                                                                                                                       |
|   | 2,397,500                                                                 |             |   | Consumer Credit Origination Loan Trust 2015-1, 2.82%, 3/15/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 2,411,678                                                                                                                                                     |
|   | 564,541                                                                   | 0.44             |   | Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 560,939                                                                                                                                                       |
|   | 2,125,486                                                                 | 0.37             |   | Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 2,083,132                                                                                                                                                     |
|   | 1,254,315                                                                 | 4.81             |   | Countrywide Asset-Backed Certificates, Floating Rate Note, 12/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 1,294,518                                                                                                                                                     |
|   | 64,161                                                                    | 0.38             |   | Countrywide Asset-Backed Certificates, Floating Rate Note, 5/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 62,850                                                                                                                                                        |
|   | 2,500,000                                                                 |             |   | Credit Acceptance Auto Loan Trust 2012-2, 2.21%, 9/15/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 2,511,050                                                                                                                                                     |
|   | 1,300,157                                                                 | 0.28             |   | Credit-Based Asset Servicing and Securitization LLC, Floating Rate Note, 4/25/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 1,106,812                                                                                                                                                     |
|   | 52,115                                                                    | 4.46             |   | CWABS Asset-Backed Certificates Trust 2005-4, Floating Rate Note, 9/27/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 52,023                                                                                                                                                        |
|   | 11,970,000                                                                |             |   | DB Master Finance LLC 2015-1, 3.98%, 2/21/45 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 11,921,749                                                                                                                                                    |
|   | 13,747,805                                                                |             |   | Domino's Pizza Master Issuer LLC, 5.216%, 1/27/42 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 14,190,773                                                                                                                                                    |
|   | 2,946,729                                                                 | 3.13             |   | Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 2,986,348                                                                                                                                                     |
|   | 4,581,251                                                                 | 1.09             |   | Ellington Loan Acquisition Trust 2007-1, Floating Rate Note, 5/26/37 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 4,516,380                                                                                                                                                     |
|   | 59,358                                                                    |             |   | Equity One Mortgage Pass-Through Trust 2004-1, 4.205%, 4/25/34 (Step)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 59,341                                                                                                                                                        |
|   | 3,000,000                                                                 |             |   | Exeter Automobile Receivables Trust 2012-2, 3.06%, 7/16/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 3,009,924                                                                                                                                                     |
|   | 72,317                                                                    | 0.86             |   | First Franklin Mortgage Loan Trust 2005-FF5, Floating Rate Note, 2/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 72,231                                                                                                                                                        |
|   | 500,000                                                                   |             |   | First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 500,180                                                                                                                                                       |
|   | 1,600,000                                                                 |             |   | First Investors Auto Owner Trust 2013-1, 2.53%, 1/15/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 1,603,298                                                                                                                                                     |
|   | 323,539                                                                   |             |   | First Investors Auto Owner Trust 2013-2, 1.23%, 3/15/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 323,865                                                                                                                                                       |
|   | 1,933,268                                                                 |             |   | GCAT 2015-1 LLC, 3.625%, 5/26/20 (Step) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 1,932,060                                                                                                                                                     |
|   | 4,293,062                                                                 |             |   | GLC Trust 2013-1, 3.0%, 7/15/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 4,274,817                                                                                                                                                     |
|   | 5,160,860                                                                 |             |   | GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 5,173,057                                                                                                                                                     |
|   | 1,906,901                                                                 |             |   | Gold Key Resorts 2014-A LLC, 5.87%, 5/17/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 1,914,429                                                                                                                                                     |
|   | 1,700,674                                                                 | 0.56             |   | GSAA Home Equity Trust 2005-11, Floating Rate Note, 10/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 1,541,743                                                                                                                                                     |
|   | 376,246                                                                   | 0.49             |   | GSAMP Trust 2006-SEA1, Floating Rate Note, 5/25/36 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 372,192                                                                                                                                                       |
|   | 976,000                                                                   |             |   | HLSS Servicer Advance Receivables Trust, 3.96%, 10/15/45 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 975,122                                                                                                                                                       |
|   | 13,593,000                                                                |             |   | HOA Funding LLC, 4.846%, 8/22/44 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 13,432,575                                                                                                                                                    |
|   | 1,530,328                                                                 | 0.36             |   | Home Equity Asset Trust 2006-4, Floating Rate Note, 8/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 1,503,146                                                                                                                                                     |
|   | 198,514                                                                   | 1.39             |   | HSBC Home Equity Loan Trust USA 2007-3, Floating Rate Note, 11/20/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 197,486                                                                                                                                                       |
|   | 6,117,325                                                                 |             |   | Icon Brand Holdings LLC, 4.229%, 1/26/43 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 6,128,182                                                                                                                                                     |
|   | 1,952,894                                                                 |             |   | JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 2,052,585                                                                                                                                                     |
|   | 485,647                                                                   | 0.34             |   | JP Morgan Mortgage Acquisition Trust 2006-ACC1, Floating Rate Note, 5/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 482,150                                                                                                                                                       |
|   | 1,200,000                                                                 |             |   | Leaf Receivables Funding 10 LLC, 2.74%, 3/15/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 1,189,079                                                                                                                                                     |
|   | 1,600,000                                                                 |             |   | Leaf Receivables Funding 10 LLC, 3.74%, 5/17/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 1,581,426                                                                                                                                                     |
|   | 3,139,702                                                                 |             |   | Leaf Receivables Funding 8 LLC, 2.67%, 9/15/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 3,154,835                                                                                                                                                     |
|   | 2,141,566                                                                 |             |   | Leaf Receivables Funding 8 LLC, 5.5%, 9/15/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 2,164,057                                                                                                                                                     |
|   | 3,010,000                                                                 |             |   | LEAF Receivables Funding 9 LLC, 5.11%, 9/15/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 3,121,972                                                                                                                                                     |
|   | 665,795                                                                   |             |   | Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 5/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 702,888                                                                                                                                                       |
|   | 1,248,742                                                                 | 2.44             |   | Madison Avenue Manufactured Housing Contract Trust 2002-A, Floating Rate Note, 3/25/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | 1,248,606  |
|   | 2,106,975                                                                 |             |   | Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 2,202,206                                                                                                                                                     |
|   | 2,142,091                                                                 |             |   | Mid-State Capital Trust 2010-1, 7.0%, 12/15/45 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 2,300,329                                                                                                                                                     |
|   | 1,684,559                                                                 | 1.69             |   | MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 1,504,084                                                                                                                                                     |
|   | 3,606,257                                                                 |             |   | Nations Equipment Finance Funding II LLC, 3.276%, 1/22/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 3,632,835                                                                                                                                                     |
|   | 1,114,332                                                                 | 0.34             |   | Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 1,089,211                                                                                                                                                     |
|   | 500,000                                                                   |             |   | NextGear Floorplan Master Owner Trust, 2.61%, 10/15/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 502,298                                                                                                                                                       |
|   | 3,017,954                                                                 |             |   | Oak Hill Advisors Residential Loan Trust 2014-NPL1, 2.8828%, 5/25/54 (Step) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 3,023,830                                                                                                                                                     |
|   | 3,700,000                                                                 |             |   | OneMain Financial Issuance Trust 2015-1, 3.19%, 3/18/26 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 3,752,577                                                                                                                                                     |
|   | 1,688,512                                                                 | 5.91             |   | Origen Manufactured Housing Contract Trust 2004-A, Floating Rate Note, 1/15/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 1,772,992                                                                                                                                                     |
|   | 1,479,506                                                                 | 5.46             |   | Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 1,506,540                                                                                                                                                     |
|   | 566,640                                                                   | 5.73             |   | Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 589,802                                                                                                                                                       |
|   | 1,106,133                                                                 | 5.46             |   | Origen Manufactured Housing Contract Trust 2005-A, Floating Rate Note, 6/15/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 1,150,076                                                                                                                                                     |
|   | 5,400,000                                                                 |             |   | Oxford Finance Funding Trust 2014-1, 3.475%, 12/15/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 5,414,688                                                                                                                                                     |
|   | 2,500,000                                                                 |             |   | Progress Residential 2015-SFR2 Trust, 3.684%, 6/14/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 2,482,428                                                                                                                                                     |
|   | 1,098,516                                                                 |             |   | RAMP Series 2004-RS1 Trust, 5.165%, 1/25/34 (Step)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 997,960                                                                                                                                                       |
|   | 3,357,852                                                                 | 5.28             |   | Residential Funding Mortgage Securities, Inc. Series 04-RS10, Floating Rate Notes, 10/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | 3,454,017  |
|   | 3,700,000                                                                 |             |   | Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 3,741,658                                                                                                                                                     |
|   | 844,598                                                                   |             |   | Sierra Timeshare 2012-3 Receivables Funding LLC, 1.87%, 8/20/29 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 847,141                                                                                                                                                       |
|   | 3,300,000                                                                 | 2.24             |   | Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/18/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 3,293,407                                                                                                                                                     |
|   | 2,825,066                                                                 |             |   | Skopos Auto Receivables Trust 2015-1, 3.1%, 12/15/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 2,825,066                                                                                                                                                     |
|   | 11,000,000                                                                |             |   | Spirit Master Funding LLC, 4.6291%, 1/20/45 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 10,963,241                                                                                                                                                    |
|   | 1,248,906                                                                 |             |   | Spirit Master Funding LLC, 5.74%, 3/20/42 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 1,356,975                                                                                                                                                     |
|   | 900,000                                                                   |             |   | Spirit Master Funding VII LLC, 3.8868%, 12/21/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 921,411                                                                                                                                                       |
|   | 5,860,242                                                                 |             |   | Springleaf Funding Trust 2013-A, 2.58%, 9/15/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 5,882,171                                                                                                                                                     |
|   | 5,000,000                                                                 |             |   | Springleaf Funding Trust 2014-A, 2.41%, 12/15/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 5,006,250                                                                                                                                                     |
|   | 6,494,583                                                                 |             |   | Store Master Funding I LLC, 3.75%, 4/20/45 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 6,399,150                                                                                                                                                     |
|   | 1,060,649                                                                 |             |   | STORE Master Funding LLC, 4.16%, 3/20/43 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 1,086,125                                                                                                                                                     |
|   | 164,106                                                                   |             |   | STORE Master Funding LLC, 4.21%, 4/20/44 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 166,833                                                                                                                                                       |
|   | 1,624,454                                                                 | 0.39             |   | Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 1,579,118                                                                                                                                                     |
|   | 577,604                                                                   | 0.32             |   | Structured Asset Securities Corp Mortgage Loan Trust 2007-BC2, Floating Rate Note, 3/25/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | 575,308    |
|   | 600,000                                                                   |             |   | Tidewater Auto Receivables Trust 2012-A, 2.83%, 10/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 601,692                                                                                                                                                       |
|   | 2,764,822                                                                 | 1.89             |   | Truman Capital Mortgage Loan Trust, Floating Rate Note, 1/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 2,700,640                                                                                                                                                     |
|   | 111,146                                                                   | 7.00             |   | UCFC Manufactured Housing Contract, Floating Rate Note, 4/15/29                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 111,694                                                                                                                                                       |
|   | 961,441                                                                   |             |   | US Residential Opportunity Fund III Trust 2015-1, 3.7213%, 1/29/35 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 961,635                                                                                                                                                       |
|   | 3,296,119                                                                 |             |   | VOLT XIX LLC, 3.875%, 4/26/55 (Step)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 3,308,568                                                                                                                                                     |
|   | 4,000,000                                                                 |             |   | VOLT XXV LLC, 3.5%, 6/26/45 (Step) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 3,995,600                                                                                                                                                     |
|   | 3,374,325                                                                 |             |   | VOLT XXXIII LLC, 3.5%, 3/25/55 (Step) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 3,375,425                                                                                                                                                     |
|   | 155,099                                                                   | 0.60             |   | Wells Fargo Home Equity Asset-Backed Securities 2005-2 Trust, Floating Rate Note, 11/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | 155,004    |
|   | 732,109                                                                   |             |   | Westgate Resorts 2012-2 LLC, 4.5%, 1/21/25 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 734,855                                                                                                                                                       |
|   | 1,582,320                                                                 |             |   | Westgate Resorts 2012-A LLC, 2.25%, 8/20/25 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 1,585,485                                                                                                                                                     |
|   | 527,440                                                                   |             |   | Westgate Resorts 2012-A LLC, 3.75%, 8/20/25 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 533,011                                                                                                                                                       |
|   | 7,268,587                                                                 |             |   | Westgate Resorts 2014-1 LLC, 3.25%, 12/20/26 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 7,286,758                                                                                                                                                     |
|   | 6,454,591                                                                 |             |   | Westgate Resorts 2015-1 LLC, 2.75%, 5/20/27 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 6,459,367                                                                                                                                                     |
|   | 684,518                                                                   |             |   | Westgate Resorts LLC, 2.5%, 3/20/25 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 686,328                                                                                                                                                       |
|   |                                                                      |             |   | TOTAL ASSET BACKED SECURITIES                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       |                                                                                                                                                          |
|   |                                                                      |             |   | (Cost $321,502,925)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $          | 323,719,535                                                                                                                                                   |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   |                                                                      |             |   | COLLATERALIZED MORTGAGE OBLIGATIONS - 9.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       |                                                                                                                                                          |
|   | 13,146,879                                                                | 3.50             |   | Agate Bay Mortgage Trust 2015-1, Floating Rate Note, 1/25/45 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $          | 13,112,986                                                                                                                                                    |
|   | 2,964,199                                                                 |             |   | Alternative Loan Trust 2003-16T1, 5.25%, 9/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 3,123,504                                                                                                                                                     |
|   | 5,178,309                                                                 |             |   | Alternative Loan Trust 2003-21T1, 5.75%, 12/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 5,417,671                                                                                                                                                     |
|   | 221,804                                                                   |             |   | Alternative Loan Trust 2004-4CB, 4.25%, 4/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 223,826                                                                                                                                                       |
|   | 6,900,000                                                                 | 1.15             |   | Alternative Loan Trust 2005-J4, Floating Rate Note, 7/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 6,226,491                                                                                                                                                     |
|   | 2,879,765                                                                 |             |   | Banc of America Alternative Loan Trust 2003-2, 5.75%, 4/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 2,983,733                                                                                                                                                     |
|   | 1,662,553                                                                 |             |   | Banc of America Alternative Loan Trust 2004-10, 6.0%, 11/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 1,690,081                                                                                                                                                     |
|   | 207,779                                                                   |             |   | Banc of America Alternative Loan Trust 2004-3, 5.0%, 4/25/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 198,579                                                                                                                                                       |
|   | 54,336                                                                    | 0.31             |   | Banc of America Funding 2010-R4 Trust REMICS, Floating Rate Note, 8/26/36 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 54,262                                                                                                                                                        |
|   | 2,640,417                                                                 | 2.75             |   | Banc of America Mortgage 2003-H Trust, Floating Rate Note, 9/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 2,592,593                                                                                                                                                     |
|   | 2,588,607                                                                 |             |   | Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 2,646,431                                                                                                                                                     |
|   | 1,568,269                                                                 | 1.19             |   | Bayview Commercial Asset Trust 2004-3, Floating Rate Note, 1/25/35 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 1,444,746                                                                                                                                                     |
|   | 19,596,165                                                                |             |   | Bayview Commercial Asset Trust 2007-2, 7/27/37 (Step) (144A) (d) (e)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                           - |
|   | 34,265,822                                                                |             |   | Bayview Commercial Asset Trust 2007-4, 3.490266%, 9/25/37 (Step) (144A) (e)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 1,165,038                                                                                                                                                     |
|   | 7,648,616                                                                 | 1.12             |   | Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 6,442,766                                                                                                                                                     |
|   | 7,373,000                                                                 | 0.94             |   | Bear Stearns ALT-A Trust 2005-2, Floating Rate Note, 3/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 6,305,058                                                                                                                                                     |
|   | 1,996,344                                                                 | 2.60             |   | Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 1,984,007                                                                                                                                                     |
|   | 3,799,726                                                                 | 2.67             |   | Bear Stearns ARM Trust 2003-9, Floating Rate Note, 2/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 3,026,980                                                                                                                                                     |
|   | 932,343                                                                   | 3.14             |   | Bear Stearns ARM Trust 2004-12, Floating Rate Note, 2/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 922,242                                                                                                                                                       |
|   | 15,021                                                                    | 2.91             |   | CHL Mortgage Pass-Through Trust 2003-42, Floating Rate Note, 9/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 14,222                                                                                                                                                        |
|   | 3,979,794                                                                 | 3.50             |   | Citigroup Mortgage Loan Trust 2014-J1, Floating Rate Note, 6/25/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 4,027,774                                                                                                                                                     |
|   | 4,005,432                                                                 |             |   | Citigroup Mortgage Loan Trust, Inc., 5.5%, 9/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 4,304,281                                                                                                                                                     |
|   | 67,490                                                                    |             |   | Citigroup Mortgage Loan Trust, Inc., 6.75%, 9/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 74,146                                                                                                                                                        |
|   | 4,500,000                                                                 | 4.65             |   | City Center Trust 2011-CCHP, Floating Rate Note, 7/17/28 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 4,502,673                                                                                                                                                     |
|   | 3,500,000                                                                 |             |   | COMM 2006-C8 Mortgage Trust, 5.377%, 12/10/46                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 3,522,032                                                                                                                                                     |
|   | 1,900,000                                                                 |             |   | COMM 2012-CCRE2 Mortgage Trust REMICS, 3.791%, 8/17/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 1,986,211                                                                                                                                                     |
|   | 3,650,000                                                                 |             |   | COMM 2012-CCRE2 Mortgage Trust, 3.147%, 8/15/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 3,718,419                                                                                                                                                     |
|   | 1,275,000                                                                 |             |   | COMM 2012-CCRE2 Mortgage Trust, 4.393%, 8/17/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 1,371,175                                                                                                                                                     |
|   | 4,047,000                                                                 |             |   | COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/17/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 4,056,158                                                                                                                                                     |
|   | 2,365,416                                                                 |             |   | COMM 2012-CCRE4 Mortgage Trust, 3.251%, 10/17/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 2,391,502                                                                                                                                                     |
|   | 1,550,000                                                                 | 4.93             |   | COMM 2012-LC4 Mortgage Trust, Floating Rate Note, 12/12/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 1,717,529                                                                                                                                                     |
|   | 8,000,000                                                                 |             |   | COMM 2013-LC6 Mortgage Trust, 2.941%, 1/12/46                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 7,993,400                                                                                                                                                     |
|   | 5,070,000                                                                 | 2.14             |   | COMM 2014-FL4 Mortgage Trust, Floating Rate Note, 7/15/31 (144A) (f)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 5,027,686                                                                                                                                                     |
|   | 7,500,000                                                                 |             |   | COMM 2015-CCRE23 Mortgage Trust, 3.807%, 5/12/48                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 7,119,892                                                                                                                                                     |
|   | 5,600,000                                                                 |             |   | Commercial Mortgage Pass Through Certificates, 2.822%, 10/17/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 5,576,295                                                                                                                                                     |
|   | 385,756                                                                   |             |   | Credit Suisse First Boston Mortgage Securities Corp., 5.0%, 8/25/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 384,985                                                                                                                                                       |
|   | 5,021,626                                                                 | 2.78             |   | Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 4,872,293                                                                                                                                                     |
|   | 3,200,000                                                                 | 1.73             |   | CSMC Series 2014-ICE REMICS, Floating Rate Note, 4/15/27 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 3,185,894                                                                                                                                                     |
|   | 7,739,369                                                                 | 3.50             |   | CSMC Trust 2014-IVR3 REMICS, Floating Rate Note, 7/25/44 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 7,745,731                                                                                                                                                     |
|   | 2,950,000                                                                 | 5.56             |   | DBUBS 2011-LC1 Mortgage Trust, Floating Rate Note, 11/13/46 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 3,277,662                                                                                                                                                     |
|   | 6,767,000                                                                 | 5.42             |   | DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/12/44 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 7,689,342                                                                                                                                                     |
|   | 2,842,000                                                                 | 2.14             |   | Del Coronado Trust 2013-DEL, Floating Rate Note, 3/16/26 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 2,839,292                                                                                                                                                     |
|   | 5,200,000                                                                 | 3.63             |   | EQTY 2014-INNS Mortgage Trust, Floating Rate Note, 5/8/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 5,191,878                                                                                                                                                     |
|   | 6,288,824                                                                 | 3.50             |   | EverBank Mortgage Loan Trust REMICS, Floating Rate Note, 4/25/43 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 6,315,042                                                                                                                                                     |
|   | 8,521,767                                                                 | 2.50             |   | EverBank Mortgage Loan Trust, Floating Rate Note, 4/25/43 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 7,967,520                                                                                                                                                     |
|   | 5,065,000                                                                 | 4.30             |   | Federal Home Loan Mortgage Corp., Floating Rate Note, 9/26/44 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 5,260,332                                                                                                                                                     |
|   | 1,584,455                                                                 |             |   | Federal National Mortgage Association REMICS, 3.5%, 1/25/29 (e)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 86,465                                                                                                                                                        |
|   | 3,010,469                                                                 |             |   | Federal National Mortgage Association REMICS, 4.5%, 6/25/29                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 3,231,010                                                                                                                                                     |
|   | 328,585                                                                   |             |   | Federal National Mortgage Association REMICS, 5.0%, 9/25/39                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 339,157                                                                                                                                                       |
|   | 3,150,000                                                                 | 3.75             |   | FREMF Mortgage Trust 20-, Floating Rate Note, 11/25/47 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 3,104,155                                                                                                                                                     |
|   | 3,900,000                                                                 | 5.62             |   | FREMF Mortgage Trust 2010-K7, Floating Rate Note, 5/25/29 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 4,364,014                                                                                                                                                     |
|   | 1,980,000                                                                 | 5.41             |   | FREMF Mortgage Trust 2010-K8, Floating Rate Note, 9/25/43 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 2,200,948                                                                                                                                                     |
|   | 4,160,000                                                                 | 5.36             |   | FREMF Mortgage Trust 2010-K9 REMICS, Floating Rate Note, 9/25/45 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 4,620,866                                                                                                                                                     |
|   | 5,600,000                                                                 | 4.78             |   | FREMF Mortgage Trust 2011-K10 , Floating Rate Note, 11/25/49 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 6,068,563                                                                                                                                                     |
|   | 3,300,000                                                                 | 4.57             |   | FREMF Mortgage Trust 2011-K11 REMICS, Floating Rate Note, 12/25/48 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 3,539,689                                                                                                                                                     |
|   | 3,953,000                                                                 | 4.49             |   | FREMF Mortgage Trust 2011-K12, Floating Rate Note, 1/25/46 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 4,232,347                                                                                                                                                     |
|   | 2,200,000                                                                 | 5.33             |   | FREMF Mortgage Trust 2011-K14, Floating Rate Note, 2/25/47 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 2,443,098                                                                                                                                                     |
|   | 9,582,000                                                                 | 4.93             |   | FREMF Mortgage Trust 2011-K702, Floating Rate Note, 4/25/44 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 10,221,963                                                                                                                                                    |
|   | 5,450,000                                                                 | 5.05             |   | FREMF Mortgage Trust 2011-K703, Floating Rate Note, 7/25/44 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 5,841,463                                                                                                                                                     |
|   | 6,500,000                                                                 | 4.00             |   | FREMF Mortgage Trust 2012-K20, Floating Rate Note, 5/25/45 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 6,739,168                                                                                                                                                     |
|   | 5,000,000                                                                 | 3.87             |   | FREMF Mortgage Trust 2012-K709, Floating Rate Note, 4/25/45 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 5,216,100                                                                                                                                                     |
|   | 1,000,000                                                                 | 3.30             |   | FREMF Mortgage Trust 2013-K502, Floating Rate Note, 3/27/45 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 1,015,931                                                                                                                                                     |
|   | 3,400,000                                                                 | 3.16             |   | FREMF Mortgage Trust 2013-K713, Floating Rate Note, 4/25/46 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 3,425,378                                                                                                                                                     |
|   | 2,750,000                                                                 | 3.55             |   | FREMF Mortgage Trust Class B, Floating Rate Note, 11/25/46 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 2,808,080                                                                                                                                                     |
|   | 3,661,000                                                                 | 3.95             |   | FREMF Mortgage Trust Class B, Floating Rate Note, 6/25/47 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 3,799,411                                                                                                                                                     |
|   | 3,600,000                                                                 | 3.55             |   | FREMF Mortgage Trust Class C, Floating Rate Note, 11/25/46 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 3,669,775                                                                                                                                                     |
|   | 4,582,369                                                                 | 0.36             |   | GE Business Loan Trust 2007-1, Floating Rate Note, 4/16/35 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 4,344,874                                                                                                                                                     |
|   | 4,070,730                                                                 |             |   | Global Mortgage Securitization, Ltd., 5.25%, 4/25/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 3,933,285                                                                                                                                                     |
|   | 1,770,933                                                                 |             |   | Global Mortgage Securitization, Ltd., 5.25%, 4/25/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 1,689,316                                                                                                                                                     |
|   | 6,650,229                                                                 | 0.46             |   | Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 6,392,060                                                                                                                                                     |
|   | 6,522,659                                                                 |             |   | Government National Mortgage Association, 3.0%, 4/20/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 6,769,202                                                                                                                                                     |
|   | 8,993,531                                                                 |             |   | Government National Mortgage Association, 4.5%, 9/20/39                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 9,717,016                                                                                                                                                     |
|   | 71,742                                                                    |             |   | Government National Mortgage Association, 4.973%, 4/16/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 71,724                                                                                                                                                        |
|   | 4,500,000                                                                 |             |   | GS Mortgage Securities Corp. II, 3.682%, 2/10/46 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 4,512,722                                                                                                                                                     |
|   | 7,305,000                                                                 | 1.94             |   | GS Mortgage Securities Trust 2014-GSFL, Floating Rate Note, 7/15/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 7,268,804                                                                                                                                                     |
|   | 3,606,208                                                                 | 2.64             |   | GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 3,627,499                                                                                                                                                     |
|   | 208,959                                                                   | 2.74             |   | HarborView Mortgage Loan Trust 2004-1, Floating Rate Note, 4/19/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 208,618                                                                                                                                                       |
|   | 3,021,964                                                                 | 0.82             |   | Impac CMB Trust Series 2004-4, Floating Rate Note, 9/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 2,884,513                                                                                                                                                     |
|   | 2,691,252                                                                 | 0.99             |   | Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 2,559,456                                                                                                                                                     |
|   | 2,230,731                                                                 | 2.74             |   | IndyMac INDX Mortgage Loan Trust 2005-AR3, Floating Rate Note, 4/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 2,052,928                                                                                                                                                     |
|   | 6,944,736                                                                 | 3.28             |   | Irvine Core Office Trust 2013-IRV, Floating Rate Note, 5/15/48 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 6,986,578                                                                                                                                                     |
|   | 1,083,792                                                                 | 0.51             |   | JP Morgan Alternative Loan Trust, Floating Rate Note, 1/25/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 993,263                                                                                                                                                       |
|   | 4,000,000                                                                 |             |   | JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC16, 5.623%, 5/12/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | 4,037,712  |
|   | 3,187,692                                                                 | 0.55             |   | JP Morgan Chase Commercial Mortgage Securities Trust 2006-FL2, Floating Rate Note, 11/15/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | 3,100,337  |
|   | 2,392,000                                                                 | 5.56             |   | JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP6, Floating Rate Note, 4/15/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | 2,435,927  |
|   | 1,300,000                                                                 | 5.51             |   | JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, Floating Rate Note, 11/15/43 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | 1,448,665  |
|   | 5,200,000                                                                 |             |   | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/17/46                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 5,642,125                                                                                                                                                     |
|   | 4,000,000                                                                 | 3.98             |   | JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, Floating Rate Note, 10/17/45 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | 4,152,048  |
|   | 3,677,886                                                                 | 3.50             |   | JP Morgan Chase Commercial Mortgage Securities Trust 2013-A5, Floating Rate Note, 7/25/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | 3,766,618  |
|   | 10,620,000                                                                |             |   | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16, 3.07%, 12/17/46                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 11,019,046                                                                                                                                                    |
|   | 4,800,000                                                                 | 1.54             |   | JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL5, Floating Rate Note, 7/15/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | 4,813,421  |
|   | 6,750,000                                                                 | 1.89             |   | JP Morgan Chase Commercial Mortgage Securities Trust 2014-INN, Floating Rate Note, 6/15/29 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | 6,717,809  |
|   | 2,656,158                                                                 |             |   | JP Morgan Mortgage Trust 2004-S1, 6.0%, 9/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 2,799,354                                                                                                                                                     |
|   | 19,624,253                                                                | 2.50             |   | JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 19,395,807                                                                                                                                                    |
|   | 6,306,411                                                                 | 3.50             |   | JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 6,339,419                                                                                                                                                     |
|   | 3,827,459                                                                 | 3.70             |   | JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 3,777,163                                                                                                                                                     |
|   | 3,087,946                                                                 | 3.50             |   | JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 3,118,662                                                                                                                                                     |
|   | 2,050,297                                                                 | 3.95             |   | JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 2,131,268                                                                                                                                                     |
|   | 1,962,731                                                                 | 3.00             |   | JP Morgan Mortgage Trust 2014-5, Floating Rate Note, 10/25/29 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 2,000,300                                                                                                                                                     |
|   | 6,539,191                                                                 | 3.20             |   | JP Morgan Mortgage Trust 2014-IVR3, Floating Rate Note, 9/26/44 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 6,471,425                                                                                                                                                     |
|   | 1,347,251                                                                 | 2.50             |   | La Hipotecaria Panamanian Mortgage Trust 2010-1, Floating Rate Note, 9/8/39 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 1,398,177                                                                                                                                                     |
|   | 1,797,249                                                                 | 0.39             |   | Lehman Brothers Small Balance Commercial Mortgage Trust 2006-2, Floating Rate Note, 9/25/36 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | 1,683,340  |
|   | 959,849                                                                   | 1.13             |   | Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3 Class 1A4, Floating Rate Note, 10/25/37 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | 954,512    |
|   | 5,072,411                                                                 | 0.43             |   | Lehman Brothers Small Balance Commercial, Floating Rate Note, 2/25/30 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 4,794,032                                                                                                                                                     |
|   | 1,370,612                                                                 | 0.40             |   | Lehman Brothers Small Balance Commercial, Floating Rate Note, 4/25/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 1,286,725                                                                                                                                                     |
|   | 1,919,849                                                                 | 0.43             |   | Lehman Brothers Small Balance Commercial, Floating Rate Note, 9/25/30 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 1,810,583                                                                                                                                                     |
|   | 8,410,000                                                                 | N/A              |   | LSTAR Commercial Mortgage Trust 2015-3, Floating Rate Note, 4/20/48 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 8,127,903                                                                                                                                                     |
|   | 7,854,429                                                                 | 2.18             |   | LSTAR Securities Investment Trust 2015-2, Floating Rate Note, 1/2/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 7,766,067                                                                                                                                                     |
|   | 5,000,000                                                                 | 3.68             |   | LSTAR Securities Investment Trust 2015-4, Floating Rate Note, 4/1/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 4,865,315                                                                                                                                                     |
|   | 788,748                                                                   | 2.11             |   | MASTR Adjustable Rate Mortgages Trust 2003-3, Floating Rate Note, 9/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 791,006                                                                                                                                                       |
|   | 976,925                                                                   | 6.02             |   | MASTR Alternative Loan Trust 2004-13, Floating Rate Note, 1/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 1,033,902                                                                                                                                                     |
|   | 6,232,788                                                                 |             |   | MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 6,343,252                                                                                                                                                     |
|   | 1,032,518                                                                 | 2.35             |   | Merrill Lynch Mortgage Investors Trust Series 2005-2, Floating Rate Note, 10/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 1,039,375                                                                                                                                                     |
|   | 1,092,760                                                                 | 1.09             |   | Merrill Lynch Mortgage Investors Trust Series MLCC 2003-E, Floating Rate Note, 10/25/28                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | 942,980    |
|   | 1,167,059                                                                 | 0.97             |   | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-D REMICS, Floating Rate Note, 9/25/29                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | 1,008,114  |
|   | 5,025,000                                                                 |             |   | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 REMICS, 2.979%, 4/17/47                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | 5,189,704  |
|   | 3,000,000                                                                 | 2.39             |   | Morgan Stanley Capital I Trust 2015-XLF1, Floating Rate Note, 8/14/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 3,000,231                                                                                                                                                     |
|   | 3,997,000                                                                 | 0.69             |   | Morgan Stanley Mortgage Loan Trust 2005-5AR, Floating Rate Note, 9/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 3,584,234                                                                                                                                                     |
|   | 3,935,000                                                                 | 0.65             |   | Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 3,284,655                                                                                                                                                     |
|   | 2,527,344                                                                 | 1.07             |   | MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 2,374,407                                                                                                                                                     |
|   | 10,725,851                                                                | 3.75             |   | New Residential Mortgage Loan Trust 2014-1, Floating Rate Note, 1/25/54 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 11,033,844                                                                                                                                                    |
|   | 6,145,918                                                                 | 3.75             |   | New Residential Mortgage Loan Trust 2014-3, Floating Rate Note, 11/25/54 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 6,302,350                                                                                                                                                     |
|   | 2,431,554                                                                 |             |   | Nomura Asset Acceptance Corp. Alternative Loan Trust Series 2003-A3, 5.5%, 8/25/33 (Step)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | 2,534,965  |
|   | 10,166,857                                                                | 3.25             |   | NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 10,002,123                                                                                                                                                    |
|   | 4,842,532                                                                 | 3.25             |   | NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 4,936,337                                                                                                                                                     |
|   | 6,674,000                                                                 | 0.67             |   | Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates Series 20, Floating Rate Note, 7/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | 5,691,794  |
|   | 10,936,000                                                                | 0.68             |   | Opteum Mortgage Acceptance Corp Trust 2005-4, Floating Rate Note, 11/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 8,844,129                                                                                                                                                     |
|   | 3,096,997                                                                 |             |   | ORES 2014-LV3 LLC, 3.0%, 3/27/24 (144A) (f)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 3,096,997                                                                                                                                                     |
|   | 407,115                                                                   |             |   | PHH Mortgage Capital LLC, 6.600001%, 12/25/27 (Step) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 407,776                                                                                                                                                       |
|   | 4,000,000                                                                 | 2.33             |   | RAIT 2014-FL2 Trust, Floating Rate Note, 5/15/31 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 3,961,408                                                                                                                                                     |
|   | 587,547                                                                   |             |   | RALI Series 2002-QS14 Trust, 5.5%, 9/25/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 603,375                                                                                                                                                       |
|   | 74,543                                                                    |             |   | RALI Series 2003-QS1 Trust, 5.0%, 1/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 74,642                                                                                                                                                        |
|   | 610,879                                                                   |             |   | RALI Series 2003-QS11 Trust, 5.25%, 6/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 610,050                                                                                                                                                       |
|   | 3,108,033                                                                 | 0.73             |   | RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 2,869,902                                                                                                                                                     |
|   | 391,587                                                                   |             |   | RALI Series 2003-QS14 Trust, 5.0%, 7/25/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 397,033                                                                                                                                                       |
|   | 346,973                                                                   |             |   | RALI Series 2004-QS3 Trust, 5.0%, 3/25/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 351,426                                                                                                                                                       |
|   | 1,447,988                                                                 | 0.68             |   | RALI Series 2004-QS4 Trust, Floating Rate Note, 3/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 1,380,442                                                                                                                                                     |
|   | 524,806                                                                   | 0.78             |   | RALI Series 2004-QS5 Trust, Floating Rate Note, 4/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 519,320                                                                                                                                                       |
|   | 1,022,594                                                                 |             |   | RCMC LLC, 5.62346%, 12/17/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 1,044,981                                                                                                                                                     |
|   | 4,950,000                                                                 | 2.34             |   | Resource Capital Corp. CRE Notes 2013, Ltd., Floating Rate Note, 6/15/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 4,953,000                                                                                                                                                     |
|   | 1,794,832                                                                 |             |   | RFMSI Series 2005-S5 Trust, 5.25%, 7/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 1,852,033                                                                                                                                                     |
|   | 923,199                                                                   | 0.89             |   | Sequoia Mortgage Trust 2004-8, Floating Rate Note, 9/20/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 880,929                                                                                                                                                       |
|   | 9,945,882                                                                 | 2.50             |   | Sequoia Mortgage Trust 2012-6, Floating Rate Note, 12/26/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 9,506,632                                                                                                                                                     |
|   | 5,185,887                                                                 | 3.65             |   | Sequoia Mortgage Trust 2013-1, Floating Rate Note, 2/25/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 5,153,564                                                                                                                                                     |
|   | 4,861,890                                                                 | 3.54             |   | Sequoia Mortgage Trust 2013-3, Floating Rate Note, 3/25/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 4,804,899                                                                                                                                                     |
|   | 8,177,457                                                                 | 2.50             |   | Sequoia Mortgage Trust 2013-4, Floating Rate Note, 4/27/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 7,732,489                                                                                                                                                     |
|   | 5,105,234                                                                 | 3.53             |   | Sequoia Mortgage Trust 2013-5, Floating Rate Note, 5/25/43 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 5,018,455                                                                                                                                                     |
|   | 6,323,587                                                                 | 3.00             |   | Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 6,094,357                                                                                                                                                     |
|   | 2,941,618                                                                 | 2.25             |   | Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 2,834,640                                                                                                                                                     |
|   | 3,527,679                                                                 | 3.00             |   | Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 3,402,006                                                                                                                                                     |
|   | 4,010,092                                                                 |             |   | Sequoia Mortgage Trust 2013-9, 3.5%, 7/27/43 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 3,856,955                                                                                                                                                     |
|   | 4,640,850                                                                 |             |   | Sequoia Mortgage Trust 2013-9, 3.5%, 7/27/43 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 4,339,316                                                                                                                                                     |
|   | 7,346,000                                                                 | 3.50             |   | Sequoia Mortgage Trust 2015-3, Floating Rate Note, 7/25/45 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 7,378,175                                                                                                                                                     |
|   | 2,766,959                                                                 | 3.92             |   | Sequoia Mortgage Trust, Floating Rate Note, 11/25/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 2,802,860                                                                                                                                                     |
|   | 1,997,573                                                                 | 3.00             |   | Sequoia Mortgage Trust, Floating Rate Note, 9/25/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 1,937,646                                                                                                                                                     |
|   | 1,100,000                                                                 | 5.30             |   | Springleaf Mortgage Loan Trust 2012-3, Floating Rate Note, 12/26/59 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 1,130,093                                                                                                                                                     |
|   | 1,227,138                                                                 | 2.00             |   | Springleaf Mortgage Loan Trust 2013-1, Floating Rate Note, 6/25/58 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 1,228,429                                                                                                                                                     |
|   | 803,067                                                                   | 2.86             |   | Structured Adjustable Rate Mortgage Loan Trust Class 1A1, Floating Rate Note, 3/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | 799,510    |
|   | 2,502,261                                                                 | 2.59             |   | Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 1/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 2,484,182                                                                                                                                                     |
|   | 21,645                                                                    | 2.55             |   | Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 2/25/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 21,724                                                                                                                                                        |
|   | 2,309,371                                                                 | 2.56             |   | Structured Asset Securities Corp. Mortgage Certificates Series 2003-31A, Floating Rate Note, 10/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | 2,287,765  |
|   | 1,466,827                                                                 | 2.42             |   | Structured Asset Securities Corp. Mortgage Pass-Through Certificates Series 2003-24A, Floating Rate Note, 7/25/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | 1,445,633  |
|   | 750,000                                                                   |             |   | TimberStar Trust I REMICS, 5.668%, 10/15/36 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 785,573                                                                                                                                                       |
|   | 6,671,000                                                                 |             |   | TimberStar Trust I, 7.5296%, 10/15/36 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 6,841,110                                                                                                                                                     |
|   | 4,200,000                                                                 |             |   | UBS Commercial Mortgage Trust 2012-C1, 3.4%, 5/12/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 4,343,821                                                                                                                                                     |
|   | 4,773,240                                                                 | 2.19             |   | Velocity Commercial Capital Loan Trust 2014-1, Floating Rate Note, 9/25/44 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 4,787,559                                                                                                                                                     |
|   | 2,947,198                                                                 | 1.56             |   | WaMu Mortgage Pass-Through Certificates Series 2004-AR2 Trust, Floating Rate Note, 4/25/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | 2,899,327  |
|   | 4,800,000                                                                 | 5.58             |   | Wells Fargo Commercial Mortgage Trust 2010-C1, Floating Rate Note, 11/18/43 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | 5,300,866  |
|   | 1,775,000                                                                 | 4.69             |   | Wells Fargo Commercial Mortgage Trust 2012-LC5, Floating Rate Note, 10/17/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 1,858,979                                                                                                                                                     |
|   | 3,525,000                                                                 |             |   | Wells Fargo Commercial Mortgage Trust 2014-LC16 REMICS, 2.819%, 8/17/50                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 3,622,167                                                                                                                                                     |
|   | 7,000,000                                                                 |             |   | Wells Fargo Commercial Mortgage Trust 2014-LC16 REMICS, 3.477%, 8/17/50                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 7,282,744                                                                                                                                                     |
|   | 4,909,605                                                                 | 2.74             |   | Wells Fargo Mortgage Backed Securities 2005-AR7 Trust, Floating Rate Note, 5/25/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 4,420,029                                                                                                                                                     |
|   | 3,866,270                                                                 |             |   | Westgate Resorts 2014-1 LLC, 2.15%, 12/20/26 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 3,866,270                                                                                                                                                     |
|   | 1,200,000                                                                 | 5.39             |   | WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 1,309,028                                                                                                                                                     |
|   | 2,885,000                                                                 |             |   | WFRBS Commercial Mortgage Trust 2011-C3, 3.998%, 3/15/44 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 3,045,995                                                                                                                                                     |
|   | 2,000,000                                                                 | 5.27             |   | WFRBS Commercial Mortgage Trust 2011-C4, Floating Rate Note, 6/17/44 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 2,117,568                                                                                                                                                     |
|   | 3,450,000                                                                 |             |   | WFRBS Commercial Mortgage Trust 2014-LC14, 2.862%, 3/15/47                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 3,561,877                                                                                                                                                     |
|   |                                                                      |             |   | TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       |                                                                                                                                                          |
|   |                                                                      |             |   | (Cost $668,015,513)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $          | 669,770,518                                                                                                                                                   |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   |                                                                      |             |   | CORPORATE BONDS - 39.7%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       |                                                                                                                                                          |
|   |                                                                      |             |   | Energy - 5.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       |                                                                                                                                                          |
|   |                                                                      |             |   | Oil & Gas Drilling - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       |                                                                                                                                                          |
|   | 17,750,000                                                                |             |   | Ensco Plc, 4.5%, 10/1/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $          | 16,957,587                                                                                                                                                    |
|   | 2,250,000                                                                 |             |   | Pride International, Inc., 6.875%, 8/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 2,573,258                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 19,530,845                                                                                                                                                    |
|   |                                                                      |             |   | Oil & Gas Equipment & Services - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       |                                                                                                                                                          |
|   | 90,000                                                                    |             |   | SESI LLC, 7.125%, 12/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $          | 95,400                                                                                                                                                        |
|   | 3,825,000                                                                 |             |   | Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 3,233,265                                                                                                                                                     |
|   | 4,070,000                                                                 |             |   | Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 4,752,026                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 8,080,691                                                                                                                                                     |
|   |                                                                      |             |   | Integrated Oil & Gas - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       |                                                                                                                                                          |
| MXN    | 14,965,000                                                                |             |   | Petroleos Mexicanos, 7.19%, 9/12/24 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $          | 920,418                                                                                                                                                       |
|   | 1,395,000                                                                 |             |   | Rosneft Finance SA, 6.625%, 3/20/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 1,442,081                                                                                                                                                     |
|   | 1,770,000                                                                 |             |   | Rosneft Finance SA, 7.25%, 2/2/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 1,800,975                                                                                                                                                     |
|   | 1,250,000                                                                 |             |   | Rosneft Finance SA, 7.875%, 3/13/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 1,306,250                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 5,469,724                                                                                                                                                     |
|   |                                                                      |             |   | Oil & Gas Exploration & Production - 2.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       |                                                                                                                                                          |
|   | 8,000,000                                                                 |             |   | Antero Resources Corp., 5.125%, 12/1/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $          | 7,560,000                                                                                                                                                     |
|   | 1,600,000                                                                 |             |   | Antero Resources Corp., 5.625%, 6/1/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 1,546,000                                                                                                                                                     |
|   | 1,080,000                                                                 |             |   | Approach Resources, Inc., 7.0%, 6/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 972,000                                                                                                                                                       |
|   | 4,665,000                                                                 |             |   | Bonanza Creek Energy, Inc., 5.75%, 2/1/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 4,186,838                                                                                                                                                     |
|   | 7,710,000                                                                 |             |   | Carrizo Oil & Gas, Inc., 7.5%, 9/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 8,114,775                                                                                                                                                     |
|   | 3,475,000                                                                 |             |   | Chaparral Energy, Inc., 7.625%, 11/15/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 2,502,000                                                                                                                                                     |
|   | 9,120,000                                                                 |             |   | Comstock Resources, Inc., 7.75%, 4/1/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 3,830,400                                                                                                                                                     |
|   | 5,125,000                                                                 |             |   | Concho Resources, Inc., 6.5%, 1/15/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 5,342,812                                                                                                                                                     |
|   | 11,796,000                                                                |             |   | Denbury Resources, Inc., 4.625%, 7/15/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 9,908,640                                                                                                                                                     |
|   | 4,965,000                                                                 |             |   | Denbury Resources, Inc., 5.5%, 5/1/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 4,431,262                                                                                                                                                     |
|   | 3,780,000                                                                 |             |   | Dolphin Energy, Ltd., 5.5%, 12/15/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 4,281,697                                                                                                                                                     |
|   | 155,000                                                                   |             |   | EP Energy LLC, 7.75%, 9/1/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 162,750                                                                                                                                                       |
|   | 11,320,000                                                                |             |   | EP Energy LLC, 9.375%, 5/1/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 12,097,684                                                                                                                                                    |
|   | 107,000                                                                   |             |   | Freeport-McMoran Oil & Gas LLC, 6.75%, 2/1/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 113,420                                                                                                                                                       |
|   | 765,000                                                                   |             |   | Gazprom OAO Via Gaz Capital SA, 8.146%, 4/11/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 817,594                                                                                                                                                       |
|   | 8,470,000                                                                 |             |   | Hilcorp Energy I LP, 5.75%, 10/1/25 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 8,131,200                                                                                                                                                     |
|   | 5,768,000                                                                 |             |   | Hilcorp Energy I LP, 7.625%, 4/15/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 5,998,720                                                                                                                                                     |
|   | 3,500,000                                                                 |             |   | KazMunayGas National Co JSC, 4.4%, 4/30/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 3,187,310                                                                                                                                                     |
|   | 9,200,000                                                                 |             |   | Linn Energy LLC, 6.5%, 5/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 7,429,000                                                                                                                                                     |
|   | 3,374,000                                                                 |             |   | Linn Energy LLC, 8.625%, 4/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 2,767,389                                                                                                                                                     |
|   | 6,125,000                                                                 |             |   | Newfield Exploration Co., 5.625%, 7/1/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 6,186,250                                                                                                                                                     |
|   | 15,700,000                                                                |             |   | Novatek OAO via Novatek Finance, Ltd., 4.422%, 12/13/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 13,523,980                                                                                                                                                    |
|   | 7,870,000                                                                 |             |   | Oasis Petroleum, Inc., 6.875%, 3/15/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 7,988,050                                                                                                                                                     |
|   | 3,760,000                                                                 |             |   | Pacific Rubiales Energy Corp., 5.375%, 1/26/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 3,088,840                                                                                                                                                     |
|   | 1,200,000                                                                 |             |   | Parsley Energy LLC, 7.5%, 2/15/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 1,217,628                                                                                                                                                     |
|   | 8,425,000                                                                 |             |   | PDC Energy, Inc., 7.75%, 10/15/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 8,804,125                                                                                                                                                     |
|   | 5,530,000                                                                 |             |   | Rosetta Resources, Inc., 5.625%, 5/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 5,875,625                                                                                                                                                     |
|   | 503,000                                                                   |             |   | Rosetta Resources, Inc., 5.875%, 6/1/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 536,952                                                                                                                                                       |
|   | 2,100,000                                                                 |             |   | Rosetta Resources, Inc., 5.875%, 6/1/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 2,262,750                                                                                                                                                     |
|   | 9,865,000                                                                 |             |   | Sanchez Energy Corp., 6.125%, 1/15/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 8,829,175                                                                                                                                                     |
|   | 1,825,000                                                                 |             |   | Sanchez Energy Corp., 7.75%, 6/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 1,815,875                                                                                                                                                     |
|   | 1,960,000                                                                 |             |   | SandRidge Energy, Inc., 7.5%, 3/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 857,500                                                                                                                                                       |
|   | 1,160,000                                                                 |             |   | SM Energy Co., 5.0%, 1/15/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 1,099,100                                                                                                                                                     |
|   | 3,905,000                                                                 |             |   | SM Energy Co., 5.625%, 6/1/25                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 3,865,169                                                                                                                                                     |
|   | 1,080,000                                                                 |             |   | SM Energy Co., 6.5%, 1/1/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 1,107,000                                                                                                                                                     |
|   | 3,625,000                                                                 |             |   | Swift Energy Co., 7.875%, 3/1/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 1,431,875                                                                                                                                                     |
|   | 3,650,000                                                                 |             |   | Vanguard Natural Resources LLC, 7.875%, 4/1/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 3,485,750                                                                                                                                                     |
|   | 85,000                                                                    |             |   | Whiting Canadian Holding Co ULC, 8.125%, 12/1/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 88,984                                                                                                                                                        |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 165,446,119                                                                                                                                                   |
|   |                                                                      |             |   | Oil & Gas Refining & Marketing - 0.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       |                                                                                                                                                          |
|   | 7,455,000                                                                 |             |   | Calumet Specialty Products Partners LP, 6.5%, 4/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $          | 7,343,175                                                                                                                                                     |
|   | 17,555,000                                                                |             |   | EnLink Midstream Partners LP, 4.4%, 4/1/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 17,602,241                                                                                                                                                    |
|   | 3,125,000                                                                 |             |   | Reliance Holding USA, Inc., 4.5%, 10/19/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 3,309,897                                                                                                                                                     |
|   | 9,480,000                                                                 |             |   | Tesoro Corp., 5.375%, 10/1/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 9,622,200                                                                                                                                                     |
|   | 4,414,000                                                                 |             |   | Valero Energy Corp., 9.375%, 3/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 5,432,248                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 43,309,761                                                                                                                                                    |
|   |                                                                      |             |   | Oil & Gas Storage & Transportation - 2.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       |                                                                                                                                                          |
|   | 13,775,000                                                                |             |   | Boardwalk Pipelines LP, 4.95%, 12/15/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $          | 13,508,633                                                                                                                                                    |
|   | 1,770,000                                                                 |             |   | Buckeye Partners LP, 6.05%, 1/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 1,909,911                                                                                                                                                     |
|   | 4,290,000                                                                 |             |   | DCP Midstream LLC, 9.75%, 3/15/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 4,978,198                                                                                                                                                     |
|   | 17,150,000                                                                | 5.85             |   | DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 13,591,375                                                                                                                                                    |
|   | 1,825,000                                                                 |             |   | Energy Transfer Partners LP, 4.05%, 3/15/25                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 1,720,957                                                                                                                                                     |
|   | 4,234,000                                                                 | 3.30             |   | Energy Transfer Partners LP, Floating Rate Note, 11/1/66                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 3,598,900                                                                                                                                                     |
|   | 10,750,000                                                                |             |   | Enterprise Products Operating LLC, 3.7%, 2/15/26                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 10,408,827                                                                                                                                                    |
|   | 3,683,000                                                                 | 8.38             |   | Enterprise Products Operating LLC, Floating Rate Note, 8/1/66                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 3,857,942                                                                                                                                                     |
| NOK    | 32,000,000                                                                | 6.62             |   | Golar LNG Partners LP, Floating Rate Note, 10/12/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 4,232,993                                                                                                                                                     |
|   | 11,960,000                                                                |             |   | Kinder Morgan Energy Partners LP, 4.15%, 3/1/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 11,979,148                                                                                                                                                    |
|   | 5,225,000                                                                 |             |   | Kinder Morgan Energy Partners LP, 5.95%, 2/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 5,709,728                                                                                                                                                     |
|   | 17,410,000                                                                |             |   | MarkWest Energy Partners LP, 4.875%, 12/1/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 17,018,275                                                                                                                                                    |
|   | 9,425,000                                                                 |             |   | ONEOK, Inc., 6.875%, 9/30/28                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 10,177,341                                                                                                                                                    |
|   | 12,650,000                                                                |             |   | Sabine Pass Liquefaction LLC, 5.625%, 2/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 12,903,000                                                                                                                                                    |
|   | 3,155,000                                                                 |             |   | Sabine Pass Liquefaction LLC, 5.625%, 3/1/25 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 3,123,450                                                                                                                                                     |
|   | 2,140,000                                                                 |             |   | Spectra Energy Capital LLC, 6.75%, 7/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 2,392,503                                                                                                                                                     |
|   | 10,390,000                                                                |             |   | Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 10,647,527                                                                                                                                                    |
|   | 13,440,000                                                                |             |   | The Williams Companies, Inc., 5.75%, 6/24/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 12,471,957                                                                                                                                                    |
|   | 8,880,000                                                                 |             |   | The Williams Companies, Inc., 7.75%, 6/15/31                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 9,911,421                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 154,142,086                                                                                                                                                   |
|   |                                                                      |             |   | Coal & Consumable Fuels - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       |                                                                                                                                                          |
|   | 4,260,000                                                                 |             |   | Alpha Natural Resources, Inc., 6.0%, 6/1/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $          | 276,900                                                                                                                                                       |
|   | 1,860,000                                                                 |             |   | Alpha Natural Resources, Inc., 6.25%, 6/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 130,200                                                                                                                                                       |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 407,100                                                                                                                                                       |
|   |                                                                      |             |   | Total Energy                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $          | 396,386,326                                                                                                                                                   |
|   |                                                                      |             |   | Materials - 3.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       |                                                                                                                                                          |
|   |                                                                      |             |   | Commodity Chemicals - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       |                                                                                                                                                          |
|   | 3,590,000                                                                 |             |   | Hexion, Inc., 8.875%, 2/1/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $          | 3,239,975                                                                                                                                                     |
|   | 6,750,000                                                                 |             |   | Methanex Corp., 4.25%, 12/1/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 6,692,234                                                                                                                                                     |
|   | 3,605,000                                                                 |             |   | NOVA Chemicals Corp., 5.0%, 5/1/25 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 3,618,519                                                                                                                                                     |
|   | 3,875,000                                                                 |             |   | Rain CII Carbon LLC, 8.0%, 12/1/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 3,778,125                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 17,328,853                                                                                                                                                    |
|   |                                                                      |             |   | Diversified Chemicals - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       |                                                                                                                                                          |
|   | 4,140,000                                                                 |             |   | Eastman Chemical Co., 4.8%, 9/1/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $          | 3,970,927                                                                                                                                                     |
| EURO   | 14,095,000                                                                |             |   | Ineos Finance Plc, 4.0%, 5/1/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 14,924,021                                                                                                                                                    |
| EURO   | 1,045,000                                                                 |             |   | PSPC Escrow Corp., 6.0%, 2/1/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 1,176,712                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 20,071,660                                                                                                                                                    |
|   |                                                                      |             |   | Fertilizers & Agricultural Chemicals - 0.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       |                                                                                                                                                          |
|   | 25,250,000                                                                |             |   | Agrium, Inc., 5.25%, 1/15/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $          | 25,500,278                                                                                                                                                    |
|   | 3,650,000                                                                 |             |   | EuroChem Mineral & Chemical Co OJSC via EuroChem Global Investments, Ltd., 5.125%, 12/12/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | 3,627,224  |
|   | 5,550,000                                                                 |             |   | Phosagro OAO via Phosagro Bond Funding, Ltd., 4.204%, 2/13/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 5,322,561                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 34,450,063                                                                                                                                                    |
|   |                                                                      |             |   | Specialty Chemicals - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       |                                                                                                                                                          |
|   | 3,395,000                                                                 |             |   | Platform Specialty Products Corp., 6.5%, 2/1/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $          | 3,505,338                                                                                                                                                     |
|   | 1,375,000                                                                 |             |   | Rentech Nitrogen Partners LP, 6.5%, 4/15/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 1,375,000                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 4,880,338                                                                                                                                                     |
|   |                                                                      |             |   | Construction Materials - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       |                                                                                                                                                          |
|   | 5,098,000                                                                 |             |   | CEMEX Espana SA, 9.875%, 4/30/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $          | 5,578,232                                                                                                                                                     |
|   | 3,400,000                                                                 |             |   | Cemex SAB de CV, 7.25%, 1/15/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 3,587,680                                                                                                                                                     |
|   | 1,900,000                                                                 |             |   | Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 2,145,942                                                                                                                                                     |
|   | 4,250,000                                                                 |             |   | Union Andina de Cementos SAA, 5.875%, 10/30/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 4,297,812                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 15,609,666                                                                                                                                                    |
|   |                                                                      |             |   | Metal & Glass Containers - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       |                                                                                                                                                          |
|   | 1,129,412                                                                 |             |   | Ardagh Packaging Finance Plc, 7.0%, 11/15/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $          | 1,152,000                                                                                                                                                     |
|   | 7,250,000                                                                 |             |   | Ardagh Packaging Finance Plc, 9.125%, 10/15/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 7,648,750                                                                                                                                                     |
| EURO   | 10,958,000                                                                |             |   | Ardagh Packaging Finance Plc, 9.25%, 10/15/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 12,944,872                                                                                                                                                    |
|   | 5,795,000                                                                 |             |   | Reynolds Group Issuer, Inc., 9.875%, 8/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 6,084,750                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 27,830,372                                                                                                                                                    |
|   |                                                                      |             |   | Paper Packaging - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       |                                                                                                                                                          |
|   | 1,824,000                                                                 |             |   | AEP Industries, Inc., 8.25%, 4/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 1,855,920                                                                                                                                                     |
|   |                                                                      |             |   | Diversified Metals & Mining - 0.7%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       |                                                                                                                                                          |
|   | 6,230,000                                                                 |             |   | Ausdrill Finance Pty, Ltd., 6.875%, 11/1/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $          | 5,233,200                                                                                                                                                     |
|   | 8,860,000                                                                 |             |   | Freeport-McMoRan, Inc., 3.875%, 3/15/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 8,048,663                                                                                                                                                     |
|   | 18,840,000                                                                |             |   | Gold Fields Orogen Holdings BVI, Ltd., 4.875%, 10/7/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 17,238,600                                                                                                                                                    |
|   | 8,500,000                                                                 |             |   | MMC Norilsk Nickel OJSC via MMC Finance, Ltd., 5.55%, 10/28/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 8,424,605                                                                                                                                                     |
|   | 5,850,000                                                                 |             |   | Vedanta Resources Plc, 6.0%, 1/31/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 5,659,875                                                                                                                                                     |
|   | 4,040,000                                                                 |             |   | Vedanta Resources Plc, 9.5%, 7/18/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 4,312,700                                                                                                                                                     |
|   | 3,360,000                                                                 |             |   | Volcan Cia Minera SAA, 5.375%, 2/2/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 3,271,800                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 52,189,443                                                                                                                                                    |
|   |                                                                      |             |   | Gold - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       |                                                                                                                                                          |
|   | 2,400,000                                                                 |             |   | Eldorado Gold Corp., 6.125%, 12/15/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $          | 2,376,000                                                                                                                                                     |
|   |                                                                      |             |   | Precious Metals & Minerals - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       |                                                                                                                                                          |
|   | 7,550,000                                                                 |             |   | Fresnillo Plc, 5.5%, 11/13/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 7,965,250                                                                                                                                                     |
|   |                                                                      |             |   | Steel - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       |                                                                                                                                                          |
|   | 3,645,000                                                                 |             |   | Allegheny Technologies, Inc., 9.375%, 6/1/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $          | 4,282,875                                                                                                                                                     |
|   | 5,175,000                                                                 |             |   | Glencore Funding LLC, 4.125%, 5/30/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 5,006,373                                                                                                                                                     |
|   | 6,200,000                                                                 |             |   | Metalloinvest Finance, Ltd., 5.625%, 4/17/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 5,672,256                                                                                                                                                     |
|   | 7,600,000                                                                 |             |   | Samarco Mineracao SA, 4.125%, 11/1/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 6,992,000                                                                                                                                                     |
|   | 3,000,000                                                                 |             |   | Samarco Mineracao SA, 5.75%, 10/24/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 2,970,000                                                                                                                                                     |
|   | 3,875,000                                                                 |             |   | Worthington Industries, Inc., 4.55%, 4/15/26                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 3,977,319                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 28,900,823                                                                                                                                                    |
|   |                                                                      |             |   | Paper Products - 0.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       |                                                                                                                                                          |
|   | 2,725,000                                                                 |             |   | International Paper Co., 3.8%, 1/15/26                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $          | 2,669,922                                                                                                                                                     |
|   | 10,035,000                                                                |             |   | International Paper Co., 6.0%, 11/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 10,819,004                                                                                                                                                    |
|   | 8,625,000                                                                 |             |   | Inversiones CMPC SA, 4.5%, 4/25/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 8,806,004                                                                                                                                                     |
|   | 11,110,000                                                                |             |   | Resolute Forest Products, Inc., 5.875%, 5/15/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 10,110,100                                                                                                                                                    |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 32,405,030                                                                                                                                                    |
|   |                                                                      |             |   | Total Materials                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $          | 245,863,418                                                                                                                                                   |
|   |                                                                      |             |   | Capital Goods - 1.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   |                                                                      |             |   | Aerospace & Defense - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       |                                                                                                                                                          |
|   | 1,025,000                                                                 |             |   | DynCorp International, Inc., 10.375%, 7/1/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $          | 738,000                                                                                                                                                       |
|   |                                                                      |             |   | Building Products - 0.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       |                                                                                                                                                          |
|   | 9,250,000                                                                 |             |   | Building Materials Corp of America, 5.375%, 11/15/24 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $          | 9,082,112                                                                                                                                                     |
|   | 3,665,000                                                                 |             |   | Building Materials Corp. of America, 6.75%, 5/1/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 3,820,762                                                                                                                                                     |
|   | 312,000                                                                   |             |   | Griffon Corp., 5.25%, 3/1/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 310,440                                                                                                                                                       |
|   | 14,465,000                                                                |             |   | Masco Corp., 7.125%, 3/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 16,779,400                                                                                                                                                    |
|   | 5,975,000                                                                 |             |   | Owens Corning, 4.2%, 12/1/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 5,864,869                                                                                                                                                     |
|   | 8,525,000                                                                 | 5.75             |   | Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 9,185,688                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 45,043,271                                                                                                                                                    |
|   |                                                                      |             |   | Construction & Engineering - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       |                                                                                                                                                          |
|   | 3,500,000                                                                 |             |   | Dycom Investments, Inc., 7.125%, 1/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $          | 3,657,500                                                                                                                                                     |
|   | 3,400,000                                                                 |             |   | Empresas ICA SAB de CV, 8.375%, 7/24/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 3,298,000                                                                                                                                                     |
|   | 6,425,000                                                                 |             |   | Empresas ICA SAB de CV, 8.9%, 2/4/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 5,525,500                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 12,481,000                                                                                                                                                    |
|   |                                                                      |             |   | Electrical Components & Equipment - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       |                                                                                                                                                          |
|   | 3,500,000                                                                 |             |   | WireCo WorldGroup, Inc., 9.5%, 5/15/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $          | 3,287,830                                                                                                                                                     |
|   |                                                                      |             |   | Industrial Conglomerates - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       |                                                                                                                                                          |
|   | 4,200,000                                                                 |             |   | Magnesita Finance, Ltd., 8.625% (Perpetual) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $          | 3,401,580                                                                                                                                                     |
|   |                                                                      |             |   | Construction & Farm Machinery & Heavy Trucks - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       |                                                                                                                                                          |
|   | 1,125,000                                                                 |             |   | Commercial Vehicle Group, Inc., 7.875%, 4/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $          | 1,153,125                                                                                                                                                     |
|   | 14,150,000                                                                |             |   | Cummins, Inc., 5.65%, 3/1/98                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 14,875,088                                                                                                                                                    |
|   | 1,385,000                                                                 |             |   | Cummins, Inc., 6.75%, 2/15/27                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 1,702,261                                                                                                                                                     |
|   | 6,955,000                                                                 |             |   | Navistar International Corp., 8.25%, 11/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 6,607,250                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 24,337,724                                                                                                                                                    |
|   |                                                                      |             |   | Industrial Machinery - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       |                                                                                                                                                          |
|   | 4,754,000                                                                 |             |   | Liberty Tire Recycling LLC, 11.0%, 3/31/21 (0.0% cash, 11.0% PIK) (144A) (PIK)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $          | 4,326,140                                                                                                                                                     |
|   | 1,291,000                                                                 |             |   | Valmont Industries, Inc., 6.625%, 4/20/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 1,489,793                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 5,815,933                                                                                                                                                     |
|   |                                                                      |             |   | Trading Companies & Distributors - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       |                                                                                                                                                          |
|   | 3,775,000                                                                 |             |   | Aircastle, Ltd., 6.25%, 12/1/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $          | 4,090,968                                                                                                                                                     |
|   | 2,900,000                                                                 |             |   | Aircastle, Ltd., 7.625%, 4/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 3,280,480                                                                                                                                                     |
|   | 6,865,000                                                                 |             |   | GATX Corp., 6.0%, 2/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 7,502,292                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 14,873,740                                                                                                                                                    |
|   |                                                                      |             |   | Total Capital Goods                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $          | 109,979,078                                                                                                                                                   |
|   |                                                                      |             |   | Commercial Services & Supplies - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       |                                                                                                                                                          |
|   |                                                                      |             |   | Research & Consulting Services - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       |                                                                                                                                                          |
|   | 12,600,000                                                                |             |   | Verisk Analytics, Inc., 5.5%, 6/15/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $          | 12,392,075                                                                                                                                                    |
|   |                                                                      |             |   | Total Commercial Services & Supplies                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $          | 12,392,075                                                                                                                                                    |
|   |                                                                      |             |   | Transportation - 0.9%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       |                                                                                                                                                          |
|   |                                                                      |             |   | Airlines - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       |                                                                                                                                                          |
|   | 1,856,917                                                                 |             |   | Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $          | 1,898,698                                                                                                                                                     |
|   | 230,680                                                                   |             |   | Continental Airlines 1999-1 Class B Pass Through Trust, 6.795%, 8/2/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 243,944                                                                                                                                                       |
|   | 200,000                                                                   |             |   | Continental Airlines 2012-3 Class C Pass Thru Certificates, 6.125%, 4/29/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 208,500                                                                                                                                                       |
|   | 50,000                                                                    |             |   | Delta Air Lines 2010-1 Class B Pass Through Trust, 6.375%, 1/2/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 51,125                                                                                                                                                        |
|   | 1,954,995                                                                 |             |   | Delta Air Lines 2010-2 Class A Pass Through Trust, 4.95%, 5/23/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 2,072,295                                                                                                                                                     |
|   | 2,704,745                                                                 |             |   | Hawaiian Airlines 2013-1 Class A Pass Through Certificates, 3.9%, 1/15/26                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 2,704,745                                                                                                                                                     |
|   | 16,375,000                                                                |             |   | Latam Airlines 2015-1 Pass Through Trust A, 4.2%, 8/15/29 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 16,190,781                                                                                                                                                    |
|   | 4,965,000                                                                 |             |   | TAM Capital 3, Inc., 8.375%, 6/3/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 5,163,600                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 28,533,688                                                                                                                                                    |
|   |                                                                      |             |   | Marine - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       |                                                                                                                                                          |
|   | 3,150,000                                                                 |             |   | Far East Capital, Ltd. SA, 8.0%, 5/2/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $          | 1,945,125                                                                                                                                                     |
|   | 10,840,000                                                                |             |   | Pelabuhan Indonesia II PT, 4.25%, 5/5/25 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 10,188,516                                                                                                                                                    |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 12,133,641                                                                                                                                                    |
|   |                                                                      |             |   | Trucking - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       |                                                                                                                                                          |
|   | 1,602,000                                                                 |             |   | Asciano Finance, Ltd., 4.625%, 9/23/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $          | 1,699,163                                                                                                                                                     |
|   | 4,200,000                                                                 |             |   | Asciano Finance, Ltd., 5.0%, 4/7/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 4,501,140                                                                                                                                                     |
|   | 6,672,243                                                                 |             |   | Inversiones Alsacia SA, 8.0%, 12/31/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 3,536,289                                                                                                                                                     |
|   | 2,050,000                                                                 |             |   | Transnet SOC, Ltd., 4.0%, 7/26/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 1,968,820                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 11,705,412                                                                                                                                                    |
|   |                                                                      |             |   | Airport Services - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       |                                                                                                                                                          |
|   | 3,375,000                                                                 |             |   | Aguila 3 SA, 7.875%, 1/31/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $          | 3,341,250                                                                                                                                                     |
|   |                                                                      |             |   | Highways & Railtracks - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       |                                                                                                                                                          |
| MXN    | 87,500,000                                                                |             |   | Red de Carreteras de Occidente SAPIB de CV, 9.0%, 6/10/28 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $          | 5,444,487                                                                                                                                                     |
|   |                                                                      |             |   | Total Transportation                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 61,158,478                                                                                                                                                    |
|   |                                                                      |             |   | Consumer Durables & Apparel - 0.8%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       |                                                                                                                                                          |
|   |                                                                      |             |   | Home Furnishings - 0.0%†                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       |                                                                                                                                                          |
|   | 3,450,000                                                                 |             |   | Mohawk Industries, Inc., 3.85%, 2/1/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $          | 3,445,104                                                                                                                                                     |
|   |                                                                      |             |   | Homebuilding - 0.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       |                                                                                                                                                          |
|   | 5,880,000                                                                 |             |   | Brookfield Residential Properties, Inc., 6.125%, 7/1/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $          | 5,791,800                                                                                                                                                     |
|   | 3,460,000                                                                 |             |   | Brookfield Residential Properties, Inc., 6.5%, 12/15/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 3,444,153                                                                                                                                                     |
|   | 3,140,000                                                                 |             |   | Desarrolladora Homex SAB de CV, 12/11/19 (144A) (f)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 188,714                                                                                                                                                       |
|   | 3,865,000                                                                 |             |   | Desarrolladora Homex SAB de CV, 9.75%, 3/25/20 (144A) (f)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 274,802                                                                                                                                                       |
|   | 7,780,000                                                                 |             |   | DR Horton, Inc., 5.75%, 8/15/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 8,227,350                                                                                                                                                     |
|   | 5,985,000                                                                 |             |   | KB Home, 7.625%, 5/15/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 6,254,325                                                                                                                                                     |
|   | 1,500,000                                                                 |             |   | KB Home, Inc., 8.0%, 3/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 1,650,000                                                                                                                                                     |
|   | 6,230,000                                                                 |             |   | The Ryland Group, Inc., 5.375%, 10/1/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 6,292,300                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 32,123,444                                                                                                                                                    |
|   |                                                                      |             |   | Household Appliances - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       |                                                                                                                                                          |
|   | 8,100,000                                                                 |             |   | Arcelik AS, 5.0%, 4/3/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $          | 7,748,622                                                                                                                                                     |
|   |                                                                      |             |   | Housewares & Specialties - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       |                                                                                                                                                          |
|   | 9,539,000                                                                 |             |   | Controladora Mabe SA de CV, 7.875%, 10/28/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $          | 10,763,474                                                                                                                                                    |
|   |                                                                      |             |   | Total Consumer Durables & Apparel                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $          | 54,080,644                                                                                                                                                    |
|   |                                                                      |             |   | Consumer Services - 1.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       |                                                                                                                                                          |
|   |                                                                      |             |   | Casinos & Gaming - 0.7%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       |                                                                                                                                                          |
| EURO   | 2,655,410                                                                 |             |   | Cirsa Funding Luxembourg SA, 8.75%, 5/15/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $          | 3,021,467                                                                                                                                                     |
|   | 120,000                                                                   |             |   | International Game Technology, 7.5%, 6/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 127,800                                                                                                                                                       |
|   | 26,996                                                                    |             |   | Mashantucket Western Pequot Tribe, 6.5%, 7/1/36 (1.0% cash, 5.50% PIK) (PIK)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 270                                                                                                                                                           |
|   | 11,815,000                                                                |             |   | MGM Resorts International, 6.0%, 3/15/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 11,962,688                                                                                                                                                    |
|   | 18,000,000                                                                |             |   | Scientific Games International, Inc., 10.0%, 12/1/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 17,235,000                                                                                                                                                    |
|   | 345,000                                                                   |             |   | Wynn Las Vegas LLC, 5.375%, 3/15/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 350,175                                                                                                                                                       |
|   | 16,415,000                                                                |             |   | Wynn Macau Ltd., 5.25%, 10/15/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 15,512,175                                                                                                                                                    |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 48,209,575                                                                                                                                                    |
|   |                                                                      |             |   | Education Services - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       |                                                                                                                                                          |
|   | 4,550,000                                                                 |             |   | Bowdoin College, 4.693%, 7/1/12                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $          | 3,805,634                                                                                                                                                     |
|   | 5,600,000                                                                 |             |   | President and Fellows of Harvard College, 2.3%, 10/1/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 5,262,197                                                                                                                                                     |
|   | 14,800,000                                                                |             |   | Tufts University, 5.017%, 4/15/12                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 14,860,576                                                                                                                                                    |
|   | 5,100,000                                                                 |             |   | William Marsh Rice University, 4.626%, 5/15/63                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 5,024,857                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 28,953,264                                                                                                                                                    |
|   |                                                                      |             |   | Specialized Consumer Services - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   | 4,005,000                                                                 |             |   | Pontis III, Ltd., 4.843%, 6/8/25 (Step) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $          | 3,984,975                                                                                                                                                     |
|   | 3,322,000                                                                 |             |   | Service Corp. International United States, 8.0%, 11/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 3,870,130                                                                                                                                                     |
|   | 525,000                                                                   |             |   | Sotheby's, 5.25%, 10/1/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 514,500                                                                                                                                                       |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 8,369,605                                                                                                                                                     |
|   |                                                                      |             |   | Total Consumer Services                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $          | 85,532,444                                                                                                                                                    |
|   |                                                                      |             |   | Media - 0.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       |                                                                                                                                                          |
|   |                                                                      |             |   | Broadcasting - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       |                                                                                                                                                          |
|   | 9,400,000                                                                 |             |   | CBS Corp., 4.6%, 1/15/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $          | 8,393,279                                                                                                                                                     |
|   | 10,705,000                                                                |             |   | CCO Holdings LLC, 6.625%, 1/31/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 11,159,962                                                                                                                                                    |
|   | 3,775,000                                                                 |             |   | CCO Holdings LLC, 7.375%, 6/1/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 3,987,344                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 23,540,585                                                                                                                                                    |
|   |                                                                      |             |   | Cable & Satellite - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       |                                                                                                                                                          |
|   | 4,000,000                                                                 |             |   | DIRECTV Holdings LLC, 3.95%, 1/15/25                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 3,921,656                                                                                                                                                     |
|   | 5,350,000                                                                 |             |   | Numericable-SFR SAS, 6.0%, 5/15/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 5,273,094                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 9,194,750                                                                                                                                                     |
|   |                                                                      |             |   | Total Media                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $          | 32,735,335                                                                                                                                                    |
|   |                                                                      |             |   | Retailing - 0.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       |                                                                                                                                                          |
|   |                                                                      |             |   | Catalog Retail - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       |                                                                                                                                                          |
|   | 18,100,000                                                                |             |   | QVC, Inc., 4.45%, 2/15/25                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $          | 17,465,486                                                                                                                                                    |
|   |                                                                      |             |   | Internet Retail - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       |                                                                                                                                                          |
|   | 9,810,000                                                                 |             |   | Expedia, Inc., 4.5%, 8/15/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $          | 9,894,621                                                                                                                                                     |
|   | 7,110,000                                                                 |             |   | Expedia, Inc., 5.95%, 8/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 7,924,920                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 17,819,541                                                                                                                                                    |
|   |                                                                      |             |   | Computer & Electronics Retail - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       |                                                                                                                                                          |
|   | 1,995,000                                                                 |             |   | Rent-A-Center, Inc., 6.625%, 11/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $          | 1,950,112                                                                                                                                                     |
|   |                                                                      |             |   | Specialty Stores - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       |                                                                                                                                                          |
|   | 5,420,000                                                                 |             |   | Outerwall, Inc., 6.0%, 3/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $          | 5,433,550                                                                                                                                                     |
|   |                                                                      |             |   | Total Retailing                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $          | 42,668,689                                                                                                                                                    |
|   |                                                                      |             |   | Food & Staples Retailing - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       |                                                                                                                                                          |
|   |                                                                      |             |   | Drug Retail - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       |                                                                                                                                                          |
|   | 5,398,336                                                                 |             |   | CVS Pass-Through Trust, 5.773%, 1/10/33 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $          | 6,067,767                                                                                                                                                     |
|   | 982,646                                                                   |             |   | CVS Pass-Through Trust, 6.036%, 12/10/28                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 1,118,323                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 7,186,090                                                                                                                                                     |
|   |                                                                      |             |   | Food Retail - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       |                                                                                                                                                          |
|   | 391,000                                                                   |             |   | C&S Group Enterprises LLC, 5.375%, 7/15/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $          | 367,540                                                                                                                                                       |
|   | 282,000                                                                   |             |   | Darling Ingredients, Inc., 5.375%, 1/15/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 282,000                                                                                                                                                       |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 649,540                                                                                                                                                       |
|   |                                                                      |             |   | Total Food & Staples Retailing                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $          | 7,835,630                                                                                                                                                     |
|   |                                                                      |             |   | Food, Beverage & Tobacco - 1.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       |                                                                                                                                                          |
|   |                                                                      |             |   | Distillers & Vintners - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       |                                                                                                                                                          |
|   | 2,560,000                                                                 |             |   | Constellation Brands, Inc., 4.75%, 11/15/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $          | 2,566,400                                                                                                                                                     |
|   |                                                                      |             |   | Agricultural Products - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       |                                                                                                                                                          |
|   | 12,880,000                                                                |             |   | Viterra, Inc., 5.95%, 8/1/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $          | 14,160,143                                                                                                                                                    |
|   |                                                                      |             |   | Packaged Foods & Meats - 1.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       |                                                                                                                                                          |
|   | 50,000                                                                    |             |   | Agrokor dd, 8.875%, 2/1/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $          | 54,200                                                                                                                                                        |
|   | 3,500,000                                                                 |             |   | BRF SA, 3.95%, 5/22/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 3,311,875                                                                                                                                                     |
|   | 6,385,000                                                                 |             |   | CFG Investment SAC, 9.75%, 7/30/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 6,199,835                                                                                                                                                     |
|   | 9,641,000                                                                 |             |   | Grupo Bimbo SAB de CV, 3.875%, 6/27/24 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 9,608,895                                                                                                                                                     |
|   | 4,600,000                                                                 |             |   | JBS Investments GmbH, 7.75%, 10/28/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 5,002,500                                                                                                                                                     |
|   | 2,235,000                                                                 |             |   | JBS USA LLC, 5.75%, 6/15/25 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 2,209,186                                                                                                                                                     |
|   | 4,650,000                                                                 |             |   | JBS USA LLC, 8.25%, 2/1/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 4,929,000                                                                                                                                                     |
|   | 15,910,000                                                                |             |   | Marfrig Holding Europe BV, 6.875%, 6/24/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 15,154,275                                                                                                                                                    |
|   | 4,150,000                                                                 |             |   | Marfrig Holding Europe BV, 8.375%, 5/9/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 4,179,880                                                                                                                                                     |
|   | 3,750,000                                                                 |             |   | Marfrig Overseas, Ltd., 9.5%, 5/4/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 3,831,375                                                                                                                                                     |
|   | 10,800,000                                                                |             |   | MHP SA, 8.25%, 4/2/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 8,640,000                                                                                                                                                     |
|   | 5,000,000                                                                 |             |   | Minerva Luxembourg SA, 12.25%, 2/10/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 5,502,500                                                                                                                                                     |
|   | 9,770,000                                                                 |             |   | Minerva Luxembourg SA, 7.75%, 1/31/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 9,843,275                                                                                                                                                     |
|   | 6,890,000                                                                 |             |   | Post Holdings, Inc., 6.75%, 12/1/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 6,890,000                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 85,356,796                                                                                                                                                    |
|   |                                                                      |             |   | Tobacco - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       |                                                                                                                                                          |
|   | 10,630,000                                                                |             |   | Alliance One International, Inc., 9.875%, 7/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $          | 9,301,250                                                                                                                                                     |
|   | 4,700,000                                                                 |             |   | RJ Reynolds Tobacco Co., 3.75%, 5/20/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 4,568,062                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 13,869,312                                                                                                                                                    |
|   |                                                                      |             |   | Total Food, Beverage & Tobacco                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $          | 115,952,651                                                                                                                                                   |
|   |                                                                      |             |   | Health Care Equipment & Services - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       |                                                                                                                                                          |
|   |                                                                      |             |   | Health Care Facilities - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       |                                                                                                                                                          |
|   | 3,800,000                                                                 |             |   | HCA, Inc., 6.5%, 2/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $          | 4,246,500                                                                                                                                                     |
|   | 3,200,000                                                                 |             |   | Kindred Healthcare Inc., 6.375%, 4/15/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 3,196,000                                                                                                                                                     |
|   | 171,000                                                                   |             |   | Universal Hospital Services, Inc., 7.625%, 8/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 158,175                                                                                                                                                       |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 7,600,675                                                                                                                                                     |
|   |                                                                      |             |   | Total Health Care Equipment & Services                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $          | 7,600,675                                                                                                                                                     |
|   |                                                                      |             |   | Pharmaceuticals, Biotechnology & Life Sciences - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       |                                                                                                                                                          |
|   |                                                                      |             |   | Pharmaceuticals - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       |                                                                                                                                                          |
|   | 8,169,000                                                                 |             |   | Endo Finance LLC, 5.375%, 1/15/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $          | 8,066,888                                                                                                                                                     |
|   | 1,975,000                                                                 |             |   | Endo, Ltd., 6.0%, 2/1/25 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 2,007,094                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 10,073,982                                                                                                                                                    |
|   |                                                                      |             |   | Total Pharmaceuticals, Biotechnology & Life Sciences                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $          | 10,073,982                                                                                                                                                    |
|   |                                                                      |             |   | Banks - 4.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       |                                                                                                                                                          |
|   |                                                                      |             |   | Diversified Banks - 3.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       |                                                                                                                                                          |
|   | 8,110,000                                                                 |             |   | Australia & New Zealand Banking Group, Ltd., 4.5%, 3/19/24 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $          | 8,155,116                                                                                                                                                     |
|   | 6,400,000                                                                 | 7.38             |   | Banco Continental SA via Continental Trustees Cayman, Ltd., Floating Rate Note, 10/7/40 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | 7,024,154  |
|   | 10,210,000                                                                | 6.88             |   | Banco de Credito del Peru Panama, Floating Rate Note, 9/16/26 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 11,333,100                                                                                                                                                    |
|   | 5,000,000                                                                 |             |   | Banco Nacional de Costa Rica, 4.875%, 11/1/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 5,037,500                                                                                                                                                     |
|   | 2,400,000                                                                 | 6.38             |   | Banco Santander SA, Floating Rate Note (Perpetual)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 2,340,605                                                                                                                                                     |
|   | 18,775,000                                                                | 6.50             |   | Bank of America Corp., Floating Rate Note, 10/23/49                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 19,432,125                                                                                                                                                    |
|   | 20,050,000                                                                | 6.25             |   | Bank of America Corp., Floating Rate Note, 9/29/49                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 19,962,382                                                                                                                                                    |
|   | 2,500,000                                                                 |             |   | BBVA Bancomer SA Texas, 4.375%, 4/10/24 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 2,530,000                                                                                                                                                     |
|   | 23,300,000                                                                |             |   | BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 25,222,250                                                                                                                                                    |
|   | 2,270,000                                                                 | 5.35             |   | BBVA Bancomer SA Texas, Floating Rate Note, 11/12/29 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 2,258,650                                                                                                                                                     |
|   | 15,280,000                                                                | 5.95             |   | Citigroup, Inc., Floating Rate Note (Perpetual)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 15,050,800                                                                                                                                                    |
|   | 6,000,000                                                                 | 5.90             |   | Citigroup, Inc., Floating Rate Note (Perpetual)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 5,910,000                                                                                                                                                     |
|   | 18,500,000                                                                | 6.62             |   | Credit Agricole SA, Floating Rate Note (Perpetual) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 18,056,000                                                                                                                                                    |
| IDR    | 92,300,000,000                                                            |             |   | Inter-American Development Bank, 4.5%, 2/4/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 6,704,030                                                                                                                                                     |
| INR    | 208,750,000                                                               |             |   | Inter-American Development Bank, 6.0%, 9/5/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 3,237,969                                                                                                                                                     |
| IDR    | 114,720,000,000                                                           |             |   | Inter-American Development Bank, 7.2%, 1/22/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 8,281,007                                                                                                                                                     |
| IDR    | 17,080,000,000                                                            |             |   | Inter-American Development Bank, 7.2%, 11/14/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 1,231,899                                                                                                                                                     |
| IDR    | 22,600,000,000                                                            |             |   | Inter-American Development Bank, 7.25%, 7/17/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 1,647,982                                                                                                                                                     |
|   | 5,643,000                                                                 |             |   | Intesa Sanpaolo S.p.A., 3.625%, 8/12/15 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 5,656,983                                                                                                                                                     |
|   | 3,925,000                                                                 |             |   | Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 4,477,597                                                                                                                                                     |
|   | 11,800,000                                                                |             |   | Macquarie Bank, Ltd., 4.875%, 6/10/25 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 11,611,436                                                                                                                                                    |
|   | 17,800,000                                                                |             |   | Nordea Bank AB, 4.25%, 9/21/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 18,230,671                                                                                                                                                    |
|   | 4,000,000                                                                 | 4.00             |   | Oversea-Chinese Banking Corp, Ltd., Floating Rate Note, 10/15/24 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 4,095,940                                                                                                                                                     |
|   | 1,436,842                                                                 | 3.04             |   | SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 1,436,300                                                                                                                                                     |
|   | 11,145,000                                                                | 4.50             |   | Scotiabank Peru SAA, Floating Rate Note, 12/13/27 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 10,949,962                                                                                                                                                    |
|   | 18,802,000                                                                |             |   | Standard Chartered Plc, 3.95%, 1/11/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 18,348,609                                                                                                                                                    |
|   | 7,800,000                                                                 |             |   | VTB Bank OJSC Via VTB Capital SA, 6.0%, 4/12/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 7,816,380                                                                                                                                                     |
|   | 7,400,000                                                                 |             |   | VTB Bank OJSC Via VTB Capital SA, 6.95%, 10/17/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 6,652,452                                                                                                                                                     |
|   | 2,130,000                                                                 | 5.88             |   | Wells Fargo & Company, Floating Rate Note (Perpetual)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 2,180,694                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 254,872,593                                                                                                                                                   |
|   |                                                                      |             |   | Regional Banks - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       |                                                                                                                                                          |
|   | 6,843,000                                                                 |             |   | Banco Internacional del Peru SAA Interbank, 5.75%, 10/7/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $          | 7,380,176                                                                                                                                                     |
|   | 1,500,000                                                                 |             |   | CoBank ACB, 7.875%, 4/16/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 1,731,052                                                                                                                                                     |
|   | 10,812,000                                                                | 6.75             |   | The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 11,974,290                                                                                                                                                    |
|   | 660,000                                                                   | 5.57             |   | Wachovia Capital Trust III, Floating Rate Note (Perpetual)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 652,575                                                                                                                                                       |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 21,738,093                                                                                                                                                    |
|   |                                                                      |             |   | Thrifts & Mortgage Finance - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       |                                                                                                                                                          |
|   | 12,500,000                                                                |             |   | Alfa Bank OJSC Via Alfa Bond Issuance Plc, 7.5%, 9/26/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $          | 12,000,000                                                                                                                                                    |
|   | 843,000                                                                   |             |   | Alfa Bank OJSC Via Alfa Bond Issuance Plc, 7.875%, 9/25/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 871,864                                                                                                                                                       |
| RUB    | 246,800,000                                                               |             |   | Alfa Bank OJSC Via Alfa Bond Issuance Plc, 8.625%, 4/26/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 4,327,085                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 17,198,949                                                                                                                                                    |
|   |                                                                      |             |   | Total Banks                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $          | 293,809,635                                                                                                                                                   |
|   |                                                                      |             |   | Diversified Financials - 5.7%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       |                                                                                                                                                          |
|   |                                                                      |             |   | Other Diversified Financial Services - 1.7%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       |                                                                                                                                                          |
|   | 9,380,000                                                                 |             |   | Alterra Finance LLC, 6.25%, 9/30/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $          | 10,772,151                                                                                                                                                    |
|   | 18,835,000                                                                |             |   | Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 19,568,039                                                                                                                                                    |
| INR    | 1,260,600,000                                                             |             |   | European Bank for Reconstruction & Development, 6.0%, 3/3/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 19,725,968                                                                                                                                                    |
| IDR    | 105,700,000,000                                                           |             |   | European Investment Bank, 7.2%, 7/9/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 7,456,676                                                                                                                                                     |
|   | 6,250,000                                                                 |             |   | Fixed Income Trust Series 2013-A, 10/15/97 (Step) (144A) (c) (d)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 4,319,094                                                                                                                                                     |
|   | 2,550,000                                                                 |             |   | Hyundai Capital Services, Inc., 4.375%, 7/27/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 2,630,708                                                                                                                                                     |
| NZD    | 15,300,000                                                                |             |   | JPMorgan Chase & Co., 4.25%, 11/2/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 10,454,670                                                                                                                                                    |
|   | 31,786,000                                                                | 6.75             |   | JPMorgan Chase & Co., Floating Rate Note, 8/29/49                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 33,961,116                                                                                                                                                    |
|   | 5,300,000                                                                 |             |   | SUAM Finance BV, 4.875%, 4/17/24 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 5,339,750                                                                                                                                                     |
|   | 5,351,000                                                                 | 0.00             |   | Tiers Trust, Floating Rate Note, 10/15/97 (144A) (c)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 4,705,198                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 118,933,370                                                                                                                                                   |
|   |                                                                      |             |   | Multi-Sector Holdings - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       |                                                                                                                                                          |
|   | 4,710,000                                                                 |             |   | GrupoSura Finance SA, 5.7%, 5/18/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $          | 5,014,737                                                                                                                                                     |
|   | 11,820,000                                                                |             |   | IPIC GMTN, Ltd., 5.5%, 3/1/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 13,433,430                                                                                                                                                    |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 18,448,167                                                                                                                                                    |
|   |                                                                      |             |   | Specialized Finance - 0.7%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       |                                                                                                                                                          |
|   | 3,200,000                                                                 |             |   | Aviation Capital Group Corp., 4.625%, 1/31/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 3,314,147                                                                                                                                                     |
|   | 12,763,000                                                                |             |   | Aviation Capital Group Corp., 6.75%, 4/6/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 14,577,452                                                                                                                                                    |
|   | 7,180,000                                                                 |             |   | BM&FBovespa SA - Bolsa de Valores Mercadorias e Futuros, 5.5%, 7/16/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 7,610,800                                                                                                                                                     |
|   | 12,855,000                                                                |             |   | Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 14,142,698                                                                                                                                                    |
|   | 1,750,000                                                                 |             |   | Fly Leasing, Ltd., 6.375%, 10/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 1,771,875                                                                                                                                                     |
|   | 4,183,000                                                                 |             |   | Fly Leasing, Ltd., 6.75%, 12/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 4,308,490                                                                                                                                                     |
|   | 4,695,000                                                                 |             |   | Nationstar Mortgage LLC, 6.5%, 6/1/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 4,290,056                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 50,015,518                                                                                                                                                    |
|   |                                                                      |             |   | Consumer Finance - 0.9%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       |                                                                                                                                                          |
|   | 3,500,000                                                                 |             |   | Ally Financial, Inc., 3.6%, 5/21/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $          | 3,504,375                                                                                                                                                     |
|   | 1,750,000                                                                 |             |   | Ally Financial, Inc., 4.625%, 3/30/25                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 1,666,875                                                                                                                                                     |
|   | 18,800,000                                                                | 5.55             |   | Capital One Financial Corp., Floating Rate Note (Perpetual)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 18,635,500                                                                                                                                                    |
| INR    | 358,950,000                                                               |             |   | International Finance Corp., 6.3%, 11/25/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 5,357,348                                                                                                                                                     |
| INR    | 1,036,140,000                                                             |             |   | International Finance Corp., 7.75%, 12/3/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 16,371,776                                                                                                                                                    |
| INR    | 1,040,880,000                                                             |             |   | International Finance Corp., 8.25%, 6/10/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 17,320,412                                                                                                                                                    |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 62,856,286                                                                                                                                                    |
|   |                                                                      |             |   | Asset Management & Custody Banks - 0.9%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       |                                                                                                                                                          |
|   | 7,925,000                                                                 |             |   | Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $          | 7,944,789                                                                                                                                                     |
|   | 5,375,000                                                                 |             |   | Blackstone Holdings Finance Co. LLC, 4.75%, 2/15/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 5,756,593                                                                                                                                                     |
|   | 5,050,000                                                                 |             |   | Blackstone Holdings Finance Co. LLC, 6.25%, 8/15/42 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 5,894,820                                                                                                                                                     |
|   | 19,000                                                                    |             |   | Eaton Vance Corp., 6.5%, 10/2/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 20,944                                                                                                                                                        |
|   | 21,530,000                                                                |             |   | KKR Group Finance Co. II LLC, 5.5%, 2/1/43 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 21,792,343                                                                                                                                                    |
|   | 6,310,000                                                                 |             |   | Legg Mason, Inc., 5.625%, 1/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 6,732,398                                                                                                                                                     |
|   | 10,150,000                                                                |             |   | Neuberger Berman Group LLC, 4.875%, 4/15/45 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 9,203,188                                                                                                                                                     |
|   | 5,450,000                                                                 | 4.50             |   | The Bank of New York Mellon Corp., Floating Rate Note (Perpetual)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 5,041,250                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 62,386,325                                                                                                                                                    |
|   |                                                                      |             |   | Investment Banking & Brokerage - 1.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       |                                                                                                                                                          |
|   | 5,945,000                                                                 |             |   | Macquarie Group, Ltd., 6.0%, 1/14/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $          | 6,680,123                                                                                                                                                     |
|   | 7,750,000                                                                 |             |   | Macquarie Group, Ltd., 6.25%, 1/14/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 8,836,504                                                                                                                                                     |
|   | 13,200,000                                                                |             |   | Morgan Stanley, 4.1%, 5/22/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 13,224,671                                                                                                                                                    |
|   | 4,400,000                                                                 |             |   | Morgan Stanley, 4.875%, 11/1/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 4,680,315                                                                                                                                                     |
|   | 1,750,000                                                                 | 5.55             |   | Morgan Stanley, Floating Rate Note (Perpetual)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 1,737,312                                                                                                                                                     |
|   | 13,475,000                                                                |             |   | TD Ameritrade Holding Corp., 3.625%, 4/1/25                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 13,684,496                                                                                                                                                    |
| NZD    | 13,855,000                                                                |             |   | The Goldman Sachs Group, Inc., 5.2%, 12/17/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 9,695,085                                                                                                                                                     |
|   | 7,400,000                                                                 |             |   | The Goldman Sachs Group, Inc., 6.45%, 5/1/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 8,350,241                                                                                                                                                     |
|   | 5,400,000                                                                 |             |   | The Goldman Sachs Group, Inc., 6.75%, 10/1/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 6,333,919                                                                                                                                                     |
|   | 16,775,000                                                                |             |   | UBS AG, 7.625%, 8/17/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 19,660,283                                                                                                                                                    |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 92,882,949                                                                                                                                                    |
|   |                                                                      |             |   | Total Diversified Financials                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $          | 405,522,615                                                                                                                                                   |
|   |                                                                      |             |   | Insurance - 5.8%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       |                                                                                                                                                          |
|   |                                                                      |             |   | Insurance Brokers - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       |                                                                                                                                                          |
|   | 16,900,000                                                                |             |   | Brown & Brown, Inc., 4.2%, 9/15/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $          | 16,681,669                                                                                                                                                    |
|   |                                                                      |             |   | Life & Health Insurance - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       |                                                                                                                                                          |
|   | 11,240,000                                                                | 5.62             |   | Prudential Financial, Inc., Floating Rate Note, 6/15/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $          | 11,650,260                                                                                                                                                    |
|   | 5,969,000                                                                 | 8.88             |   | Prudential Financial, Inc., Floating Rate Note, 6/15/68                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 6,983,730                                                                                                                                                     |
|   | 7,575,000                                                                 | 5.88             |   | Prudential Financial, Inc., Floating Rate Note, 9/15/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 8,005,260                                                                                                                                                     |
| GBP    | 1,263,147                                                                 |             |   | TIG FINCO Plc, 8.75%, 4/2/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 1,967,186                                                                                                                                                     |
| GBP    | 222,908                                                                   | N/A              |   | TIG FINCO Plc, Floating Rate Note, 3/2/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 368,189                                                                                                                                                       |
|   | 2,700,000                                                                 | 5.65             |   | Voya Financial, Inc., Floating Rate Note, 5/15/53                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 2,757,375                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 31,732,000                                                                                                                                                    |
|   |                                                                      |             |   | Multi-line Insurance - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       |                                                                                                                                                          |
|   | 10,060,000                                                                |             |   | AXA SA, 8.6%, 12/15/30                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $          | 13,481,959                                                                                                                                                    |
|   | 11,050,000                                                                |             |   | Liberty Mutual Insurance Co., 7.697% (Perpetual) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 13,497,763                                                                                                                                                    |
|   | 3,800,000                                                                 |             |   | Liberty Mutual Insurance Co., 8.5%, 5/15/25 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 4,749,103                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 31,728,825                                                                                                                                                    |
|   |                                                                      |             |   | Property & Casualty Insurance - 0.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       |                                                                                                                                                          |
|   | 10,110,000                                                                |             |   | Delphi Financial Group, Inc., 7.875%, 1/31/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $          | 11,981,290                                                                                                                                                    |
|   | 12,255,000                                                                |             |   | OneBeacon US Holdings, Inc., 4.6%, 11/9/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 12,494,487                                                                                                                                                    |
|   | 12,600,000                                                                |             |   | The Hanover Insurance Group, Inc., 6.375%, 6/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 14,550,505                                                                                                                                                    |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 39,026,282                                                                                                                                                    |
|   |                                                                      |             |   | Reinsurance - 4.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       |                                                                                                                                                          |
|   | 2,200,000                                                                 | 5.91             |   | Alamo Re, Ltd., Floating Rate Note, 6/7/18 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $          | 2,186,360                                                                                                                                                     |
|   | 8,128,729                                                                 |             |   | Altair Re, Variable Rate Notes, 6/30/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 4,735,798                                                                                                                                                     |
|   | 7,600,000                                                                 |             |   | Altair Re, Variable Rate Notes, 6/30/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 7,828,000                                                                                                                                                     |
|   | 7,500,000                                                                 | 6.38             |   | Aquarius + Investments Plc for Swiss Reinsurance Co., Ltd., Floating Rate Note, 9/1/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 7,755,060                                                                                                                                                     |
|   | 3,033,000                                                                 |             |   | Arlington Segregated Account (Kane SAC Ltd.), Variable Rate Notes, 8/1/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 3,455,497                                                                                                                                                     |
|   | 2,133,500                                                                 |             |   | Arlington Segregated Account (KANE SAC Ltd.), Variable Rate Notes, 8/31/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 2,148,648                                                                                                                                                     |
|   | 500,000                                                                   | 3.46             |   | Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 508,550                                                                                                                                                       |
|   | 2,753,000                                                                 |             |   | Berwick Segregated Account (KANE SAC Ltd.), Variable Rate Note, 1/22/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 2,814,117                                                                                                                                                     |
|   | 5,650,000                                                                 | 4.37             |   | Blue Danube II, Ltd., Floating Rate Note, 5/23/18 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 5,617,795                                                                                                                                                     |
|   | 4,433,000                                                                 | 5.27             |   | Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 4,347,886                                                                                                                                                     |
|   | 5,300,000                                                                 | 6.86             |   | Caelus Re, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 5,315,900                                                                                                                                                     |
|   | 10,280,000                                                                |             |   | Carnoustie Segregated Account (KANE SAC Ltd.), Variable Rate Notes, 2/19/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 10,930,724                                                                                                                                                    |
|   | 3,189,193                                                                 |             |   | Clarendon Segregated Account (KANE SAC Ltd.), Variable Rate Notes, 6/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 3,060,987                                                                                                                                                     |
|   | 2,150,000                                                                 | 0.00             |   | Compass Re II, Ltd., Floating Rate Note, 12/8/15 (Cat Bond)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 2,047,660                                                                                                                                                     |
|   | 850,000                                                                   | 9.00             |   | East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 857,310                                                                                                                                                       |
|   | 7,200,000                                                                 |             |   | Eden Re II, Ltd., 4/19/18 (Cat Bond) (144A) (d)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 7,372,800                                                                                                                                                     |
|   | 3,750,000                                                                 | 5.01             |   | Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/7/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 3,749,625                                                                                                                                                     |
|   | 11,510,100                                                                |             |   | Exeter Segregated Account (KANE SAC Ltd.), Variable Rate Notes, 1/7/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 11,612,540                                                                                                                                                    |
|   | 2,550,000                                                                 |             |   | Fairfield Segregated Account (KANE SAC Ltd.), Variable Rate Notes, 2/2/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 2,439,075                                                                                                                                                     |
|   | 6,150,000                                                                 | 7.43             |   | Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 6,190,590                                                                                                                                                     |
|   | 7,100,000                                                                 |             |   | Gloucester Segregated Account (Kane SAC Ltd.), Variable Rate Notes, 6/12/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 7,100,000                                                                                                                                                     |
|   | 3,900,000                                                                 | 2.22             |   | Golden State Re II, Ltd., Floating Rate Note, 1/8/19 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 3,869,580                                                                                                                                                     |
|   | 16,776,500                                                                |             |   | Gullane Segregated Account (KANE SAC Ltd.), Variable Rate Notes, 1/22/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 17,628,746                                                                                                                                                    |
|   | 2,943,500                                                                 |             |   | Hereford Segregated Account (KANE SAC Ltd.), Variable Rate Notes, 1/7/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 2,979,116                                                                                                                                                     |
|   | 3,350,000                                                                 | 4.00             |   | Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 3,336,600                                                                                                                                                     |
|   | 500,000                                                                   | 4.51             |   | Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 495,450                                                                                                                                                       |
|   | 6,190,000                                                                 | 3.77             |   | Kilimanjaro Re, Ltd., Floating Rate Note, 11/25/19 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 6,108,911                                                                                                                                                     |
|   | 925,000                                                                   | 4.77             |   | Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 890,590                                                                                                                                                       |
|   | 1,300,000                                                                 | 4.52             |   | Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 1,245,920                                                                                                                                                     |
|   | 2,260,378                                                                 |             |   | Lahinch Re, Variable Rate Notes, 6/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 2,203,643                                                                                                                                                     |
|   | 50,000                                                                    | 3.97             |   | Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 49,810                                                                                                                                                        |
|   | 5,600,000                                                                 |             |   | Lorenz Re, Ltd., Variable Rate Notes, 3/31/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 5,693,520                                                                                                                                                     |
|   | 3,800,000                                                                 | 2.02             |   | Merna Re V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 3,782,140                                                                                                                                                     |
|   | 1,250,000                                                                 | N/A              |   | Merna Reinsurance, Ltd., Floating Rate Note, 4/9/18 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 1,245,750                                                                                                                                                     |
|   | 5,825,133                                                                 |             |   | Muirfield Segregated Account (KANE SAC Ltd.), Variable Rate Notes, 1/12/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 5,871,734                                                                                                                                                     |
|   | 250,000                                                                   | 11.83            |   | Mythen Re, Ltd., Series 2012-2 Class A, Floating Rate Note, 11/10/16 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | 248,225    |
|   | 6,250,000                                                                 | 8.03             |   | Mythen Re, Ltd., Series 2013-1 Class B, Floating Rate Note, 7/9/15 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 6,250,625                                                                                                                                                     |
|   | 14,100,000                                                                |             |   | Pangaea Re, Series 2015-1, Principal at Risk Notes, 2/1/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 14,919,210                                                                                                                                                    |
|   | 14,520,000                                                                |             |   | Pangaea Re, Series 2015-2, Principal at Risk Notes, 11/30/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 14,591,148                                                                                                                                                    |
|   | 11,730,000                                                                |             |   | Pangaea Re., Variable Rate Notes, 7/1/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 211,140                                                                                                                                                       |
|   | 7,017,560                                                                 |             |   | PI-1, Series C - 2014 (KANE SAC Ltd.), Variable Rate Notes, 7/7/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 7,028,788                                                                                                                                                     |
|   | 3,554,000                                                                 |             |   | Prestwick Segregated Account (KANE SAC Ltd.), Variable Rate Notes, 7/1/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 3,632,899                                                                                                                                                     |
|   | 1,000,000                                                                 | 3.51             |   | Queen City Re, Floating Rate Note, 1/6/19 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 971,100                                                                                                                                                       |
|   | 3,250,000                                                                 | 8.91             |   | Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 3,200,275                                                                                                                                                     |
|   | 2,300,000                                                                 | 4.51             |   | Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 2,322,540                                                                                                                                                     |
|   | 4,500,000                                                                 | 8.01             |   | Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 4,693,950                                                                                                                                                     |
|   | 250,000                                                                   | 5.30             |   | Residential Reinsurance 2013, Ltd., Floating Rate Note, 12/6/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 241,225                                                                                                                                                       |
|   | 3,500,000                                                                 | 3.02             |   | Sanders Re, Ltd., Floating Rate Note, 5/25/18 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 3,372,950                                                                                                                                                     |
|   | 7,650,000                                                                 | 4.02             |   | Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 7,471,755                                                                                                                                                     |
|   | 3,000,000                                                                 | 3.54             |   | Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 2,922,600                                                                                                                                                     |
|   | 3,500,000                                                                 | 3.91             |   | Sanders Re, Ltd., Floating Rate Note, 6/7/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 3,461,500                                                                                                                                                     |
|   | 20,917                                                                    |             |   | Sector Re V, Ltd., Variable Rate Notes, 12/1/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 150,697                                                                                                                                                       |
|   | 2,900,000                                                                 |             |   | Sector Re V, Ltd., Variable Rate Notes, 12/1/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 3,057,470                                                                                                                                                     |
|   | 2,500,000                                                                 |             |   | Sector Re V, Ltd., Variable Rate Notes, 3/1/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 2,527,000                                                                                                                                                     |
|   | 4,700,000                                                                 |             |   | Sector Re V, Ltd., Variable Rate Notes, 3/1/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 4,726,320                                                                                                                                                     |
|   | 3,270                                                                     |             |   | Sector Re V, Ltd., Variable Rate Notes, 3/30/19  (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 448,001                                                                                                                                                       |
|   | 3,500,000                                                                 |             |   | Silverton Re, Ltd., Variable Rate Notes, 9/16/16 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 136,500                                                                                                                                                       |
|   | 4,500,000                                                                 |             |   | Silverton RE, Ltd., Variable Rate Notes, 9/18/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 4,996,800                                                                                                                                                     |
|   | 7,246,500                                                                 |             |   | St. Andrews Segregated Account (KANE SAC Ltd.), Variable Rate Notes, 1/22/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 7,394,329                                                                                                                                                     |
|   | 2,000,000                                                                 | 8.51             |   | Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 2,034,600                                                                                                                                                     |
|   | 6,010,717                                                                 |             |   | Troon Segregated Account (KANE SAC Ltd.), Variable Rate Notes, 1/12/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 6,044,978                                                                                                                                                     |
|   | 2,024,000                                                                 |             |   | Turnberry Segregated Account (KANE SAC Ltd.), Variable Rate Notes, 1/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 2,042,621                                                                                                                                                     |
|   | 12,033,893                                                                |             |   | Versutus Ltd., Series 2015-A, Variable Rate Notes, 12/31/2017                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 12,609,113                                                                                                                                                    |
|   | 5,500,000                                                                 | 3.51             |   | Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 5,569,850                                                                                                                                                     |
|   | 2,200,000                                                                 | 2.77             |   | Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 2,227,940                                                                                                                                                     |
|   | 800,000                                                                   | 2.52             |   | Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 809,120                                                                                                                                                       |
|   | 950,000                                                                   | 1.77             |   | Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 942,875                                                                                                                                                       |
|   | 6,215,000                                                                 | 5.88             |   | Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 6,450,132                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 295,184,708                                                                                                                                                   |
|   |                                                                      |             |   | Total Insurance                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $          | 414,353,484                                                                                                                                                   |
|   |                                                                      |             |   | Real Estate - 1.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       |                                                                                                                                                          |
|   |                                                                      |             |   | Diversified REIT - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       |                                                                                                                                                          |
|   | 7,300,000                                                                 |             |   | DCT Industrial Operating Partnership LP, 4.5%, 10/15/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $          | 7,432,101                                                                                                                                                     |
|   | 530,000                                                                   |             |   | MPT Operating Partnership LP, 5.5%, 5/1/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 545,900                                                                                                                                                       |
|   | 6,680,000                                                                 |             |   | WP Carey, Inc., 4.6%, 4/1/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 6,707,148                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 14,685,149                                                                                                                                                    |
|   |                                                                      |             |   | Health Care REIT - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       |                                                                                                                                                          |
|   | 3,150,000                                                                 |             |   | Health Care Real Estate Investment Trust, Inc., 5.25%, 1/15/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $          | 3,445,665                                                                                                                                                     |
|   | 3,370,000                                                                 |             |   | Healthcare Realty Trust, Inc., 5.75%, 1/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 3,731,692                                                                                                                                                     |
|   | 6,463,000                                                                 |             |   | Senior Housing Properties Trust, 6.75%, 4/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 7,257,833                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 14,435,190                                                                                                                                                    |
|   |                                                                      |             |   | Office REIT - 0.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       |                                                                                                                                                          |
|   | 100,000                                                                   |             |   | Alexandria Real Estate Equities, Inc., 2.75%, 1/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $          | 98,983                                                                                                                                                        |
|   | 4,802,000                                                                 |             |   | Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 4,781,961                                                                                                                                                     |
|   | 11,010,000                                                                |             |   | Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 11,598,319                                                                                                                                                    |
|   | 9,205,000                                                                 |             |   | DuPont Fabros Technology LP, 5.875%, 9/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 9,320,062                                                                                                                                                     |
|   | 9,060,000                                                                 |             |   | Highwoods Realty LP, 3.625%, 1/15/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 8,938,641                                                                                                                                                     |
|   | 11,130,000                                                                |             |   | Piedmont Operating Partnership LP, 3.4%, 6/1/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 10,513,543                                                                                                                                                    |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 45,251,509                                                                                                                                                    |
|   |                                                                      |             |   | Specialized REIT - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       |                                                                                                                                                          |
|   | 3,205,000                                                                 |             |   | CubeSmart LP, 4.8%, 7/15/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $          | 3,447,183                                                                                                                                                     |
|   |                                                                      |             |   | Real Estate Operating Companies - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       |                                                                                                                                                          |
|   | 50,000                                                                    |             |   | IRSA Inversiones y Representaciones SA, 8.5%, 2/2/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $          | 50,650                                                                                                                                                        |
|   |                                                                      |             |   | Total Real Estate                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $          | 77,869,681                                                                                                                                                    |
|   |                                                                      |             |   | Software & Services - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       |                                                                                                                                                          |
|   |                                                                      |             |   | Internet Software & Services - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       |                                                                                                                                                          |
|   | 5,075,000                                                                 |             |   | Equinix, Inc., 5.375%, 1/1/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $          | 5,087,688                                                                                                                                                     |
|   | 6,275,000                                                                 |             |   | Equinix, Inc., 5.75%, 1/1/25                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 6,212,250                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 11,299,938                                                                                                                                                    |
|   |                                                                      |             |   | Data Processing & Outsourced Services - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       |                                                                                                                                                          |
|   | 13,230,000                                                                |             |   | Audatex North America, Inc., 6.0%, 6/15/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $          | 13,593,825                                                                                                                                                    |
|   |                                                                      |             |   | Home Entertainment Software - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       |                                                                                                                                                          |
|   | 6,015,000                                                                 |             |   | Activision Blizzard, Inc., 5.625%, 9/15/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $          | 6,300,712                                                                                                                                                     |
|   |                                                                      |             |   | Total Software & Services                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $          | 31,194,475                                                                                                                                                    |
|   |                                                                      |             |   | Technology Hardware & Equipment - 0.7%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       |                                                                                                                                                          |
|   |                                                                      |             |   | Communications Equipment - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       |                                                                                                                                                          |
|   | 1,500,000                                                                 |             |   | Brocade Communications Systems, Inc., 4.625%, 1/15/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $          | 1,451,250                                                                                                                                                     |
|   |                                                                      |             |   | Technology Hardware, Storage & Peripherals - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       |                                                                                                                                                          |
|   | 5,595,000                                                                 |             |   | NCR Corp., 6.375%, 12/15/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $          | 5,930,700                                                                                                                                                     |
|   | 3,900,000                                                                 |             |   | Seagate HDD Cayman, 4.75%, 1/1/25 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 3,876,023                                                                                                                                                     |
|   | 13,870,000                                                                |             |   | Seagate HDD Cayman, 4.75%, 6/1/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 14,087,315                                                                                                                                                    |
|   | 6,400,000                                                                 |             |   | Seagate HDD Cayman, 4.875%, 6/1/27 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 6,221,222                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 30,115,260                                                                                                                                                    |
|   |                                                                      |             |   | Electronic Manufacturing Services - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       |                                                                                                                                                          |
|   | 4,615,000                                                                 |             |   | Flextronics International, Ltd., 4.625%, 2/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $          | 4,718,838                                                                                                                                                     |
|   | 15,200,000                                                                |             |   | Flextronics International, Ltd., 5.0%, 2/15/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 15,497,160                                                                                                                                                    |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 20,215,998                                                                                                                                                    |
|   |                                                                      |             |   | Total Technology Hardware & Equipment                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $          | 51,782,508                                                                                                                                                    |
|   |                                                                      |             |   | Semiconductors & Semiconductor Equipment - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       |                                                                                                                                                          |
|   |                                                                      |             |   | Semiconductors - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       |                                                                                                                                                          |
|   | 8,360,000                                                                 |             |   | Advanced Micro Devices, Inc., 7.0%, 7/1/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $          | 7,064,200                                                                                                                                                     |
|   | 1,996,566                                                                 |             |   | LDK Solar Co, Ltd., 5.535%, 12/31/18, (5.535% cash, 5.535% PIK) (PIK)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 399,313                                                                                                                                                       |
|   | 13,185,000                                                                |             |   | Micron Technology, Inc., 5.25%, 8/1/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 12,641,119                                                                                                                                                    |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 20,104,632                                                                                                                                                    |
|   |                                                                      |             |   | Total Semiconductors & Semiconductor Equipment                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $          | 20,104,632                                                                                                                                                    |
|   |                                                                      |             |   | Telecommunication Services - 2.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       |                                                                                                                                                          |
|   |                                                                      |             |   | Integrated Telecommunication Services - 1.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       |                                                                                                                                                          |
|   | 7,100,000                                                                 |             |   | AT&T, Inc., 4.75%, 5/15/46                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $          | 6,460,815                                                                                                                                                     |
|   | 4,100,000                                                                 |             |   | CenturyLink, Inc., 6.45%, 6/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 4,130,750                                                                                                                                                     |
|   | 3,510,000                                                                 |             |   | CenturyLink, Inc., 7.6%, 9/15/39                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 3,180,938                                                                                                                                                     |
|   | 3,100,000                                                                 |             |   | CenturyLink, Inc., 7.65%, 3/15/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 2,805,500                                                                                                                                                     |
|   | 7,371,000                                                                 |             |   | Cincinnati Bell, Inc., 8.375%, 10/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 7,757,978                                                                                                                                                     |
|   | 11,090,000                                                                |             |   | Frontier Communications Corp., 8.5%, 4/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 11,594,595                                                                                                                                                    |
|   | 10,355,000                                                                |             |   | Frontier Communications Corp., 8.75%, 4/15/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 10,251,450                                                                                                                                                    |
|   | 11,000,000                                                                |             |   | GTP Acquisition Partners I LLC, 2.35%, 6/15/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 10,941,590                                                                                                                                                    |
|   | 3,094,581                                                                 |             |   | GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 3,132,846                                                                                                                                                     |
|   | 3,200,000                                                                 |             |   | Ooredoo International Finance, Ltd., 3.875%, 1/31/28 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 3,040,000                                                                                                                                                     |
| EURO   | 2,625,000                                                                 |             |   | Telenet Finance III Luxembourg SCA, 6.625%, 2/15/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 3,065,676                                                                                                                                                     |
|   | 9,215,000                                                                 |             |   | Verizon Communications, Inc., 5.012%, 8/21/54                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 8,455,564                                                                                                                                                     |
|   | 9,186,000                                                                 |             |   | Verizon Communications, Inc., 6.55%, 9/15/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 10,745,360                                                                                                                                                    |
|   | 9,870,000                                                                 |             |   | Windstream Services LLC, 6.375%, 8/1/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 8,031,712                                                                                                                                                     |
|   | 8,680,000                                                                 |             |   | Windstream Services LLC, 7.75%, 10/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 8,495,550                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 102,090,324                                                                                                                                                   |
|   |                                                                      |             |   | Wireless Telecommunication Services - 0.8%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       |                                                                                                                                                          |
|   | 3,750,000                                                                 |             |   | Crown Castle Towers LLC, 3.222%, 5/15/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $          | 3,690,375                                                                                                                                                     |
|   | 6,850,000                                                                 |             |   | Crown Castle Towers LLC, 4.883%, 8/15/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 7,434,668                                                                                                                                                     |
|   | 3,135,000                                                                 |             |   | Crown Castle Towers LLC, 6.113%, 1/15/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 3,569,555                                                                                                                                                     |
|   | 9,950,000                                                                 |             |   | SBA Tower Trust, 3.869%, 10/15/49 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 10,018,506                                                                                                                                                    |
|   | 10,375,000                                                                |             |   | Sprint Corp., 7.25%, 9/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 10,115,625                                                                                                                                                    |
|   | 4,150,000                                                                 |             |   | T-Mobile USA, Inc., 6.542%, 4/28/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 4,345,008                                                                                                                                                     |
|   | 4,915,000                                                                 |             |   | T-Mobile USA, Inc., 6.625%, 11/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 5,111,600                                                                                                                                                     |
|   | 11,600,000                                                                |             |   | VimpelCom Holdings BV, 7.5043%, 3/1/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 11,339,000                                                                                                                                                    |
| RUB    | 193,400,000                                                               |             |   | VimpelCom Holdings BV, 9.0%, 2/13/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 3,203,466                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 58,827,803                                                                                                                                                    |
|   |                                                                      |             |   | Total Telecommunication Services                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $          | 160,918,127                                                                                                                                                   |
|   |                                                                      |             |   | Utilities - 2.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       |                                                                                                                                                          |
|   |                                                                      |             |   | Electric Utilities - 1.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       |                                                                                                                                                          |
|   | 5,720,000                                                                 |             |   | Dubai Electricity & Water Authority, 7.375%, 10/21/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $          | 6,882,590                                                                                                                                                     |
|   | 23,175,000                                                                |             |   | Electricite de France SA, 6.0%, 1/22/14 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 24,676,022                                                                                                                                                    |
|   | 5,285,000                                                                 | 5.25             |   | Electricite de France SA, Floating Rate Note (Perpetual) (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 5,291,606                                                                                                                                                     |
|   | 9,485,000                                                                 |             |   | Empresa Electrica Angamos SA, 4.875%, 5/25/29 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 9,328,023                                                                                                                                                     |
|   | 215,000                                                                   |             |   | Enel Finance International NV, 5.125%, 10/7/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 235,703                                                                                                                                                       |
|   | 10,830,000                                                                | 8.13             |   | Enel S.p.A., Floating Rate Note, 9/24/73 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 12,427,425                                                                                                                                                    |
|   | 290,835                                                                   |             |   | FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 291,562                                                                                                                                                       |
|   | 5,000,000                                                                 |             |   | Israel Electric Corp., Ltd., 5.625%, 6/21/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 5,315,600                                                                                                                                                     |
|   | 4,150,000                                                                 |             |   | Israel Electric Corp., Ltd., 6.7%, 2/10/17 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 4,409,375                                                                                                                                                     |
|   | 2,725,000                                                                 |             |   | Israel Electric Corp., Ltd., 7.25%, 1/15/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 3,072,438                                                                                                                                                     |
|   | 1,330,000                                                                 |             |   | Israel Electric Corp., Ltd., 9.375%, 1/28/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 1,652,525                                                                                                                                                     |
|   | 85,000                                                                    |             |   | Nevada Power Co., 6.5%, 8/1/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 96,997                                                                                                                                                        |
|   | 3,725,000                                                                 |             |   | Public Service Co. of New Mexico, 7.95%, 5/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 4,334,693                                                                                                                                                     |
|   | 8,675,000                                                                 | 6.25             |   | Southern California Edison Co., Floating Rate Note (Perpetual)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 9,577,200                                                                                                                                                     |
|   | 10,935,000                                                                |             |   | Talen Energy Supply LLC, 5.125%, 7/15/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 10,716,300                                                                                                                                                    |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 98,308,059                                                                                                                                                    |
|   |                                                                      |             |   | Gas Utilities - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   | 1,965,000                                                                 |             |   | Nakilat, Inc., 6.067%, 12/31/33 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $          | 2,267,119                                                                                                                                                     |
|   | 3,769,638                                                                 |             |   | Nakilat, Inc., 6.267%, 12/31/33 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 4,349,220                                                                                                                                                     |
|   | 6,200,000                                                                 |             |   | Transportadora de Gas del Peru SA, 4.25%, 4/30/28 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 6,091,500                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 12,707,839                                                                                                                                                    |
|   |                                                                      |             |   | Multi-Utilities - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       |                                                                                                                                                          |
|   | 18,225,000                                                                |             |   | Consolidated Edison Co. of New York, Inc., 4.625%, 12/1/54                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $          | 17,745,919                                                                                                                                                    |
|   | 1,350,000                                                                 |             |   | DTEK Finance Plc, 7.875%, 4/4/18 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 607,500                                                                                                                                                       |
|   | 2,752,183                                                                 |             |   | Ormat Funding Corp., 8.25%, 12/30/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 2,807,227                                                                                                                                                     |
|   | 50,000                                                                    |             |   | Sempra Energy, 9.8%, 2/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 62,799                                                                                                                                                        |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 21,223,445                                                                                                                                                    |
|   |                                                                      |             |   | Independent Power Producers & Energy Traders - 0.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       |                                                                                                                                                          |
|   | 10,000,000                                                                |             |   | AES Corp., 5.5%, 4/15/25                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $          | 9,500,000                                                                                                                                                     |
|   | 1,249,303                                                                 |             |   | Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 1,452,191                                                                                                                                                     |
|   | 6,100,000                                                                 |             |   | Instituto Costarricense de Electricidad, 6.375%, 5/15/43 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 5,116,375                                                                                                                                                     |
|   | 8,380,000                                                                 |             |   | Instituto Costarricense de Electricidad, 6.95%, 11/10/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 8,788,525                                                                                                                                                     |
|   | 4,280,000                                                                 |             |   | InterGen NV, 7.0%, 6/30/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 3,809,200                                                                                                                                                     |
|   | 2,879,754                                                                 |             |   | Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 3,109,271                                                                                                                                                     |
|   | 2,545,561                                                                 |             |   | Panoche Energy Center LLC, 6.885%, 7/31/29 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 2,932,165                                                                                                                                                     |
|   | 7,850,000                                                                 |             |   | Star Energy Geothermal Wayang Windu, Ltd., 6.125%, 3/27/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 7,496,750                                                                                                                                                     |
|   | 4,130,000                                                                 |             |   | TerraForm Power Operating LLC, 5.875%, 2/1/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 4,191,950                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 46,396,427                                                                                                                                                    |
|   |                                                                      |             |   | Total Utilities                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $          | 178,635,770                                                                                                                                                   |
|   |                                                                      |             |   | TOTAL CORPORATE BONDS                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       |                                                                                                                                                          |
|   |                                                                      |             |   | (Cost $2,828,877,382)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $          | 2,816,450,352                                                                                                                                                 |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   |                                                                      |             |   | U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 20.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       |                                                                                                                                                          |
|   | 4,870,268                                                                 |             |   | Fannie Mae, 3.5%, 11/1/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $          | 5,031,690                                                                                                                                                     |
|   | 1,818,943                                                                 |             |   | Fannie Mae, 3.5%, 11/1/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 1,880,675                                                                                                                                                     |
|   | 868,164                                                                   |             |   | Fannie Mae, 3.5%, 11/1/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 897,854                                                                                                                                                       |
|   | 398,902                                                                   |             |   | Fannie Mae, 3.5%, 11/1/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 412,570                                                                                                                                                       |
|   | 1,150,246                                                                 |             |   | Fannie Mae, 3.5%, 11/1/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 1,189,659                                                                                                                                                     |
|   | 5,116,164                                                                 |             |   | Fannie Mae, 3.5%, 12/1/25                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 5,407,482                                                                                                                                                     |
|   | 41,025                                                                    |             |   | Fannie Mae, 3.5%, 12/1/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 42,430                                                                                                                                                        |
|   | 1,525,407                                                                 |             |   | Fannie Mae, 3.5%, 12/1/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 1,577,644                                                                                                                                                     |
|   | 15,116,077                                                                |             |   | Fannie Mae, 3.5%, 3/1/29                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 15,946,731                                                                                                                                                    |
|   | 6,030,056                                                                 |             |   | Fannie Mae, 3.5%, 4/1/29                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 6,362,231                                                                                                                                                     |
|   | 6,474,596                                                                 |             |   | Fannie Mae, 3.5%, 4/1/29                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 6,831,257                                                                                                                                                     |
|   | 24,059,027                                                                |             |   | Fannie Mae, 3.5%, 4/1/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 24,821,870                                                                                                                                                    |
|   | 1,791,976                                                                 |             |   | Fannie Mae, 3.5%, 6/1/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 1,852,629                                                                                                                                                     |
|   | 7,538,945                                                                 |             |   | Fannie Mae, 3.5%, 7/1/26                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 7,967,701                                                                                                                                                     |
|   | 15,793,343                                                                |             |   | Fannie Mae, 3.5%, 7/1/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 16,322,998                                                                                                                                                    |
|   | 23,352,000                                                                |             |   | Fannie Mae, 3.5%, 7/14/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 24,065,331                                                                                                                                                    |
|   | 20,005,556                                                                |             |   | Fannie Mae, 3.5%, 8/1/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 20,684,837                                                                                                                                                    |
|   | 38,346,844                                                                |             |   | Fannie Mae, 3.5%, 8/1/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 39,648,923                                                                                                                                                    |
|   | 1,032,870                                                                 |             |   | Fannie Mae, 4.0%, 1/1/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 1,100,382                                                                                                                                                     |
|   | 3,075,292                                                                 |             |   | Fannie Mae, 4.0%, 1/1/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 3,272,236                                                                                                                                                     |
|   | 239,478                                                                   |             |   | Fannie Mae, 4.0%, 1/1/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 254,130                                                                                                                                                       |
|   | 540,205                                                                   |             |   | Fannie Mae, 4.0%, 1/1/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 573,688                                                                                                                                                       |
|   | 2,119,084                                                                 |             |   | Fannie Mae, 4.0%, 1/1/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 2,247,693                                                                                                                                                     |
|   | 98,379                                                                    |             |   | Fannie Mae, 4.0%, 1/1/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 104,273                                                                                                                                                       |
|   | 45,855                                                                    |             |   | Fannie Mae, 4.0%, 1/1/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 48,675                                                                                                                                                        |
|   | 5,465,038                                                                 |             |   | Fannie Mae, 4.0%, 10/1/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 5,822,045                                                                                                                                                     |
|   | 98,254                                                                    |             |   | Fannie Mae, 4.0%, 10/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 104,163                                                                                                                                                       |
|   | 711,386                                                                   |             |   | Fannie Mae, 4.0%, 10/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 754,326                                                                                                                                                       |
|   | 229,686                                                                   |             |   | Fannie Mae, 4.0%, 10/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 243,449                                                                                                                                                       |
|   | 211,279                                                                   |             |   | Fannie Mae, 4.0%, 10/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 224,052                                                                                                                                                       |
|   | 670,660                                                                   |             |   | Fannie Mae, 4.0%, 10/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 710,643                                                                                                                                                       |
|   | 26,215                                                                    |             |   | Fannie Mae, 4.0%, 10/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 27,795                                                                                                                                                        |
|   | 679,871                                                                   |             |   | Fannie Mae, 4.0%, 10/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 720,744                                                                                                                                                       |
|   | 2,667,944                                                                 |             |   | Fannie Mae, 4.0%, 11/1/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 2,840,747                                                                                                                                                     |
|   | 17,194                                                                    |             |   | Fannie Mae, 4.0%, 11/1/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 18,276                                                                                                                                                        |
|   | 904,152                                                                   |             |   | Fannie Mae, 4.0%, 11/1/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 958,425                                                                                                                                                       |
|   | 8,075,379                                                                 |             |   | Fannie Mae, 4.0%, 11/1/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 8,595,463                                                                                                                                                     |
|   | 2,793,490                                                                 |             |   | Fannie Mae, 4.0%, 11/1/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 2,986,264                                                                                                                                                     |
|   | 193,217                                                                   |             |   | Fannie Mae, 4.0%, 11/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 204,852                                                                                                                                                       |
|   | 746,278                                                                   |             |   | Fannie Mae, 4.0%, 11/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 791,487                                                                                                                                                       |
|   | 342,088                                                                   |             |   | Fannie Mae, 4.0%, 11/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 362,694                                                                                                                                                       |
|   | 11,613,417                                                                |             |   | Fannie Mae, 4.0%, 11/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 12,346,194                                                                                                                                                    |
|   | 690,018                                                                   |             |   | Fannie Mae, 4.0%, 11/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 731,942                                                                                                                                                       |
|   | 849,565                                                                   |             |   | Fannie Mae, 4.0%, 11/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 901,661                                                                                                                                                       |
|   | 548,288                                                                   |             |   | Fannie Mae, 4.0%, 11/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 581,520                                                                                                                                                       |
|   | 912,069                                                                   |             |   | Fannie Mae, 4.0%, 11/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 967,422                                                                                                                                                       |
|   | 74,323                                                                    |             |   | Fannie Mae, 4.0%, 12/1/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 78,750                                                                                                                                                        |
|   | 18,735                                                                    |             |   | Fannie Mae, 4.0%, 12/1/30                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 20,006                                                                                                                                                        |
|   | 5,907,222                                                                 |             |   | Fannie Mae, 4.0%, 12/1/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 6,331,096                                                                                                                                                     |
|   | 22,436,088                                                                |             |   | Fannie Mae, 4.0%, 12/1/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 23,885,664                                                                                                                                                    |
|   | 6,464,106                                                                 |             |   | Fannie Mae, 4.0%, 12/1/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 6,850,188                                                                                                                                                     |
|   | 99,806                                                                    |             |   | Fannie Mae, 4.0%, 12/1/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 105,915                                                                                                                                                       |
|   | 13,701                                                                    |             |   | Fannie Mae, 4.0%, 12/1/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 14,525                                                                                                                                                        |
|   | 1,554,826                                                                 |             |   | Fannie Mae, 4.0%, 12/1/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 1,655,149                                                                                                                                                     |
|   | 152,340                                                                   |             |   | Fannie Mae, 4.0%, 12/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 161,743                                                                                                                                                       |
|   | 478,701                                                                   |             |   | Fannie Mae, 4.0%, 12/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 507,595                                                                                                                                                       |
|   | 1,298,006                                                                 |             |   | Fannie Mae, 4.0%, 12/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 1,376,285                                                                                                                                                     |
|   | 1,267,223                                                                 |             |   | Fannie Mae, 4.0%, 12/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 1,344,131                                                                                                                                                     |
|   | 1,485,375                                                                 |             |   | Fannie Mae, 4.0%, 12/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 1,575,975                                                                                                                                                     |
|   | 961,491                                                                   |             |   | Fannie Mae, 4.0%, 12/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 1,020,576                                                                                                                                                     |
|   | 2,543,746                                                                 |             |   | Fannie Mae, 4.0%, 2/1/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 2,701,993                                                                                                                                                     |
|   | 292,609                                                                   |             |   | Fannie Mae, 4.0%, 2/1/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 310,153                                                                                                                                                       |
|   | 1,545,339                                                                 |             |   | Fannie Mae, 4.0%, 2/1/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 1,646,916                                                                                                                                                     |
|   | 23,358,029                                                                |             |   | Fannie Mae, 4.0%, 2/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 24,749,535                                                                                                                                                    |
|   | 3,032,165                                                                 |             |   | Fannie Mae, 4.0%, 2/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 3,237,847                                                                                                                                                     |
|   | 4,599,616                                                                 |             |   | Fannie Mae, 4.0%, 2/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 4,901,700                                                                                                                                                     |
|   | 981,608                                                                   |             |   | Fannie Mae, 4.0%, 2/1/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 1,041,690                                                                                                                                                     |
|   | 31,491                                                                    |             |   | Fannie Mae, 4.0%, 3/1/39                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 33,440                                                                                                                                                        |
|   | 126,864                                                                   |             |   | Fannie Mae, 4.0%, 3/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 134,441                                                                                                                                                       |
|   | 282,853                                                                   |             |   | Fannie Mae, 4.0%, 4/1/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 301,640                                                                                                                                                       |
|   | 2,620,933                                                                 |             |   | Fannie Mae, 4.0%, 4/1/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 2,786,339                                                                                                                                                     |
|   | 3,543,470                                                                 |             |   | Fannie Mae, 4.0%, 4/1/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 3,757,224                                                                                                                                                     |
|   | 357,574                                                                   |             |   | Fannie Mae, 4.0%, 5/1/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 379,028                                                                                                                                                       |
|   | 12,403,393                                                                |             |   | Fannie Mae, 4.0%, 5/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 13,142,299                                                                                                                                                    |
|   | 258,784                                                                   |             |   | Fannie Mae, 4.0%, 6/1/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 274,454                                                                                                                                                       |
|   | 1,458,468                                                                 |             |   | Fannie Mae, 4.0%, 6/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 1,545,584                                                                                                                                                     |
|   | 3,030                                                                     |             |   | Fannie Mae, 4.0%, 7/1/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 3,176                                                                                                                                                         |
|   | 255,776                                                                   |             |   | Fannie Mae, 4.0%, 7/1/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 272,171                                                                                                                                                       |
|   | 1,418,390                                                                 |             |   | Fannie Mae, 4.0%, 7/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 1,503,430                                                                                                                                                     |
|   | 20,857,463                                                                |             |   | Fannie Mae, 4.0%, 7/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 22,105,643                                                                                                                                                    |
|   | 17,014,275                                                                |             |   | Fannie Mae, 4.0%, 8/1/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 18,129,988                                                                                                                                                    |
|   | 5,145,242                                                                 |             |   | Fannie Mae, 4.0%, 8/1/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 5,476,584                                                                                                                                                     |
|   | 4,260,636                                                                 |             |   | Fannie Mae, 4.0%, 8/1/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 4,538,957                                                                                                                                                     |
|   | 791,844                                                                   |             |   | Fannie Mae, 4.0%, 8/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 839,360                                                                                                                                                       |
|   | 1,206,990                                                                 |             |   | Fannie Mae, 4.0%, 8/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 1,279,291                                                                                                                                                     |
|   | 33,900,000                                                                |             |   | Fannie Mae, 4.0%, 8/13/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 35,836,932                                                                                                                                                    |
|   | 790,850                                                                   |             |   | Fannie Mae, 4.0%, 9/1/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 840,263                                                                                                                                                       |
|   | 244,127                                                                   |             |   | Fannie Mae, 4.0%, 9/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 258,728                                                                                                                                                       |
|   | 611,389                                                                   |             |   | Fannie Mae, 4.0%, 9/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 648,238                                                                                                                                                       |
|   | 7,278,424                                                                 |             |   | Fannie Mae, 4.5%, 10/1/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 7,868,776                                                                                                                                                     |
|   | 4,209,407                                                                 |             |   | Fannie Mae, 4.5%, 10/1/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 4,552,764                                                                                                                                                     |
|   | 4,172,519                                                                 |             |   | Fannie Mae, 4.5%, 11/1/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 4,521,017                                                                                                                                                     |
|   | 7,336,472                                                                 |             |   | Fannie Mae, 4.5%, 11/1/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 7,931,533                                                                                                                                                     |
|   | 3,519,253                                                                 |             |   | Fannie Mae, 4.5%, 11/1/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 3,856,342                                                                                                                                                     |
|   | 1,277,115                                                                 |             |   | Fannie Mae, 4.5%, 11/1/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 1,399,622                                                                                                                                                     |
|   | 19,832,858                                                                |             |   | Fannie Mae, 4.5%, 12/1/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 21,480,805                                                                                                                                                    |
|   | 37,633                                                                    |             |   | Fannie Mae, 4.5%, 12/1/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 40,802                                                                                                                                                        |
|   | 3,305,561                                                                 |             |   | Fannie Mae, 4.5%, 12/1/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 3,587,068                                                                                                                                                     |
|   | 34,173,981                                                                |             |   | Fannie Mae, 4.5%, 2/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 36,963,669                                                                                                                                                    |
|   | 35,075,924                                                                |             |   | Fannie Mae, 4.5%, 2/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 37,938,917                                                                                                                                                    |
|   | 239,925                                                                   |             |   | Fannie Mae, 4.5%, 3/1/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 259,385                                                                                                                                                       |
|   | 1,152,925                                                                 |             |   | Fannie Mae, 4.5%, 3/1/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 1,246,438                                                                                                                                                     |
|   | 1,246,673                                                                 |             |   | Fannie Mae, 4.5%, 3/1/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 1,347,790                                                                                                                                                     |
|   | 9,152                                                                     |             |   | Fannie Mae, 4.5%, 4/1/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 9,919                                                                                                                                                         |
|   | 5,928,757                                                                 |             |   | Fannie Mae, 4.5%, 5/1/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 6,424,163                                                                                                                                                     |
|   | 18,628,964                                                                |             |   | Fannie Mae, 4.5%, 7/1/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 20,338,064                                                                                                                                                    |
|   | 4,166,070                                                                 |             |   | Fannie Mae, 4.5%, 7/1/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 4,516,917                                                                                                                                                     |
|   | 258,023                                                                   |             |   | Fannie Mae, 4.5%, 8/1/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 279,551                                                                                                                                                       |
|   | 23,050,528                                                                |             |   | Fannie Mae, 4.5%, 8/1/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 24,983,129                                                                                                                                                    |
|   | 1,042,681                                                                 |             |   | Fannie Mae, 4.5%, 9/1/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 1,131,594                                                                                                                                                     |
|   | 12,192,398                                                                |             |   | Fannie Mae, 4.5%, 9/1/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 13,204,315                                                                                                                                                    |
|   | 2,109,078                                                                 |             |   | Fannie Mae, 5.0%, 1/1/39                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 2,326,439                                                                                                                                                     |
|   | 36,600,357                                                                |             |   | Fannie Mae, 5.0%, 1/1/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 40,403,361                                                                                                                                                    |
|   | 909,473                                                                   |             |   | Fannie Mae, 5.0%, 10/1/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 1,012,091                                                                                                                                                     |
|   | 49,164,252                                                                |             |   | Fannie Mae, 5.0%, 11/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 54,380,269                                                                                                                                                    |
|   | 277,354                                                                   |             |   | Fannie Mae, 5.0%, 2/1/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 300,052                                                                                                                                                       |
|   | 12,466                                                                    |             |   | Fannie Mae, 5.0%, 4/1/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 13,275                                                                                                                                                        |
|   | 682,246                                                                   |             |   | Fannie Mae, 5.0%, 5/1/38                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 752,559                                                                                                                                                       |
|   | 710,062                                                                   |             |   | Fannie Mae, 5.0%, 5/1/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 784,391                                                                                                                                                       |
|   | 136,502                                                                   |             |   | Fannie Mae, 5.0%, 6/1/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 142,892                                                                                                                                                       |
|   | 32,185                                                                    |             |   | Fannie Mae, 5.0%, 6/1/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 34,900                                                                                                                                                        |
|   | 5,974,069                                                                 |             |   | Fannie Mae, 5.0%, 6/1/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 6,607,225                                                                                                                                                     |
|   | 3,395,005                                                                 |             |   | Fannie Mae, 5.0%, 6/1/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 3,753,148                                                                                                                                                     |
|   | 636,963                                                                   |             |   | Fannie Mae, 5.0%, 6/1/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 704,237                                                                                                                                                       |
|   | 1,458,656                                                                 |             |   | Fannie Mae, 5.0%, 7/1/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 1,613,180                                                                                                                                                     |
|   | 3,274,349                                                                 |             |   | Fannie Mae, 5.0%, 7/1/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 3,615,596                                                                                                                                                     |
|   | 1,368,956                                                                 |             |   | Fannie Mae, 5.0%, 7/1/39                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 1,510,040                                                                                                                                                     |
|   | 750,104                                                                   |             |   | Fannie Mae, 5.0%, 7/1/39                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 828,271                                                                                                                                                       |
|   | 1,415,289                                                                 |             |   | Fannie Mae, 5.0%, 7/1/39                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 1,561,148                                                                                                                                                     |
|   | 2,631,479                                                                 |             |   | Fannie Mae, 5.0%, 7/1/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 2,907,528                                                                                                                                                     |
|   | 701,470                                                                   |             |   | Fannie Mae, 5.0%, 7/1/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 773,763                                                                                                                                                       |
|   | 2,266,163                                                                 |             |   | Fannie Mae, 5.0%, 8/1/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 2,506,227                                                                                                                                                     |
|   | 19,555,720                                                                |             |   | Fannie Mae, 5.0%, 9/1/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 21,571,124                                                                                                                                                    |
|   | 245,079                                                                   |             |   | Fannie Mae, 5.5%, 12/1/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 275,619                                                                                                                                                       |
|   | 6,354                                                                     |             |   | Fannie Mae, 5.5%, 2/1/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 6,971                                                                                                                                                         |
|   | 467,527                                                                   |             |   | Fannie Mae, 5.5%, 3/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 505,278                                                                                                                                                       |
|   | 95,074                                                                    |             |   | Fannie Mae, 5.5%, 3/1/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 107,883                                                                                                                                                       |
|   | 146,085                                                                   |             |   | Fannie Mae, 5.5%, 4/1/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 164,739                                                                                                                                                       |
|   | 221,804                                                                   |             |   | Fannie Mae, 5.5%, 4/1/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 248,743                                                                                                                                                       |
|   | 37,569                                                                    |             |   | Fannie Mae, 5.5%, 5/1/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 42,122                                                                                                                                                        |
|   | 29,766                                                                    |             |   | Fannie Mae, 5.5%, 6/1/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 33,471                                                                                                                                                        |
|   | 69,036                                                                    |             |   | Fannie Mae, 5.5%, 7/1/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 77,859                                                                                                                                                        |
|   | 13,873                                                                    |             |   | Fannie Mae, 6.0%, 1/1/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 15,838                                                                                                                                                        |
|   | 97,086                                                                    |             |   | Fannie Mae, 6.0%, 1/1/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 110,957                                                                                                                                                       |
|   | 3,322                                                                     |             |   | Fannie Mae, 6.0%, 10/1/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 3,799                                                                                                                                                         |
|   | 5,927                                                                     |             |   | Fannie Mae, 6.0%, 11/1/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 6,726                                                                                                                                                         |
|   | 58,606                                                                    |             |   | Fannie Mae, 6.0%, 12/1/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 66,912                                                                                                                                                        |
|   | 105,640                                                                   |             |   | Fannie Mae, 6.0%, 12/1/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 120,580                                                                                                                                                       |
|   | 246,472                                                                   |             |   | Fannie Mae, 6.0%, 12/1/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 279,740                                                                                                                                                       |
|   | 1,918                                                                     |             |   | Fannie Mae, 6.0%, 3/1/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 2,200                                                                                                                                                         |
|   | 7,870                                                                     |             |   | Fannie Mae, 6.0%, 3/1/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 8,988                                                                                                                                                         |
|   | 7,732                                                                     |             |   | Fannie Mae, 6.0%, 3/1/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 8,775                                                                                                                                                         |
|   | 358,733                                                                   |             |   | Fannie Mae, 6.0%, 4/1/38                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 408,196                                                                                                                                                       |
|   | 123,589                                                                   |             |   | Fannie Mae, 6.0%, 5/1/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 141,280                                                                                                                                                       |
|   | 311,883                                                                   |             |   | Fannie Mae, 6.0%, 6/1/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 354,952                                                                                                                                                       |
|   | 26,595                                                                    |             |   | Fannie Mae, 6.0%, 7/1/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 27,354                                                                                                                                                        |
|   | 147,292                                                                   |             |   | Fannie Mae, 6.0%, 7/1/38                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 167,560                                                                                                                                                       |
|   | 13,707                                                                    |             |   | Fannie Mae, 6.5%, 10/1/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 15,741                                                                                                                                                        |
|   | 3,742                                                                     |             |   | Fannie Mae, 6.5%, 11/1/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 4,297                                                                                                                                                         |
|   | 1,243                                                                     |             |   | Fannie Mae, 6.5%, 2/1/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 1,443                                                                                                                                                         |
|   | 3,765                                                                     |             |   | Fannie Mae, 6.5%, 3/1/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 4,324                                                                                                                                                         |
|   | 338                                                                       |             |   | Fannie Mae, 6.5%, 4/1/29                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 388                                                                                                                                                           |
|   | 1,762                                                                     |             |   | Fannie Mae, 6.5%, 5/1/31                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 2,024                                                                                                                                                         |
|   | 273                                                                       |             |   | Fannie Mae, 6.5%, 6/1/31                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 313                                                                                                                                                           |
|   | 3,050                                                                     |             |   | Fannie Mae, 6.5%, 8/1/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 3,503                                                                                                                                                         |
|   | 463                                                                       |             |   | Fannie Mae, 7.0%, 2/1/29                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 528                                                                                                                                                           |
|   | 1,335                                                                     |             |   | Fannie Mae, 7.0%, 5/1/28                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 1,581                                                                                                                                                         |
|   | 614                                                                       |             |   | Fannie Mae, 7.0%, 7/1/31                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 657                                                                                                                                                           |
|   | 933                                                                       |             |   | Fannie Mae, 7.5%, 1/1/28                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 1,049                                                                                                                                                         |
|   | 2,882,329                                                                 |             |   | Federal Home Loan Mortgage Corp., 3.5%, 10/1/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 2,969,551                                                                                                                                                     |
|   | 9,008,066                                                                 |             |   | Federal Home Loan Mortgage Corp., 3.5%, 11/1/28                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 9,552,157                                                                                                                                                     |
|   | 699,000                                                                   |             |   | Federal Home Loan Mortgage Corp., 3.5%, 11/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 719,907                                                                                                                                                       |
|   | 4,944,332                                                                 |             |   | Federal Home Loan Mortgage Corp., 3.5%, 3/1/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 5,092,217                                                                                                                                                     |
|   | 6,095,824                                                                 |             |   | Federal Home Loan Mortgage Corp., 3.5%, 8/1/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 6,283,035                                                                                                                                                     |
|   | 4,845,765                                                                 |             |   | Federal Home Loan Mortgage Corp., 4.0%, 1/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 5,124,891                                                                                                                                                     |
|   | 6,624,883                                                                 |             |   | Federal Home Loan Mortgage Corp., 4.0%, 12/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 7,032,877                                                                                                                                                     |
|   | 855,333                                                                   |             |   | Federal Home Loan Mortgage Corp., 4.0%, 2/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 909,063                                                                                                                                                       |
|   | 11,737,453                                                                |             |   | Federal Home Loan Mortgage Corp., 4.0%, 5/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 12,419,553                                                                                                                                                    |
|   | 16,427,952                                                                |             |   | Federal Home Loan Mortgage Corp., 4.0%, 7/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 17,383,095                                                                                                                                                    |
|   | 1,833,582                                                                 |             |   | Federal Home Loan Mortgage Corp., 4.0%, 7/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 1,948,758                                                                                                                                                     |
|   | 1,954,554                                                                 |             |   | Federal Home Loan Mortgage Corp., 4.0%, 7/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 2,077,328                                                                                                                                                     |
|   | 1,447,463                                                                 |             |   | Federal Home Loan Mortgage Corp., 4.0%, 7/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 1,538,333                                                                                                                                                     |
|   | 639,750                                                                   |             |   | Federal Home Loan Mortgage Corp., 4.5%, 10/1/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 693,741                                                                                                                                                       |
|   | 822,757                                                                   |             |   | Federal Home Loan Mortgage Corp., 4.5%, 10/1/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 890,199                                                                                                                                                       |
|   | 1,218,338                                                                 |             |   | Federal Home Loan Mortgage Corp., 4.5%, 11/1/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 1,319,543                                                                                                                                                     |
|   | 3,412,029                                                                 |             |   | Federal Home Loan Mortgage Corp., 4.5%, 11/1/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 3,682,060                                                                                                                                                     |
|   | 56,506                                                                    |             |   | Federal Home Loan Mortgage Corp., 4.5%, 3/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 61,173                                                                                                                                                        |
|   | 150,109                                                                   |             |   | Federal Home Loan Mortgage Corp., 4.5%, 5/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 162,217                                                                                                                                                       |
|   | 2,163,326                                                                 |             |   | Federal Home Loan Mortgage Corp., 4.5%, 7/1/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 2,340,739                                                                                                                                                     |
|   | 230,975                                                                   |             |   | Federal Home Loan Mortgage Corp., 4.5%, 9/1/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 249,842                                                                                                                                                       |
|   | 2,355,090                                                                 |             |   | Federal Home Loan Mortgage Corp., 4.5%, 9/1/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 2,544,346                                                                                                                                                     |
|   | 109,642                                                                   |             |   | Federal Home Loan Mortgage Corp., 4.5%, 9/1/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 118,436                                                                                                                                                       |
|   | 63,260                                                                    |             |   | Federal Home Loan Mortgage Corp., 5.0%, 11/1/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 70,167                                                                                                                                                        |
|   | 9,021,745                                                                 |             |   | Federal Home Loan Mortgage Corp., 5.0%, 11/1/39                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 9,959,021                                                                                                                                                     |
|   | 416,952                                                                   |             |   | Federal Home Loan Mortgage Corp., 5.0%, 12/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 450,873                                                                                                                                                       |
|   | 303,875                                                                   |             |   | Federal Home Loan Mortgage Corp., 5.0%, 12/1/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 336,149                                                                                                                                                       |
|   | 302,210                                                                   |             |   | Federal Home Loan Mortgage Corp., 5.0%, 4/1/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 328,573                                                                                                                                                       |
|   | 55,132                                                                    |             |   | Federal Home Loan Mortgage Corp., 5.0%, 5/1/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 60,635                                                                                                                                                        |
|   | 252,763                                                                   |             |   | Federal Home Loan Mortgage Corp., 5.0%, 7/1/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 278,928                                                                                                                                                       |
|   | 704,925                                                                   |             |   | Federal Home Loan Mortgage Corp., 5.0%, 9/1/38                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 775,305                                                                                                                                                       |
|   | 495,366                                                                   |             |   | Federal Home Loan Mortgage Corp., 5.0%, 9/1/38                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 544,837                                                                                                                                                       |
|   | 3,874                                                                     |             |   | Federal Home Loan Mortgage Corp., 5.5%, 10/1/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 3,883                                                                                                                                                         |
|   | 4,815,338                                                                 |             |   | Federal Home Loan Mortgage Corp., 5.5%, 6/1/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 5,397,324                                                                                                                                                     |
|   | 86,961                                                                    |             |   | Federal Home Loan Mortgage Corp., 6.0%, 1/1/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 98,384                                                                                                                                                        |
|   | 85,040                                                                    |             |   | Federal Home Loan Mortgage Corp., 6.0%, 1/1/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 97,437                                                                                                                                                        |
|   | 12,101                                                                    |             |   | Federal Home Loan Mortgage Corp., 6.0%, 10/1/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 13,699                                                                                                                                                        |
|   | 110,105                                                                   |             |   | Federal Home Loan Mortgage Corp., 6.0%, 12/1/36                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 125,232                                                                                                                                                       |
|   | 232,726                                                                   |             |   | Federal Home Loan Mortgage Corp., 6.0%, 12/1/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 263,382                                                                                                                                                       |
|   | 9,829                                                                     |             |   | Federal Home Loan Mortgage Corp., 6.0%, 3/1/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 11,123                                                                                                                                                        |
|   | 16,010                                                                    |             |   | Federal Home Loan Mortgage Corp., 6.0%, 3/1/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 18,125                                                                                                                                                        |
|   | 99,543                                                                    |             |   | Federal Home Loan Mortgage Corp., 6.0%, 6/1/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 102,985                                                                                                                                                       |
|   | 158,995                                                                   |             |   | Federal Home Loan Mortgage Corp., 6.0%, 6/1/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 179,797                                                                                                                                                       |
|   | 169,493                                                                   |             |   | Federal Home Loan Mortgage Corp., 6.0%, 8/1/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 193,944                                                                                                                                                       |
|   | 2,357                                                                     |             |   | Federal Home Loan Mortgage Corp., 6.5%, 9/1/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 2,699                                                                                                                                                         |
|   | 23,552                                                                    |             |   | Federal National Mortgage Association, 4.0%, 2/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 24,957                                                                                                                                                        |
|   | 1,069,063                                                                 |             |   | Federal National Mortgage Association, 4.0%, 8/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 1,133,670                                                                                                                                                     |
|   | 810,660                                                                   |             |   | Federal National Mortgage Association, 5.0%, 12/1/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 897,402                                                                                                                                                       |
|   | 15,716,034                                                                |             |   | Government National Mortgage Association I, 3.5%, 10/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 16,325,935                                                                                                                                                    |
|   | 902,506                                                                   |             |   | Government National Mortgage Association I, 3.5%, 10/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 937,530                                                                                                                                                       |
|   | 14,572,138                                                                |             |   | Government National Mortgage Association I, 3.5%, 7/15/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 15,139,318                                                                                                                                                    |
|   | 14,558,239                                                                |             |   | Government National Mortgage Association I, 3.5%, 9/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 15,123,208                                                                                                                                                    |
|   | 21,480                                                                    |             |   | Government National Mortgage Association I, 4.0%, 1/15/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 22,883                                                                                                                                                        |
|   | 15,494                                                                    |             |   | Government National Mortgage Association I, 4.0%, 1/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 16,544                                                                                                                                                        |
|   | 80,580                                                                    |             |   | Government National Mortgage Association I, 4.0%, 1/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 85,948                                                                                                                                                        |
|   | 19,607                                                                    |             |   | Government National Mortgage Association I, 4.0%, 1/15/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 20,887                                                                                                                                                        |
|   | 47,175                                                                    |             |   | Government National Mortgage Association I, 4.0%, 10/15/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 50,256                                                                                                                                                        |
|   | 19,765                                                                    |             |   | Government National Mortgage Association I, 4.0%, 10/15/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 21,056                                                                                                                                                        |
|   | 16,062                                                                    |             |   | Government National Mortgage Association I, 4.0%, 10/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 17,127                                                                                                                                                        |
|   | 18,508                                                                    |             |   | Government National Mortgage Association I, 4.0%, 10/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 19,717                                                                                                                                                        |
|   | 225,629                                                                   |             |   | Government National Mortgage Association I, 4.0%, 10/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 240,689                                                                                                                                                       |
|   | 32,156                                                                    |             |   | Government National Mortgage Association I, 4.0%, 10/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 34,256                                                                                                                                                        |
|   | 21,191                                                                    |             |   | Government National Mortgage Association I, 4.0%, 10/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 22,576                                                                                                                                                        |
|   | 7,909                                                                     |             |   | Government National Mortgage Association I, 4.0%, 10/15/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 8,425                                                                                                                                                         |
|   | 15,206                                                                    |             |   | Government National Mortgage Association I, 4.0%, 10/15/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 16,200                                                                                                                                                        |
|   | 21,975                                                                    |             |   | Government National Mortgage Association I, 4.0%, 11/15/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 23,439                                                                                                                                                        |
|   | 90,262                                                                    |             |   | Government National Mortgage Association I, 4.0%, 11/15/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 96,305                                                                                                                                                        |
|   | 323,984                                                                   |             |   | Government National Mortgage Association I, 4.0%, 11/15/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 345,146                                                                                                                                                       |
|   | 77,413                                                                    |             |   | Government National Mortgage Association I, 4.0%, 11/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 82,736                                                                                                                                                        |
|   | 20,201                                                                    |             |   | Government National Mortgage Association I, 4.0%, 11/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 21,521                                                                                                                                                        |
|   | 25,814                                                                    |             |   | Government National Mortgage Association I, 4.0%, 11/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 27,502                                                                                                                                                        |
|   | 16,836                                                                    |             |   | Government National Mortgage Association I, 4.0%, 11/15/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 17,935                                                                                                                                                        |
|   | 17,013                                                                    |             |   | Government National Mortgage Association I, 4.0%, 11/15/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 18,159                                                                                                                                                        |
|   | 27,695                                                                    |             |   | Government National Mortgage Association I, 4.0%, 11/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 29,588                                                                                                                                                        |
|   | 503,515                                                                   |             |   | Government National Mortgage Association I, 4.0%, 11/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 536,559                                                                                                                                                       |
|   | 19,225                                                                    |             |   | Government National Mortgage Association I, 4.0%, 12/15/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 20,481                                                                                                                                                        |
|   | 15,349                                                                    |             |   | Government National Mortgage Association I, 4.0%, 12/15/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 16,360                                                                                                                                                        |
|   | 25,619                                                                    |             |   | Government National Mortgage Association I, 4.0%, 12/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 27,292                                                                                                                                                        |
|   | 19,327                                                                    |             |   | Government National Mortgage Association I, 4.0%, 12/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 20,590                                                                                                                                                        |
|   | 29,164                                                                    |             |   | Government National Mortgage Association I, 4.0%, 12/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 31,101                                                                                                                                                        |
|   | 741,568                                                                   |             |   | Government National Mortgage Association I, 4.0%, 12/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 792,308                                                                                                                                                       |
|   | 1,810,748                                                                 |             |   | Government National Mortgage Association I, 4.0%, 12/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 1,929,023                                                                                                                                                     |
|   | 22,036                                                                    |             |   | Government National Mortgage Association I, 4.0%, 12/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 23,476                                                                                                                                                        |
|   | 1,620,052                                                                 |             |   | Government National Mortgage Association I, 4.0%, 2/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 1,726,793                                                                                                                                                     |
|   | 33,802                                                                    |             |   | Government National Mortgage Association I, 4.0%, 2/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 36,009                                                                                                                                                        |
|   | 31,407                                                                    |             |   | Government National Mortgage Association I, 4.0%, 2/15/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 33,459                                                                                                                                                        |
|   | 23,699                                                                    |             |   | Government National Mortgage Association I, 4.0%, 2/15/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 25,247                                                                                                                                                        |
|   | 21,755                                                                    |             |   | Government National Mortgage Association I, 4.0%, 2/15/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 23,176                                                                                                                                                        |
|   | 14,247                                                                    |             |   | Government National Mortgage Association I, 4.0%, 3/15/39                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 15,177                                                                                                                                                        |
|   | 114,318                                                                   |             |   | Government National Mortgage Association I, 4.0%, 3/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 121,986                                                                                                                                                       |
|   | 6,132,625                                                                 |             |   | Government National Mortgage Association I, 4.0%, 3/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 6,533,194                                                                                                                                                     |
|   | 10,575,134                                                                |             |   | Government National Mortgage Association I, 4.0%, 3/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 11,265,878                                                                                                                                                    |
|   | 299,022                                                                   |             |   | Government National Mortgage Association I, 4.0%, 3/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 318,553                                                                                                                                                       |
|   | 917,468                                                                   |             |   | Government National Mortgage Association I, 4.0%, 3/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 977,395                                                                                                                                                       |
|   | 20,536                                                                    |             |   | Government National Mortgage Association I, 4.0%, 4/15/39                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 21,877                                                                                                                                                        |
|   | 24,155                                                                    |             |   | Government National Mortgage Association I, 4.0%, 4/15/39                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 25,733                                                                                                                                                        |
|   | 38,412                                                                    |             |   | Government National Mortgage Association I, 4.0%, 4/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 40,972                                                                                                                                                        |
|   | 22,774                                                                    |             |   | Government National Mortgage Association I, 4.0%, 4/15/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 24,261                                                                                                                                                        |
|   | 3,408,699                                                                 |             |   | Government National Mortgage Association I, 4.0%, 4/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 3,631,348                                                                                                                                                     |
|   | 1,486,369                                                                 |             |   | Government National Mortgage Association I, 4.0%, 4/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 1,583,455                                                                                                                                                     |
|   | 31,850                                                                    |             |   | Government National Mortgage Association I, 4.0%, 4/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 33,931                                                                                                                                                        |
|   | 18,981                                                                    |             |   | Government National Mortgage Association I, 4.0%, 5/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 20,236                                                                                                                                                        |
|   | 291,749                                                                   |             |   | Government National Mortgage Association I, 4.0%, 5/15/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 310,805                                                                                                                                                       |
|   | 242,329                                                                   |             |   | Government National Mortgage Association I, 4.0%, 5/15/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 258,158                                                                                                                                                       |
|   | 21,962                                                                    |             |   | Government National Mortgage Association I, 4.0%, 5/15/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 23,596                                                                                                                                                        |
|   | 219,564                                                                   |             |   | Government National Mortgage Association I, 4.0%, 5/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 233,906                                                                                                                                                       |
|   | 19,515                                                                    |             |   | Government National Mortgage Association I, 4.0%, 6/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 20,789                                                                                                                                                        |
|   | 19,766                                                                    |             |   | Government National Mortgage Association I, 4.0%, 6/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 21,081                                                                                                                                                        |
|   | 6,202,983                                                                 |             |   | Government National Mortgage Association I, 4.0%, 6/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 6,608,148                                                                                                                                                     |
|   | 32,857                                                                    |             |   | Government National Mortgage Association I, 4.0%, 7/15/39                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 35,003                                                                                                                                                        |
|   | 18,783                                                                    |             |   | Government National Mortgage Association I, 4.0%, 7/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 20,010                                                                                                                                                        |
|   | 33,596                                                                    |             |   | Government National Mortgage Association I, 4.0%, 7/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 35,836                                                                                                                                                        |
|   | 31,667                                                                    |             |   | Government National Mortgage Association I, 4.0%, 7/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 33,786                                                                                                                                                        |
|   | 290,108                                                                   |             |   | Government National Mortgage Association I, 4.0%, 7/15/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 309,058                                                                                                                                                       |
|   | 33,550,000                                                                |             |   | Government National Mortgage Association I, 4.0%, 7/20/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 35,699,297                                                                                                                                                    |
|   | 16,341                                                                    |             |   | Government National Mortgage Association I, 4.0%, 8/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 17,408                                                                                                                                                        |
|   | 183,041                                                                   |             |   | Government National Mortgage Association I, 4.0%, 8/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 194,997                                                                                                                                                       |
|   | 29,652                                                                    |             |   | Government National Mortgage Association I, 4.0%, 8/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 31,621                                                                                                                                                        |
|   | 3,643                                                                     |             |   | Government National Mortgage Association I, 4.0%, 8/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 3,881                                                                                                                                                         |
|   | 239,534                                                                   |             |   | Government National Mortgage Association I, 4.0%, 8/15/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 255,180                                                                                                                                                       |
|   | 1,719,025                                                                 |             |   | Government National Mortgage Association I, 4.0%, 8/15/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 1,831,308                                                                                                                                                     |
|   | 396,320                                                                   |             |   | Government National Mortgage Association I, 4.0%, 8/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 422,207                                                                                                                                                       |
|   | 53,363                                                                    |             |   | Government National Mortgage Association I, 4.0%, 8/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 56,849                                                                                                                                                        |
|   | 304,157                                                                   |             |   | Government National Mortgage Association I, 4.0%, 8/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 324,024                                                                                                                                                       |
|   | 1,779,674                                                                 |             |   | Government National Mortgage Association I, 4.0%, 9/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 1,897,945                                                                                                                                                     |
|   | 17,949                                                                    |             |   | Government National Mortgage Association I, 4.0%, 9/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 19,121                                                                                                                                                        |
|   | 13,884                                                                    |             |   | Government National Mortgage Association I, 4.0%, 9/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 14,790                                                                                                                                                        |
|   | 20,869                                                                    |             |   | Government National Mortgage Association I, 4.0%, 9/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 22,243                                                                                                                                                        |
|   | 17,192                                                                    |             |   | Government National Mortgage Association I, 4.0%, 9/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 18,323                                                                                                                                                        |
|   | 34,119                                                                    |             |   | Government National Mortgage Association I, 4.0%, 9/15/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 36,348                                                                                                                                                        |
|   | 621,547                                                                   |             |   | Government National Mortgage Association I, 4.0%, 9/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 662,145                                                                                                                                                       |
|   | 8,592,074                                                                 |             |   | Government National Mortgage Association I, 4.0%, 9/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 9,153,290                                                                                                                                                     |
|   | 6,950,864                                                                 |             |   | Government National Mortgage Association I, 4.0%, 9/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 7,404,879                                                                                                                                                     |
|   | 22,353                                                                    |             |   | Government National Mortgage Association I, 4.0%, 9/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 23,813                                                                                                                                                        |
|   | 332,463                                                                   |             |   | Government National Mortgage Association I, 4.0%, 9/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 354,179                                                                                                                                                       |
|   | 1,777,862                                                                 |             |   | Government National Mortgage Association I, 4.0%, 9/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 1,893,988                                                                                                                                                     |
|   | 1,719,058                                                                 |             |   | Government National Mortgage Association I, 4.0%, 9/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 1,831,344                                                                                                                                                     |
|   | 549,651                                                                   |             |   | Government National Mortgage Association I, 4.0%, 9/15/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 585,553                                                                                                                                                       |
|   | 930,415                                                                   |             |   | Government National Mortgage Association I, 4.5%, 1/15/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 1,021,446                                                                                                                                                     |
|   | 201,516                                                                   |             |   | Government National Mortgage Association I, 4.5%, 10/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 220,896                                                                                                                                                       |
|   | 2,939,473                                                                 |             |   | Government National Mortgage Association I, 4.5%, 11/15/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 3,194,910                                                                                                                                                     |
|   | 30,013                                                                    |             |   | Government National Mortgage Association I, 4.5%, 12/15/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 32,644                                                                                                                                                        |
|   | 2,714,343                                                                 |             |   | Government National Mortgage Association I, 4.5%, 3/15/38                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 2,950,867                                                                                                                                                     |
|   | 149,033                                                                   |             |   | Government National Mortgage Association I, 4.5%, 4/15/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 162,698                                                                                                                                                       |
|   | 96,189                                                                    |             |   | Government National Mortgage Association I, 4.5%, 4/15/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 104,524                                                                                                                                                       |
|   | 1,995,646                                                                 |             |   | Government National Mortgage Association I, 4.5%, 6/15/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 2,168,644                                                                                                                                                     |
|   | 2,315,871                                                                 |             |   | Government National Mortgage Association I, 4.5%, 6/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 2,520,002                                                                                                                                                     |
|   | 2,846,791                                                                 |             |   | Government National Mortgage Association I, 4.5%, 6/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 3,097,857                                                                                                                                                     |
|   | 946,641                                                                   |             |   | Government National Mortgage Association I, 4.5%, 7/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 1,028,782                                                                                                                                                     |
|   | 6,333,473                                                                 |             |   | Government National Mortgage Association I, 4.5%, 8/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 6,887,211                                                                                                                                                     |
|   | 286,966                                                                   |             |   | Government National Mortgage Association I, 4.5%, 9/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 313,740                                                                                                                                                       |
|   | 663,572                                                                   |             |   | Government National Mortgage Association I, 4.5%, 9/15/40                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 726,621                                                                                                                                                       |
|   | 109,358                                                                   |             |   | Government National Mortgage Association I, 5.0%, 10/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 115,970                                                                                                                                                       |
|   | 20,639                                                                    |             |   | Government National Mortgage Association I, 5.0%, 10/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 21,869                                                                                                                                                        |
|   | 24,307                                                                    |             |   | Government National Mortgage Association I, 5.0%, 11/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 24,412                                                                                                                                                        |
|   | 159,157                                                                   |             |   | Government National Mortgage Association I, 5.0%, 6/15/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 169,250                                                                                                                                                       |
|   | 621,208                                                                   |             |   | Government National Mortgage Association I, 5.0%, 9/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 693,881                                                                                                                                                       |
|   | 681,908                                                                   |             |   | Government National Mortgage Association I, 5.125%, 10/15/38                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 754,259                                                                                                                                                       |
|   | 238,447                                                                   |             |   | Government National Mortgage Association I, 5.5%, 1/15/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 275,089                                                                                                                                                       |
|   | 172,656                                                                   |             |   | Government National Mortgage Association I, 5.5%, 1/15/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 197,159                                                                                                                                                       |
|   | 30,917                                                                    |             |   | Government National Mortgage Association I, 5.5%, 10/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 32,573                                                                                                                                                        |
|   | 295,538                                                                   |             |   | Government National Mortgage Association I, 5.5%, 10/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 313,105                                                                                                                                                       |
|   | 288,106                                                                   |             |   | Government National Mortgage Association I, 5.5%, 10/15/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 329,575                                                                                                                                                       |
|   | 703                                                                       |             |   | Government National Mortgage Association I, 5.5%, 12/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 705                                                                                                                                                           |
|   | 207,536                                                                   |             |   | Government National Mortgage Association I, 5.5%, 12/15/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 236,331                                                                                                                                                       |
|   | 535,740                                                                   |             |   | Government National Mortgage Association I, 5.5%, 2/15/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 612,418                                                                                                                                                       |
|   | 255,502                                                                   |             |   | Government National Mortgage Association I, 5.5%, 2/15/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 290,562                                                                                                                                                       |
|   | 19                                                                        |             |   | Government National Mortgage Association I, 5.5%, 2/15/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 21                                                                                                                                                            |
|   | 8,948                                                                     |             |   | Government National Mortgage Association I, 5.5%, 3/15/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 9,089                                                                                                                                                         |
|   | 158,596                                                                   |             |   | Government National Mortgage Association I, 5.5%, 3/15/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 179,122                                                                                                                                                       |
|   | 126,037                                                                   |             |   | Government National Mortgage Association I, 5.5%, 3/15/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 142,082                                                                                                                                                       |
|   | 393,638                                                                   |             |   | Government National Mortgage Association I, 5.5%, 3/15/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 446,909                                                                                                                                                       |
|   | 5,855                                                                     |             |   | Government National Mortgage Association I, 5.5%, 4/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 6,718                                                                                                                                                         |
|   | 207,185                                                                   |             |   | Government National Mortgage Association I, 5.5%, 4/15/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 238,627                                                                                                                                                       |
|   | 155,642                                                                   |             |   | Government National Mortgage Association I, 5.5%, 6/15/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 176,589                                                                                                                                                       |
|   | 118,185                                                                   |             |   | Government National Mortgage Association I, 5.5%, 7/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 135,482                                                                                                                                                       |
|   | 346,624                                                                   |             |   | Government National Mortgage Association I, 5.5%, 7/15/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 399,150                                                                                                                                                       |
|   | 76,792                                                                    |             |   | Government National Mortgage Association I, 5.5%, 8/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 80,713                                                                                                                                                        |
|   | 66,212                                                                    |             |   | Government National Mortgage Association I, 5.5%, 9/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 69,029                                                                                                                                                        |
|   | 205,954                                                                   |             |   | Government National Mortgage Association I, 5.5%, 9/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 216,524                                                                                                                                                       |
|   | 81,419                                                                    |             |   | Government National Mortgage Association I, 5.5%, 9/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 85,411                                                                                                                                                        |
|   | 284,666                                                                   |             |   | Government National Mortgage Association I, 5.75%, 10/15/38                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 322,181                                                                                                                                                       |
|   | 102,664                                                                   |             |   | Government National Mortgage Association I, 5.75%, 10/15/38                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 116,969                                                                                                                                                       |
|   | 30,970                                                                    |             |   | Government National Mortgage Association I, 6.0%, 1/15/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 31,296                                                                                                                                                        |
|   | 28,433                                                                    |             |   | Government National Mortgage Association I, 6.0%, 1/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 32,256                                                                                                                                                        |
|   | 136,587                                                                   |             |   | Government National Mortgage Association I, 6.0%, 1/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 159,176                                                                                                                                                       |
|   | 56,988                                                                    |             |   | Government National Mortgage Association I, 6.0%, 1/15/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 66,582                                                                                                                                                        |
|   | 75,633                                                                    |             |   | Government National Mortgage Association I, 6.0%, 10/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 85,763                                                                                                                                                        |
|   | 460,940                                                                   |             |   | Government National Mortgage Association I, 6.0%, 10/15/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 526,615                                                                                                                                                       |
|   | 10,119                                                                    |             |   | Government National Mortgage Association I, 6.0%, 11/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 10,309                                                                                                                                                        |
|   | 1,707                                                                     |             |   | Government National Mortgage Association I, 6.0%, 11/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 1,711                                                                                                                                                         |
|   | 265,540                                                                   |             |   | Government National Mortgage Association I, 6.0%, 11/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 301,218                                                                                                                                                       |
|   | 126,749                                                                   |             |   | Government National Mortgage Association I, 6.0%, 2/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 148,167                                                                                                                                                       |
|   | 103,642                                                                   |             |   | Government National Mortgage Association I, 6.0%, 2/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 121,053                                                                                                                                                       |
|   | 85,694                                                                    |             |   | Government National Mortgage Association I, 6.0%, 3/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 100,106                                                                                                                                                       |
|   | 11,575                                                                    |             |   | Government National Mortgage Association I, 6.0%, 3/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 13,113                                                                                                                                                        |
|   | 4,645                                                                     |             |   | Government National Mortgage Association I, 6.0%, 3/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 5,269                                                                                                                                                         |
|   | 63,550                                                                    |             |   | Government National Mortgage Association I, 6.0%, 3/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 74,265                                                                                                                                                        |
|   | 427                                                                       |             |   | Government National Mortgage Association I, 6.0%, 5/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 430                                                                                                                                                           |
|   | 188,336                                                                   |             |   | Government National Mortgage Association I, 6.0%, 5/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 219,910                                                                                                                                                       |
|   | 43,695                                                                    |             |   | Government National Mortgage Association I, 6.0%, 5/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 49,500                                                                                                                                                        |
|   | 448,945                                                                   |             |   | Government National Mortgage Association I, 6.0%, 5/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 523,858                                                                                                                                                       |
|   | 66,048                                                                    |             |   | Government National Mortgage Association I, 6.0%, 6/15/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 67,774                                                                                                                                                        |
|   | 30,472                                                                    |             |   | Government National Mortgage Association I, 6.0%, 6/15/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 31,282                                                                                                                                                        |
|   | 94,712                                                                    |             |   | Government National Mortgage Association I, 6.0%, 6/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 110,690                                                                                                                                                       |
|   | 265,103                                                                   |             |   | Government National Mortgage Association I, 6.0%, 6/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 309,768                                                                                                                                                       |
|   | 107,817                                                                   |             |   | Government National Mortgage Association I, 6.0%, 7/15/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 111,045                                                                                                                                                       |
|   | 72,537                                                                    |             |   | Government National Mortgage Association I, 6.0%, 7/15/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 74,468                                                                                                                                                        |
|   | 202,963                                                                   |             |   | Government National Mortgage Association I, 6.0%, 7/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 237,042                                                                                                                                                       |
|   | 79,645                                                                    |             |   | Government National Mortgage Association I, 6.0%, 7/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 92,824                                                                                                                                                        |
|   | 635,589                                                                   |             |   | Government National Mortgage Association I, 6.0%, 7/15/38                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 726,137                                                                                                                                                       |
|   | 225                                                                       |             |   | Government National Mortgage Association I, 6.0%, 8/15/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 226                                                                                                                                                           |
|   | 201,097                                                                   |             |   | Government National Mortgage Association I, 6.0%, 8/15/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 234,791                                                                                                                                                       |
|   | 19,590                                                                    |             |   | Government National Mortgage Association I, 6.0%, 9/15/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 19,760                                                                                                                                                        |
|   | 109,406                                                                   |             |   | Government National Mortgage Association I, 6.0%, 9/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 125,207                                                                                                                                                       |
|   | 70,612                                                                    |             |   | Government National Mortgage Association I, 6.0%, 9/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 82,360                                                                                                                                                        |
|   | 11,377                                                                    |             |   | Government National Mortgage Association I, 6.5%, 1/15/29                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 12,979                                                                                                                                                        |
|   | 5,983                                                                     |             |   | Government National Mortgage Association I, 6.5%, 10/15/31                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 6,825                                                                                                                                                         |
|   | 5,874                                                                     |             |   | Government National Mortgage Association I, 6.5%, 10/15/31                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 6,701                                                                                                                                                         |
|   | 14,710                                                                    |             |   | Government National Mortgage Association I, 6.5%, 10/15/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 16,781                                                                                                                                                        |
|   | 65,013                                                                    |             |   | Government National Mortgage Association I, 6.5%, 11/15/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 75,347                                                                                                                                                        |
|   | 371                                                                       |             |   | Government National Mortgage Association I, 6.5%, 12/15/31                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 423                                                                                                                                                           |
|   | 4,625                                                                     |             |   | Government National Mortgage Association I, 6.5%, 2/15/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 5,524                                                                                                                                                         |
|   | 2,369                                                                     |             |   | Government National Mortgage Association I, 6.5%, 3/15/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 2,801                                                                                                                                                         |
|   | 2,196                                                                     |             |   | Government National Mortgage Association I, 6.5%, 5/15/29                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 2,579                                                                                                                                                         |
|   | 21,715                                                                    |             |   | Government National Mortgage Association I, 6.5%, 5/15/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 24,772                                                                                                                                                        |
|   | 3,891                                                                     |             |   | Government National Mortgage Association I, 6.5%, 6/15/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 4,438                                                                                                                                                         |
|   | 6,674                                                                     |             |   | Government National Mortgage Association I, 6.5%, 6/15/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 7,613                                                                                                                                                         |
|   | 5,014                                                                     |             |   | Government National Mortgage Association I, 6.5%, 7/15/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 5,720                                                                                                                                                         |
|   | 8,923                                                                     |             |   | Government National Mortgage Association I, 6.5%, 7/15/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 10,378                                                                                                                                                        |
|   | 29,077                                                                    |             |   | Government National Mortgage Association I, 6.5%, 7/15/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 33,234                                                                                                                                                        |
|   | 3,691                                                                     |             |   | Government National Mortgage Association I, 6.5%, 8/15/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 4,211                                                                                                                                                         |
|   | 37,601                                                                    |             |   | Government National Mortgage Association I, 6.5%, 8/15/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 43,034                                                                                                                                                        |
|   | 3,773                                                                     |             |   | Government National Mortgage Association I, 6.5%, 8/15/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 4,304                                                                                                                                                         |
|   | 100,987                                                                   |             |   | Government National Mortgage Association I, 6.5%, 9/15/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 115,205                                                                                                                                                       |
|   | 41,757                                                                    |             |   | Government National Mortgage Association I, 6.5%, 9/15/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 47,635                                                                                                                                                        |
|   | 696                                                                       |             |   | Government National Mortgage Association I, 7.0%, 5/15/29                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 805                                                                                                                                                           |
|   | 462                                                                       |             |   | Government National Mortgage Association I, 7.0%, 5/15/29                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 524                                                                                                                                                           |
|   | 1,513                                                                     |             |   | Government National Mortgage Association I, 7.0%, 5/15/31                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 1,708                                                                                                                                                         |
|   | 1,017                                                                     |             |   | Government National Mortgage Association I, 7.0%, 6/15/29                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 1,044                                                                                                                                                         |
|   | 9,328                                                                     |             |   | Government National Mortgage Association I, 7.0%, 8/15/29                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 9,610                                                                                                                                                         |
|   | 115                                                                       |             |   | Government National Mortgage Association I, 7.5%, 8/15/29                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 117                                                                                                                                                           |
|   | 12,546,535                                                                |             |   | Government National Mortgage Association II, 4.0%, 10/20/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 13,305,886                                                                                                                                                    |
|   | 606,250                                                                   |             |   | Government National Mortgage Association II, 4.5%, 1/20/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 658,691                                                                                                                                                       |
|   | 1,156,132                                                                 |             |   | Government National Mortgage Association II, 4.5%, 12/20/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 1,255,409                                                                                                                                                     |
|   | 573,241                                                                   |             |   | Government National Mortgage Association II, 4.5%, 3/20/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 622,466                                                                                                                                                       |
|   | 6,969,011                                                                 |             |   | Government National Mortgage Association II, 4.5%, 9/20/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 7,619,446                                                                                                                                                     |
|   | 11,856                                                                    |             |   | Government National Mortgage Association II, 5.5%, 10/20/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 13,321                                                                                                                                                        |
|   | 169,718                                                                   |             |   | Government National Mortgage Association II, 5.5%, 3/20/34                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 193,913                                                                                                                                                       |
|   | 239,904                                                                   |             |   | Government National Mortgage Association II, 6.0%, 10/20/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 277,638                                                                                                                                                       |
|   | 71,746                                                                    |             |   | Government National Mortgage Association II, 6.0%, 5/20/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 82,356                                                                                                                                                        |
|   | 330                                                                       |             |   | Government National Mortgage Association II, 6.5%, 1/20/28                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 378                                                                                                                                                           |
|   | 5,441                                                                     |             |   | Government National Mortgage Association II, 7.0%, 1/20/29                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 6,513                                                                                                                                                         |
|   | 110,200,000                                                               |             |   | U.S. Treasury Bonds, 2.5%, 2/15/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 96,984,816                                                                                                                                                    |
|   | 18,600,000                                                                |             |   | U.S. Treasury Bonds, 2.75%, 11/15/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 17,303,803                                                                                                                                                    |
|   | 3,290,000                                                                 |             |   | U.S. Treasury Bonds, 4.375%, 11/15/39                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 4,046,700                                                                                                                                                     |
|   | 147,546,372                                                               |             |   | U.S. Treasury Inflation Indexed Bonds, 0.125%, 7/15/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 143,892,237                                                                                                                                                   |
|   | 38,340,000                                                                | 0.09             |   | United States Treasury Floating Rate Note, Floating Rate Note, 1/31/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 38,360,205                                                                                                                                                    |
|   | 38,240,000                                                                | 0.09             |   | United States Treasury Floating Rate Note, Floating Rate Note, 4/30/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 38,236,597                                                                                                                                                    |
|   |                                                                      |             |   | TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       |                                                                                                                                                          |
|   |                                                                      |             |   | (Cost $1,430,655,121)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $          | 1,437,139,612                                                                                                                                                 |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   |                                                                      |             |   | FOREIGN GOVERNMENT BONDS - 4.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       |                                                                                                                                                          |
|   | 10,915,000                                                                |             |   | Africa Finance Corp., 4.375%, 4/29/20 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $          | 11,024,150                                                                                                                                                    |
| AUD    | 86,500,000                                                                |             |   | Australia Government Bond, 3.25%, 4/21/25                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 68,032,663                                                                                                                                                    |
|   | 17,900,000                                                                |             |   | Brazil Minas SPE via State of Minas Gerais, 5.333%, 2/15/28 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 16,915,500                                                                                                                                                    |
| CNY    | 62,500,000                                                                |             |   | China Government Bond, 3.0%, 11/21/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 10,054,477                                                                                                                                                    |
| CNY    | 42,500,000                                                                |             |   | China Government Bond, 3.38%, 11/21/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 6,831,601                                                                                                                                                     |
|   | 7,900,000                                                                 |             |   | Croatia Government International Bond, 5.5%, 4/4/23 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 8,122,227                                                                                                                                                     |
| IDR    | 26,365,000,000                                                            |             |   | Indonesia Treasury Bond, 6.125%, 5/15/28                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 1,623,329                                                                                                                                                     |
| IDR    | 34,113,000,000                                                            |             |   | Indonesia Treasury Bond, 7.0%, 5/15/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 2,380,784                                                                                                                                                     |
| IDR    | 23,752,000,000                                                            |             |   | Indonesia Treasury Bond, 7.0%, 5/15/27                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 1,606,032                                                                                                                                                     |
| IDR    | 222,011,000,000                                                           |             |   | Indonesia Treasury Bond, 8.25%, 6/15/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 16,268,873                                                                                                                                                    |
|   | 4,865,000                                                                 |             |   | Ivory Coast Government International Bond, 6.375%, 3/3/28 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 4,755,538                                                                                                                                                     |
|   | 4,385,000                                                                 |             |   | Kenya Government International Bond, 5.875%, 6/24/19 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 4,477,085                                                                                                                                                     |
| MXN    | 272,040,000                                                               |             |   | Mexican Bonos, 6.5%, 6/9/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 17,938,346                                                                                                                                                    |
| MXN    | 46,890,000                                                                |             |   | Mexican Bonos, 7.5%, 6/3/27                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 3,278,686                                                                                                                                                     |
| MXN    | 322,333,819                                                               |             |   | Mexican Udibonos, 2.0%, 6/9/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 19,777,932                                                                                                                                                    |
| MXN    | 234,098,366                                                               |             |   | Mexican Udibonos, 3.5%, 12/14/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 15,843,323                                                                                                                                                    |
| NOK    | 63,500,000                                                                |             |   | Norway Government Bond, 2.0%, 5/24/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 8,305,120                                                                                                                                                     |
| NOK    | 118,980,000                                                               |             |   | Norway Government Bond, 4.5%, 5/22/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 17,184,491                                                                                                                                                    |
|   | 6,700,000                                                                 |             |   | Poland Government International Bond, 4.0%, 1/22/24                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 7,009,875                                                                                                                                                     |
|   | 3,891,580                                                                 |             |   | Province of Salta Argentina, 9.5%, 3/16/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 3,852,664                                                                                                                                                     |
|   | 1,679,000                                                                 |             |   | Provincia de Neuquen Argentina, 7.875%, 4/26/21 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 1,704,185                                                                                                                                                     |
| RON    | 62,470,000                                                                |             |   | Romania Government Bond, 5.85%, 4/26/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 17,417,752                                                                                                                                                    |
| RON    | 34,800,000                                                                |             |   | Romania Government Bond, 5.95%, 6/11/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 9,822,928                                                                                                                                                     |
| RUB    | 1,335,681,000                                                             |             |   | Russian Federal Bond - OFZ, 7.0%, 8/16/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 19,181,176                                                                                                                                                    |
| RUB    | 25,000                                                                    |             |   | Russian Federal Bond - OFZ, 7.6%, 7/20/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 380                                                                                                                                                           |
|   | 5,135,000                                                                 |             |   | Zambia Government International Bond, 5.375%, 9/20/22 (144A)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 4,435,356                                                                                                                                                     |
|   |                                                                      |             |   | TOTAL FOREIGN GOVERNMENT BONDS                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       |                                                                                                                                                          |
|   |                                                                      |             |   | (Cost $344,820,356)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $          | 297,844,473                                                                                                                                                   |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   |                                                                      |             |   | MUNICIPAL BONDS - 3.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       |                                                                                                                                                          |
|   |                                                                      |             |   | Municipal Airport - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       |                                                                                                                                                          |
|   | 3,450,000                                                                 |             |   | Indianapolis Airport Authority, 5.1%, 1/15/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $          | 3,664,280                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   |                                                                      |             |   | Municipal Development - 0.7%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       |                                                                                                                                                          |
|   | 7,050,000                                                                 | 5.90             |   | Brazos Harbor Industrial Development Corp., Floating Rate Note, 5/1/38                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $          | 7,658,626                                                                                                                                                     |
|   | 7,370,000                                                                 |             |   | Louisiana Local Government Environmental Facilities & Community Development Authority, 6.75%, 11/1/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | 8,132,795  |
|   | 19,893,000                                                                |             |   | New Jersey Economic Development Authority, 2/15/18 (d)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 18,360,642                                                                                                                                                    |
|   | 8,470,000                                                                 |             |   | Parish of St. John the Baptist Louisiana, 5.125%, 6/1/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 8,883,675                                                                                                                                                     |
|   | 3,700,000                                                                 |             |   | Selma Industrial Development Board, 6.25%, 11/1/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 4,323,043                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 47,358,781                                                                                                                                                    |
|   |                                                                      |             |   | Municipal Education - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       |                                                                                                                                                          |
|   | 2,300,000                                                                 |             |   | Amherst College, 3.794%, 11/1/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $          | 2,161,940                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   |                                                                      |             |   | Municipal General - 0.9%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       |                                                                                                                                                          |
|   | 17,600,000                                                                |             |   | JobsOhio Beverage System, 3.985%, 1/1/29                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $          | 18,199,456                                                                                                                                                    |
|   | 4,480,000                                                                 |             |   | JobsOhio Beverage System, 4.532%, 1/1/35                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 4,657,677                                                                                                                                                     |
|   | 10,540,000                                                                |             |   | New Jersey Transportation Trust Fund Authority, Transportation System-Series A, 5.5%, 6/15/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | 11,015,565 |
|   | 1,400,000                                                                 |             |   | New York City Transitional Finance Authority Future Tax Secured Revenue, 5.0%, 11/1/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | 1,594,012  |
|   | 4,585,000                                                                 |             |   | Texas Municipal Gas Acquisition & Supply Corp. III, 5.0%, 12/15/30                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 4,945,519                                                                                                                                                     |
|   | 9,165,000                                                                 |             |   | Texas Municipal Gas Acquisition & Supply Corp. III, 5.0%, 12/15/31                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 9,860,990                                                                                                                                                     |
|   | 7,500,000                                                                 |             |   | Virginia Commonwealth Transportation Board, 4.0%, 5/15/31                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 7,847,850                                                                                                                                                     |
|   | 7,500,000                                                                 |             |   | Virginia Commonwealth Transportation Board, 4.0%, 5/15/32                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 7,806,975                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 65,928,044                                                                                                                                                    |
|   |                                                                      |             |   | Higher Municipal Education - 0.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       |                                                                                                                                                          |
|   | 4,550,000                                                                 |             |   | Baylor University, 4.313%, 3/1/42                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $          | 4,505,638                                                                                                                                                     |
|   | 8,675,000                                                                 |             |   | California Educational Facilities Authority, 5.0%, 6/1/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 10,927,290                                                                                                                                                    |
|   | 4,550,000                                                                 |             |   | Massachusetts Health & Educational Facilities Authority, Massachusetts Institute of Technology -Series K, 5.5%, 7/1/32                                                                                                                                                                                                                                                                                                                                                                                                                                                              | 5,984,706  |
|   | 4,025,000                                                                 |             |   | Massachusetts Institute of Technology, 5.6%, 7/1/11                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 4,833,832                                                                                                                                                     |
|   | 2,550,000                                                                 |             |   | Permanent University Fund, 5.0%, 7/1/30                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 2,997,550                                                                                                                                                     |
|   | 2,210,000                                                                 |             |   | The University of Texas System, 5.0%, 8/15/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 2,481,034                                                                                                                                                     |
|   | 2,800,000                                                                 |             |   | University of Southern California, 5.25%, 10/1/11                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 3,291,546                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 35,021,596                                                                                                                                                    |
|   |                                                                      |             |   | Municipal Medical - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       |                                                                                                                                                          |
|   | 3,700,000                                                                 |             |   | Maryland Health & Higher Educational Facilities Authority, 5.0%, 7/1/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $          | 4,066,152                                                                                                                                                     |
|   | 6,550,000                                                                 |             |   | Massachusetts Development Finance Agency, 5.25%, 4/1/37                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 7,333,773                                                                                                                                                     |
|   | 2,075,000                                                                 |             |   | Massachusetts Development Finance Agency, Broad Institute -Series A, 5.375%, 4/1/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | 2,291,381  |
|   | 4,250,000                                                                 |             |   | New Hampshire Health and Education Facilities Authority Act, 6.5%, 1/1/41                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 4,887,755                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 18,579,061                                                                                                                                                    |
|   |                                                                      |             |   | Municipal Pollution - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       |                                                                                                                                                          |
|   | 4,450,000                                                                 | 5.20             |   | Gulf Coast Waste Disposal Authority, Floating Rate Note, 5/1/28                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $          | 4,587,416                                                                                                                                                     |
|   | 15,970,000                                                                |             |   | Port Freeport Texas, 5.95%, 5/15/33                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 17,858,772                                                                                                                                                    |
|   | 1,400,000                                                                 | 4.90             |   | Yavapai County Industrial Development Authority, Floating Rate Note, 3/1/28                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 1,437,268                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 23,883,456                                                                                                                                                    |
|   |                                                                      |             |   | Municipal School District - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       |                                                                                                                                                          |
|   | 11,120,000                                                                |             |   | North East Independent School District Texas, 5.25%, 2/1/31                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $          | 13,931,358                                                                                                                                                    |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   |                                                                      |             |   | Municipal Transportation - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       |                                                                                                                                                          |
|   | 2,620,000                                                                 |             |   | Port Authority of New York & New Jersey, 4.458%, 10/1/62                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $          | 2,508,100                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   |                                                                      |             |   | Municipal Obligation - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       |                                                                                                                                                          |
|   | 2,550,000                                                                 |             |   | State of Washington, 3.0%, 7/1/28                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $          | 2,537,174                                                                                                                                                     |
|   | 5,440,000                                                                 |             |   | Washington Suburban Sanitary Commission, 4.0%, 6/1/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 5,546,298                                                                                                                                                     |
|   | 5,240,000                                                                 |             |   | Washington Suburban Sanitary Commission, 4.0%, 6/1/44                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 5,338,407                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 13,421,879                                                                                                                                                    |
|   |                                                                      |             |   | TOTAL MUNICIPAL BONDS                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       |                                                                                                                                                          |
|   |                                                                      |             |   | (Cost $212,585,033)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $          | 226,458,495                                                                                                                                                   |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   |                                                                      |             |   | SENIOR FLOATING RATE LOAN INTERESTS - 10.6% **                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       |                                                                                                                                                          |
|   |                                                                      |             |   | Energy - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       |                                                                                                                                                          |
|   |                                                                      |             |   | Oil & Gas Drilling - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       |                                                                                                                                                          |
|   | 4,051,139                                                                 | 6.00             |   | Drillships Financing Holding, Inc., Tranche B-1 Term Loan, 3/31/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $          | 3,313,832                                                                                                                                                     |
|   |                                                                      |             |   | Oil & Gas Equipment & Services - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       |                                                                                                                                                          |
|   | 2,802,372                                                                 | 8.38             |   | Fieldwood Energy LLC, Closing Date Loan (Second Lien), 9/30/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $          | 2,150,821                                                                                                                                                     |
|   |                                                                      |             |   | Integrated Oil & Gas - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       |                                                                                                                                                          |
|   | 2,237,770                                                                 | 4.50             |   | Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $          | 2,232,175                                                                                                                                                     |
|   |                                                                      |             |   | Oil & Gas Exploration & Production - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       |                                                                                                                                                          |
|   | 3,656,667                                                                 | 3.50             |   | EP Energy LLC, Tranche B-3 Loan, 5/24/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $          | 3,633,812                                                                                                                                                     |
|   |                                                                      |             |   | Oil & Gas Refining & Marketing - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       |                                                                                                                                                          |
|   | 2,673,438                                                                 | 4.25             |   | Pilot Travel Centers LLC, Initial Tranche B, 9/30/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 2,708,048                                                                                                                                                     |
|   |                                                                      |             |   | Coal & Consumable Fuels - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       |                                                                                                                                                          |
|   | 1,135,833                                                                 | 18.15            |   | Bumi Resources Tbk PT, Term Loan, 8/15/13                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $          | 425,938                                                                                                                                                       |
|   | 1,392,235                                                                 | 8.15             |   | Long Haul Holdings, Ltd., Facility B Loan, 11/17/13 (f)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 522,088                                                                                                                                                       |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 948,026                                                                                                                                                       |
|   |                                                                      |             |   | Total Energy                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $          | 14,986,714                                                                                                                                                    |
|   |                                                                      |             |   | Materials - 1.0%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       |                                                                                                                                                          |
|   |                                                                      |             |   | Commodity Chemicals - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       |                                                                                                                                                          |
|   | 1,720,944                                                                 | 4.25             |   | Tronox Pigments Holland BV, New Term Loan, 3/19/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $          | 1,724,386                                                                                                                                                     |
|   |                                                                      |             |   | Diversified Chemicals - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   | 560,833                                                                   | 4.25             |   | OXEA Sarl, Tranche B-2 Term Loan (First Lien), 1/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $          | 543,307                                                                                                                                                       |
|   |                                                                      |             |   | Fertilizers & Agricultural Chemicals - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       |                                                                                                                                                          |
|   | 4,275,000                                                                 | 4.25             |   |  Methanol Holdings (Trinidad) Ltd., Tranche B Term Loan (First Lien), 6/2/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $          | 4,272,328                                                                                                                                                     |
|   |                                                                      |             |   | Specialty Chemicals - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       |                                                                                                                                                          |
|   | 5,466,267                                                                 | 3.75             |   | Axalta Coating Systems US Holdings, Inc., Refinanced Term B Loan, 2/1/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $          | 5,466,612                                                                                                                                                     |
|   | 5,055,125                                                                 | 4.50             |   | MacDermid, Inc., Tranche B Term Loan (First Lien), 6/7/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 5,073,556                                                                                                                                                     |
|   | 1,318,375                                                                 | 4.75             |   | MacDermid, Inc., Tranche B-2 Term Loan (First Lien), 6/7/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 1,325,320                                                                                                                                                     |
|   | 1,387,734                                                                 | 4.25             |   | OMNOVA Solutions, Inc., Term B-1 Loan, 5/31/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 1,389,036                                                                                                                                                     |
|   | 6,191,250                                                                 | 4.00             |   | PQ Corp., 2014 Term Loan, 8/7/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 6,192,798                                                                                                                                                     |
|   | 276,279                                                                   | 2.75             |   | WR Grace & Co-Conn, Delayed Draw Term Loan, 1/23/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 276,353                                                                                                                                                       |
|   | 767,751                                                                   | 2.75             |   | WR Grace & Co-Conn, U.S. Term Loan, 1/23/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 767,957                                                                                                                                                       |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 20,491,632                                                                                                                                                    |
|   |                                                                      |             |   | Construction Materials - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       |                                                                                                                                                          |
|   | 5,251,997                                                                 | 4.25             |   | CeramTec Service GmbH, Initial Dollar Term B-1 Loan, 8/30/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $          | 5,261,845                                                                                                                                                     |
|   |                                                                      |             |   | Metal & Glass Containers - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       |                                                                                                                                                          |
|   | 1,148,400                                                                 | 5.50             |   | BWay Intermediate, Initial Term Loan, 8/14/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $          | 1,155,757                                                                                                                                                     |
|   | 4,150,000                                                                 | 4.50             |   | Coveris Holdings S.A., Tranche B-1 Term Loan, (First Lien), 5/8/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 4,164,691                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 5,320,448                                                                                                                                                     |
|   |                                                                      |             |   | Paper Packaging - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       |                                                                                                                                                          |
|   | 3,332,751                                                                 | 4.50             |   | Coveris Holdings SA, USD Term Loan, 4/14/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $          | 3,345,942                                                                                                                                                     |
|   |                                                                      |             |   | Aluminum - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       |                                                                                                                                                          |
|   | 1,044,900                                                                 | 5.75             |   | Noranda Aluminum Acquisition Corp., Term B Loan, 2/28/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 877,716                                                                                                                                                       |
|   | 3,575,000                                                                 | 4.00             |   | Novelis, Inc., Tranche B Term Loan (First Lien), 5/28/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $          | 3,561,594                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 4,439,310                                                                                                                                                     |
|   |                                                                      |             |   | Diversified Metals & Mining - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       |                                                                                                                                                          |
|   | 2,780,914                                                                 | 3.75             |   | Fortescue Metals Group Ltd., Bank Loan, 6/30/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $          | 2,475,884                                                                                                                                                     |
|   | 1,887,186                                                                 | 4.00             |   | US Silica Co., Term Loan, 7/23/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 1,843,937                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 4,319,821                                                                                                                                                     |
|   |                                                                      |             |   | Steel - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       |                                                                                                                                                          |
|   | 1,683,000                                                                 | 4.50             |   | Atkore International, Inc., Term Loan (First Lien), 3/27/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $          | 1,636,718                                                                                                                                                     |
|   | 4,741,675                                                                 | 7.50             |   | Essar Steel Algoma Inc., Initial Term Loan,  8/9/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 4,342,582                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 5,979,300                                                                                                                                                     |
|   |                                                                      |             |   | Paper Products - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       |                                                                                                                                                          |
|   | 14,910,606                                                                | 5.75             |   | Appvion, Inc., Term Commitment, 6/28/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $          | 13,963,156                                                                                                                                                    |
|   | 2,282,779                                                                 | 4.25             |   | Rack Holdings, Inc., Tranche B-1 USD Term Loan, 10/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 2,279,925                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 16,243,081                                                                                                                                                    |
|   |                                                                      |             |   | Total Materials                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $          | 71,941,400                                                                                                                                                    |
|   |                                                                      |             |   | Capital Goods - 1.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   |                                                                      |             |   | Metal & Glass Containers - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       |                                                                                                                                                          |
|   | 1,038,552                                                                 | 4.75             |   | Pro Mach Group, Inc., Dollar Term Loan, 10/22/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $          | 1,044,178                                                                                                                                                     |
|   |                                                                      |             |   | Aerospace & Defense - 0.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       |                                                                                                                                                          |
|   | 2,294,168                                                                 | 4.00             |   | Accudyne Industries Borrower SCA, Refinancing Term Loan, 12/13/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $          | 2,224,387                                                                                                                                                     |
|   | 1,481,250                                                                 | 4.25             |   | CPI International, Inc., Term B Loan, 11/17/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 1,479,398                                                                                                                                                     |
|   | 6,293,251                                                                 | 6.25             |   | DAE Aviation Holdings, Inc., Replacement Tranche B-1 Loan, 11/2/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 6,310,558                                                                                                                                                     |
|   | 8,535,608                                                                 | 3.75             |   | DigitalGlobe, Inc., Term Loan, 1/25/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 8,554,284                                                                                                                                                     |
|   | 3,943,781                                                                 | 6.25             |   | DynCorp International, Inc., Term Loan, 7/7/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 3,905,988                                                                                                                                                     |
|   | 2,844,063                                                                 | 5.00             |   | Standard Aero, Ltd., Replacement Tranche B-2 Loan, 11/2/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 2,853,821                                                                                                                                                     |
|   | 1,434,894                                                                 | 7.00             |   | TASC, Inc., First Lien Term Loan, 2/28/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 1,452,232                                                                                                                                                     |
|   | 2,600,416                                                                 | 7.00             |   | TASC, Inc., Tranche B Term Loan (First Lien), 5/23/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 2,631,837                                                                                                                                                     |
|   | 5,077,052                                                                 | 5.75             |   | The SI Organization, Inc., Term Loan (First Lien), 11/19/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 5,101,646                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 34,514,151                                                                                                                                                    |
|   |                                                                      |             |   | Building Products - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       |                                                                                                                                                          |
|   | 2,188,991                                                                 | 4.25             |   | NCI Building Systems, Inc., Tranche B Term Loan, 6/24/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $          | 2,187,167                                                                                                                                                     |
|   | 3,392,952                                                                 | 3.50             |   | Nortek, Inc., Term Loan, 10/30/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 3,378,813                                                                                                                                                     |
|   | 971,384                                                                   | 5.00             |   | Summit Materials LLC, Term B Loan, 1/30/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 972,903                                                                                                                                                       |
|   | 975,000                                                                   | 4.25             |   | Summit Materials LLC, Tranche B Term Loan (First Lien), 6/26/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 976,219                                                                                                                                                       |
|   | 1,158,418                                                                 | 4.25             |   | Unifrax Corp., New Term B Loan, 12/31/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 1,158,056                                                                                                                                                     |
| EURO   | 3,875,793                                                                 | 4.50             |   | Unifrax I LLC, New Term Euro Loan, 11/28/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 4,335,575                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 13,008,733                                                                                                                                                    |
|   |                                                                      |             |   | Electrical Components & Equipment - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       |                                                                                                                                                          |
|   | 2,690,228                                                                 | 5.25             |   | Pelican Products, Inc., Term Loan (First Lien), 4/8/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $          | 2,690,228                                                                                                                                                     |
|   | 2,641,861                                                                 | 6.00             |   | WireCo WorldGroup, Inc., Term Loan, 2/15/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 2,646,814                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 5,337,042                                                                                                                                                     |
|   |                                                                      |             |   | Industrial Conglomerates - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       |                                                                                                                                                          |
|   | 532,865                                                                   | 4.25             |   | CeramTec Acquisition Corp., Initial Dollar Term B-2 Loan, 8/30/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $          | 533,864                                                                                                                                                       |
|   | 1,581,199                                                                 | 4.25             |   | CeramTec GmbH, Dollar Term B-3 Loan, 8/30/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 1,584,164                                                                                                                                                     |
|   | 1,889,652                                                                 | 4.50             |   | Doosan Infracore, Tranche B Term, 5/28/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 1,907,368                                                                                                                                                     |
|   | 417,419                                                                   | 5.00             |   | Klockner Pentaplast of America, Inc., Term Loan (First Lien), 4/22/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 419,246                                                                                                                                                       |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 4,444,642                                                                                                                                                     |
|   |                                                                      |             |   | Construction & Farm Machinery & Heavy Trucks - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       |                                                                                                                                                          |
|   | 400,000                                                                   | 5.75             |   | Navistar, Inc., Tranche B Term Loan, 8/17/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $          | 401,250                                                                                                                                                       |
|   | 1,634,983                                                                 | 3.50             |   | Terex Corp., U.S. Term Loan, 8/13/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 1,637,640                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 2,038,890                                                                                                                                                     |
|   |                                                                      |             |   | Industrial Machinery - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       |                                                                                                                                                          |
|   | 3,242,411                                                                 | 6.00             |   | NN, Inc., Term Loan, 8/27/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $          | 3,258,584                                                                                                                                                     |
|   | 973,077                                                                   | 4.25             |   | Schaeffler AG, Facility B-USD, 5/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 979,868                                                                                                                                                       |
|   | 1,527,270                                                                 | 5.25             |   | Tank Holding Corp., Initial Term Loan, 7/9/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 1,533,318                                                                                                                                                     |
|   | 784,010                                                                   | 5.75             |   | Xerium Technologies, Inc., Initial Term Loan, 5/17/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 789,400                                                                                                                                                       |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 6,561,170                                                                                                                                                     |
|   |                                                                      |             |   | Trading Companies & Distributors - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       |                                                                                                                                                          |
|   | 6,378,693                                                                 | 5.01             |   | Univar, Term B Loan, 2/14/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $          | 6,378,195                                                                                                                                                     |
|   | 6,390,000                                                                 | 0.00             |   | Univar, Inc., Tranche B Term Loan (First Lien), 6/25/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 6,384,013                                                                                                                                                     |
|   | 4,599,670                                                                 | 3.75             |   | WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 4,605,419                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 17,367,627                                                                                                                                                    |
|   |                                                                      |             |   | Total Capital Goods                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $          | 84,316,433                                                                                                                                                    |
|   |                                                                      |             |   | Commercial Services & Supplies - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       |                                                                                                                                                          |
|   |                                                                      |             |   | Environmental & Facilities Services - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       |                                                                                                                                                          |
|   | 2,668,313                                                                 | 4.25             |   | Waste Industries USA, Inc., Tranche B Term Loan (First Lien), 2/20/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $          | 2,680,822                                                                                                                                                     |
|   | 3,647,475                                                                 | 4.00             |   | WCA Waste Corp., Term Loan, 3/23/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       | 3,632,659                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 6,313,481                                                                                                                                                     |
|   |                                                                      |             |   | Diversified Support Services - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       |                                                                                                                                                          |
|   | 2,223,712                                                                 | 6.25             |   | Language Line LLC, Tranche B Term Loan, 6/20/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $          | 2,224,639                                                                                                                                                     |
|   |                                                                      |             |   | Security & Alarm Services - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   | 1,301,170                                                                 | 4.25             |   | Allied Security Holdings LLC, Closing Date Term Loan (First Lien), 2/12/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $          | 1,302,391                                                                                                                                                     |
|   | 1,045,936                                                                 | 4.00             |   | Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 1,044,193                                                                                                                                                     |
|   | 4,088,661                                                                 | 4.00             |   | Garda World Security Corp., Term B Loan, 11/1/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 4,081,845                                                                                                                                                     |
|   | 3,372,987                                                                 | 4.25             |   | Monitronics International, Inc., Term B Loan, 3/23/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 3,380,718                                                                                                                                                     |
|   | 2,276,452                                                                 | 4.25             |   | Protection One, Inc., Term Loan (2012), 3/21/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 2,282,599                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 12,091,746                                                                                                                                                    |
|   |                                                                      |             |   | Human Resource & Employment Services - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       |                                                                                                                                                          |
|   | 2,478,679                                                                 | 3.75             |   | On Assignment, Inc., Tranche B Term Loan (First Lien), 6/5/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $          | 2,485,392                                                                                                                                                     |
|   |                                                                      |             |   | Research & Consulting Services - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       |                                                                                                                                                          |
|   | 1,182,829                                                                 | 5.00             |   | Wyle, Tranche B Loan (First Lien), 5/22/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $          | 1,183,923                                                                                                                                                     |
|   |                                                                      |             |   | Total Commercial Services & Supplies                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $          | 24,299,181                                                                                                                                                    |
|   |                                                                      |             |   | Transportation - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       |                                                                                                                                                          |
|   |                                                                      |             |   | Air Freight & Logistics - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       |                                                                                                                                                          |
|   | 2,587,200                                                                 | 6.75             |   | Ozburn-Hessey Holding Co LLC, Term Loan, 5/23/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $          | 2,583,966                                                                                                                                                     |
|   |                                                                      |             |   | Airlines - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       |                                                                                                                                                          |
|   | 5,249,981                                                                 | 3.25             |   | Delta Air Lines, Inc., 2014 Term B-1 Loan, 10/18/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $          | 5,243,009                                                                                                                                                     |
|   | 980,000                                                                   | 3.50             |   | United Airlines, Inc., Class B Term Loan, 4/1/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 980,204                                                                                                                                                       |
|   | 1,103,534                                                                 | 3.50             |   | US Airways, Inc., Tranche B-1 Term Loan (Consenting), 5/23/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 1,102,549                                                                                                                                                     |
|   | 354,375                                                                   | 3.00             |   | US Airways, Inc., Tranche B-2 Term Loan (Consenting), 11/23/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 354,043                                                                                                                                                       |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 7,679,805                                                                                                                                                     |
|   |                                                                      |             |   | Marine - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       |                                                                                                                                                          |
|   | 3,552,553                                                                 | 5.25             |   | Navios Maritime Partners LP, Term Loan, 6/27/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $          | 3,550,333                                                                                                                                                     |
|   |                                                                      |             |   | Total Transportation                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 13,814,104                                                                                                                                                    |
|   |                                                                      |             |   | Automobiles & Components - 1.0%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       |                                                                                                                                                          |
|   |                                                                      |             |   | Auto Parts & Equipment - 0.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       |                                                                                                                                                          |
|   | 2,927,181                                                                 | 3.50             |   | Allison Transmission, Inc., Term B-3 Loan, 8/23/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $          | 2,936,785                                                                                                                                                     |
|   | 3,904,384                                                                 | 4.00             |   | Cooper Standard Intermediate Holdco 2 LLC, Term Loan, 3/28/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 3,903,572                                                                                                                                                     |
|   | 1,603,800                                                                 | 5.50             |   | Henniges Automotive Holdings, Inc., Tranche B Term Loan (First Lien), 6/11/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 1,607,810                                                                                                                                                     |
|   | 6,213,463                                                                 | 3.75             |   | MPG Holdco I, Inc., Initial Term Loan, 10/20/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 6,216,029                                                                                                                                                     |
|   | 8,497,376                                                                 | 4.25             |   | Remy International, Inc., Term B Loan 2013, 3/5/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 8,507,998                                                                                                                                                     |
|   | 9,148,516                                                                 | 4.25             |   | TI Group Automotive Systems LLC, Term Loan Facility, 7/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 9,137,080                                                                                                                                                     |
|   | 5,924,911                                                                 | 0.00             |   | TI Group Automotive Systems LLC, Tranche B Term Loan (First Lien), 6/25/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 5,917,505                                                                                                                                                     |
|   | 1,995,950                                                                 | 5.50             |   | UCI International, Inc., Term Loan, 7/26/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 1,985,970                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 40,212,749                                                                                                                                                    |
|   |                                                                      |             |   | Tires & Rubber - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       |                                                                                                                                                          |
|   | 8,270,833                                                                 | 3.75             |   | The Goodyear Tire & Rubber Co., Term Loan (Second Lien), 3/27/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 8,296,680                                                                                                                                                     |
|   |                                                                      |             |   | Automobile Manufacturers - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       |                                                                                                                                                          |
|   | 18,130,803                                                                | 3.50             |   | Chrysler Group LLC, Term Loan B, 5/24/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $          | 18,132,362                                                                                                                                                    |
|   | 1,786,500                                                                 | 6.00             |   | Crown Group llc, Term Loan (First Lien), 9/30/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 1,782,034                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 19,914,396                                                                                                                                                    |
|   |                                                                      |             |   | Total Automobiles & Components                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $          | 68,423,825                                                                                                                                                    |
|   |                                                                      |             |   | Consumer Durables & Apparel - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       |                                                                                                                                                          |
|   |                                                                      |             |   | Home Furnishings - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       |                                                                                                                                                          |
|   | 2,300,996                                                                 | 3.50             |   | Tempur Sealy International, Inc., New Term B Loan, 3/18/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $          | 2,306,748                                                                                                                                                     |
|   |                                                                      |             |   | Housewares & Specialties - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       |                                                                                                                                                          |
|   | 3,679,008                                                                 | 4.50             |   | Reynolds Group Holdings, Inc., Incremental U.S. Term Loan, 12/31/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $          | 3,693,264                                                                                                                                                     |
|   |                                                                      |             |   | Leisure Products - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       |                                                                                                                                                          |
|   | 4,000,000                                                                 | 3.75             |   | Bombardier Recreational Products, Inc., Term B-2 Loan, 1/30/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $          | 4,003,216                                                                                                                                                     |
|   |                                                                      |             |   | Total Consumer Durables & Apparel                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $          | 10,003,228                                                                                                                                                    |
|   |                                                                      |             |   | Consumer Services - 0.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       |                                                                                                                                                          |
|   |                                                                      |             |   | Casinos & Gaming - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       |                                                                                                                                                          |
|   | 4,730,790                                                                 | 3.75             |   | Pinnacle Entertainment, Inc., Tranche B-2 Term Loan, 8/13/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $          | 4,735,436                                                                                                                                                     |
|   | 10,397,750                                                                | 6.00             |   | Scientific Games, Initial Term B-2, 10/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 10,403,063                                                                                                                                                    |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 15,138,499                                                                                                                                                    |
|   |                                                                      |             |   | Hotels, Resorts & Cruise Lines - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       |                                                                                                                                                          |
|   | 3,850,669                                                                 | 4.00             |   | Sabre GLBL, Inc., Incremental Term Loan, 2/19/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $          | 3,853,076                                                                                                                                                     |
|   | 2,984,694                                                                 | 4.00             |   | Sabre GLBL, Inc., Term B Loan, 2/19/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 2,984,694                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 6,837,770                                                                                                                                                     |
|   |                                                                      |             |   | Leisure Facilities - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       |                                                                                                                                                          |
|   | 4,898,204                                                                 | 5.50             |   | L.A. Fitness International, LLC, Tranche B Term Loan (First Lien), 4/25/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $          | 4,728,300                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   |                                                                      |             |   | Restaurants - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       |                                                                                                                                                          |
|   | 7,912,434                                                                 | 4.00             |   | Landry's, Inc., B Term Loan, 4/24/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 7,949,029                                                                                                                                                     |
|   |                                                                      |             |   | Education Services - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       |                                                                                                                                                          |
|   | 1,675,000                                                                 | 4.00             |   | Houghton Mifflin Harcourt Publishers, Inc., Term Loan, 5/11/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $          | 1,669,766                                                                                                                                                     |
|   |                                                                      |             |   | Specialized Consumer Services - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   | 1,440,008                                                                 | 5.00             |   | Protection One, Tranche B Term Loan (First Lien), 6/19/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $          | 1,445,408                                                                                                                                                     |
|   | 297,840                                                                   | 4.25             |   | WASH Multifamily Laundry Systems, Tranche B Term Loan (First Lien), 5/5/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 296,723                                                                                                                                                       |
|   | 52,160                                                                    | 0.00             |   | WASH Multifamily Laundry Systems, Tranche B Term Loan (First Lien), 5/15/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 51,965                                                                                                                                                        |
|   | 2,565,445                                                                 | 4.00             |   | Weight Watchers International, Inc., Initial Tranche B-2 Term Loan, 4/2/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 1,248,730                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 3,042,826                                                                                                                                                     |
|   |                                                                      |             |   | Total Consumer Services                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $          | 39,366,190                                                                                                                                                    |
|   |                                                                      |             |   | Media - 0.9%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       |                                                                                                                                                          |
|   |                                                                      |             |   | Advertising - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       |                                                                                                                                                          |
|   | 7,426,670                                                                 | 6.75             |   | Affinion Group, Inc., Tranche B Term Loan, 4/30/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $          | 7,157,454                                                                                                                                                     |
|   |                                                                      |             |   | Broadcasting - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       |                                                                                                                                                          |
|   | 1,336,713                                                                 | 4.01             |   | Entercom Radio llc, Term B-2 Loan, 11/23/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $          | 1,340,682                                                                                                                                                     |
|   | 2,198,743                                                                 | 4.00             |   | Univision Communications, Inc., 2013 Incremental Term Loan, 3/1/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 2,189,467                                                                                                                                                     |
|   | 6,913,547                                                                 | 4.00             |   | Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 6,878,018                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 10,408,167                                                                                                                                                    |
|   |                                                                      |             |   | Cable & Satellite - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       |                                                                                                                                                          |
|   | 1,872,651                                                                 | 3.50             |   | Cequel Communications LLC, Term Loan, 2/14/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $          | 1,867,376                                                                                                                                                     |
|   | 3,763,200                                                                 | 3.25             |   | MCC Iowa LLC, Tranche H Term Loan, 1/29/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 3,733,802                                                                                                                                                     |
|   | 6,615,063                                                                 | 3.50             |   | Telesat Canada, U.S. Term B Loan, 3/28/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 6,606,794                                                                                                                                                     |
|   | 2,743,404                                                                 | 3.50             |   | Ziggo BV, (USD) Tranche B-3 Term Loan, 1/15/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 2,716,143                                                                                                                                                     |
|   | 2,588,511                                                                 | 3.50             |   | Ziggo BV, Tranche B-1 Term Loan (First Lien), 1/15/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 2,562,789                                                                                                                                                     |
|   | 1,668,085                                                                 | 3.50             |   | Ziggo BV, Tranche B-2 Term Loan (First Lien), 1/15/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 1,651,509                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 19,138,413                                                                                                                                                    |
|   |                                                                      |             |   | Movies & Entertainment - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       |                                                                                                                                                          |
|   | 1,505,862                                                                 | 3.75             |   | Cinedigm Digital Funding 1 LLC, Term Loan, 2/28/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $          | 1,507,745                                                                                                                                                     |
|   | 3,244,606                                                                 | 3.75             |   | Rovi Solutions Corp., Term B Loan, 7/2/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 3,225,849                                                                                                                                                     |
|   | 4,865,831                                                                 | 3.75             |   | WMG Acquisition Corp., Tranche B Refinancing Term Loan, 7/1/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 4,804,502                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 9,538,096                                                                                                                                                     |
|   |                                                                      |             |   | Publishing - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       |                                                                                                                                                          |
|   | 4,219,691                                                                 | 4.75             |   | Interactive Data Corp., Tranche B Term Loan (First Lien), 4/24/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $          | 4,237,274                                                                                                                                                     |
|   | 1,065,072                                                                 | 3.75             |   | MTL Publishing LLC, Term B-2 Loan, 6/29/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 1,065,442                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 5,302,716                                                                                                                                                     |
|   |                                                                      |             |   | Total Media                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $          | 51,544,846                                                                                                                                                    |
|   |                                                                      |             |   | Retailing - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       |                                                                                                                                                          |
|   |                                                                      |             |   | General Merchandise Stores - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       |                                                                                                                                                          |
|   | 2,111,111                                                                 | 3.50             |   | Dollar Tree, Inc., Tranche B-1 Term Loan (First Lien), 3/9/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $          | 2,114,630                                                                                                                                                     |
|   |                                                                      |             |   | Computer & Electronics Retail - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       |                                                                                                                                                          |
|   | 1,790,932                                                                 | 3.75             |   | Rent-A-Center, Inc., Term Loan (2014), 2/6/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $          | 1,786,455                                                                                                                                                     |
|   | 1,910,480                                                                 | 14.75            |   | Targus Group International, Inc., Term Loan, 5/24/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 1,576,146                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 3,362,601                                                                                                                                                     |
|   |                                                                      |             |   | Home Improvement Retail - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       |                                                                                                                                                          |
|   | 1,332,955                                                                 | 4.50             |   | Apex Tool Group LLC, Term Loan, 2/1/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $          | 1,311,294                                                                                                                                                     |
|   |                                                                      |             |   | Specialty Stores - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       |                                                                                                                                                          |
|   | 5,506,830                                                                 | 4.25             |   | PetSmart, Inc., Tranche B-1 Loan, 3/10/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $          | 5,507,766                                                                                                                                                     |
|   |                                                                      |             |   | Automotive Retail - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       |                                                                                                                                                          |
|   | 7,422,707                                                                 | 5.25             |   | CWGS Group LLC, Term Loan, 2/20/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $          | 7,473,738                                                                                                                                                     |
|   | 1,218,750                                                                 | 4.00             |   | The Hertz Corp., Tranche B1 Term Loan, 3/11/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 1,220,845                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 8,694,583                                                                                                                                                     |
|   |                                                                      |             |   | Total Retailing                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $          | 20,990,874                                                                                                                                                    |
|   |                                                                      |             |   | Food & Staples Retailing - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       |                                                                                                                                                          |
|   |                                                                      |             |   | Food Distributors - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       |                                                                                                                                                          |
|   | 1,349,820                                                                 | 5.75             |   | AdvancePierre Foods, Inc., Term Loan (First Lien), 7/10/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $          | 1,353,363                                                                                                                                                     |
|   | 490,405                                                                   | 4.25             |   | Del Monte Foods Consumer Products, Inc., Term Loan (First Lien), 11/26/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 468,950                                                                                                                                                       |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 1,822,313                                                                                                                                                     |
|   |                                                                      |             |   | Food Retail - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       |                                                                                                                                                          |
|   | 1,496,250                                                                 | 5.50             |   | Albertsons LLC, First Lien Term Loan, 8/11/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $          | 1,505,687                                                                                                                                                     |
|   | 1,990,013                                                                 | 5.38             |   | Albertsons LLC, Term B-2 Loan, 3/21/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 2,000,585                                                                                                                                                     |
|   | 1,836,125                                                                 | 4.75             |   | New Albertson's, Inc., Term Loan (First Lien), 6/24/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 1,840,945                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 5,347,217                                                                                                                                                     |
|   |                                                                      |             |   | Total Food & Staples Retailing                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $          | 7,169,530                                                                                                                                                     |
|   |                                                                      |             |   | Food, Beverage & Tobacco - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       |                                                                                                                                                          |
|   |                                                                      |             |   | Packaged Foods & Meats - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       |                                                                                                                                                          |
|   | 3,217,733                                                                 | 5.00             |   | CSM Bakery Solutions LLC, Term Loan (First Lien), 7/3/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $          | 3,219,744                                                                                                                                                     |
|   | 3,219,614                                                                 | 4.50             |   | Dole Food Co, Inc., Tranche B Term Loan, 10/25/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 3,225,651                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 6,445,395                                                                                                                                                     |
|   |                                                                      |             |   | Total Food, Beverage & Tobacco                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $          | 6,445,395                                                                                                                                                     |
|   |                                                                      |             |   | Household & Personal Products - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       |                                                                                                                                                          |
|   |                                                                      |             |   | Household Products - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       |                                                                                                                                                          |
|   | 130,000                                                                   | 3.75             |   | Spectrum Brands, Inc., First Lien Term Loan, 6/16/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 130,460                                                                                                                                                       |
|   | 3,073,033                                                                 | 4.03             |   | SRAM LLC, Term Loan (First Lien), 4/10/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 3,073,033                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 3,203,493                                                                                                                                                     |
|   |                                                                      |             |   | Personal Products - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       |                                                                                                                                                          |
|   | 1,831,983                                                                 | 4.00             |   | Revlon Consumer Products Corp., Acquisition Term Loan, 8/19/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $          | 1,835,133                                                                                                                                                     |
|   | 2,689,539                                                                 | 3.25             |   | Revlon Consumer Products Corp., Replacement Term Loan, 11/19/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       | 2,690,660                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 4,525,793                                                                                                                                                     |
|   |                                                                      |             |   | Total Household & Personal Products                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $          | 7,729,286                                                                                                                                                     |
|   |                                                                      |             |   | Health Care Equipment & Services - 1.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       |                                                                                                                                                          |
|   |                                                                      |             |   | Health Care Equipment - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       |                                                                                                                                                          |
|   | 497,481                                                                   | 4.50             |   | Accellent, Inc., Initial Term Loan (First Lien), 2/21/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $          | 495,408                                                                                                                                                       |
|   | 8,534,604                                                                 | 4.50             |   | Kinetic Concepts, Inc., Term  DTL-E1 loan, 5/4/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 8,578,608                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 9,074,016                                                                                                                                                     |
|   |                                                                      |             |   | Health Care Supplies - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       |                                                                                                                                                          |
|   | 8,304,559                                                                 | 5.00             |   | Immucor, Inc., Term B-2 Loan, 8/19/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $          | 8,346,082                                                                                                                                                     |
|   | 1,645,000                                                                 | 4.25             |   | Sterigenics-Nordion Holdings LLC, Tranche B Term Loan (First Lien), 4/27/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 1,649,112                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 9,995,194                                                                                                                                                     |
|   |                                                                      |             |   | Health Care Services - 0.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       |                                                                                                                                                          |
|   | 2,174,157                                                                 | 6.51             |   | AccentCare, Inc., Term Loan, 12/22/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $          | 2,108,932                                                                                                                                                     |
|   | 3,304,278                                                                 | 4.25             |   | Alliance HealthCare Services, Inc., Initial Term Loan, 6/3/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 3,298,082                                                                                                                                                     |
|   | 1,730,526                                                                 | 6.75             |   | Ardent Medical Services, Inc., 1st Lien Term Loan, 5/2/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 1,736,294                                                                                                                                                     |
|   | 4,315,919                                                                 | 6.50             |   | BioScrip, Inc., Initial Term B Loan, 7/31/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 4,287,145                                                                                                                                                     |
|   | 2,589,552                                                                 | 6.50             |   | BioScrip, Inc., Term Loan, 7/31/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 2,572,287                                                                                                                                                     |
|   | 5,875,963                                                                 | 3.50             |   | DaVita HealthCare Partners, Inc., Tranche B Loan (First Lien), 6/19/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 5,885,147                                                                                                                                                     |
|   | 1,949,211                                                                 | 4.00             |   | Envision Healthcare Corp., Initial Term Loan, 5/25/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 1,952,460                                                                                                                                                     |
|   | 383,644                                                                   | 7.75             |   | inVentiv Health, Inc., Term B-3 Loan, 5/15/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       | 384,123                                                                                                                                                       |
|   | 1,295,021                                                                 | 4.25             |   | National Mentor Holdings, Inc., Tranche B Term Loan, 1/31/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 1,295,021                                                                                                                                                     |
|   | 1,556,604                                                                 | 8.00             |   | Rural, Term Loan, 6/30/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 1,457,370                                                                                                                                                     |
|   | 7,333,377                                                                 | 4.50             |   | Truven Health Analytics, Inc., New Tranche B Term Loan, 6/6/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 7,326,505                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 32,303,366                                                                                                                                                    |
|   |                                                                      |             |   | Health Care Facilities - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       |                                                                                                                                                          |
|   | 975,100                                                                   | 5.25             |   | Capella Healthcare, Inc., Tranche B Term Loan (First Lien), 12/31/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 977,538                                                                                                                                                       |
|   | 2,147,346                                                                 | 3.03             |   | CHS, Incremental 2019 Term G Loan, 12/31/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 2,150,030                                                                                                                                                     |
|   | 3,951,060                                                                 | 4.00             |   | CHS, Incremental 2021 Term H Loan, 1/27/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 3,961,210                                                                                                                                                     |
|   | 6,181,466                                                                 | 4.50             |   | IASIS Healthcare LLC, Term B-2 Loan, 5/3/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 6,197,884                                                                                                                                                     |
|   | 8,595,609                                                                 | 4.25             |   | Kindred Healthcare, Inc., Tranche B Loan (First Lien), 4/10/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 8,619,728                                                                                                                                                     |
|   | 3,177,362                                                                 | 5.25             |   | RegionalCare Hospital Partners, Inc., Term Loan (First Lien), 4/21/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 3,179,348                                                                                                                                                     |
|   | 1,992,902                                                                 | 3.75             |   | Select Medical Corp., Series E Tranche B Term Loan, 6/1/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 1,993,500                                                                                                                                                     |
|   | 2,205,000                                                                 | 6.75             |   | Steward Health Care System LLC, Term Loan, 4/10/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 2,189,841                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 29,269,079                                                                                                                                                    |
|   |                                                                      |             |   | Managed Health Care - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       |                                                                                                                                                          |
|   | 1,890,203                                                                 | 9.75             |   | MMM Holdings, Inc., Term Loan, 10/9/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  | $          | 1,540,516                                                                                                                                                     |
|   | 1,374,168                                                                 | 9.75             |   | MSO of Puerto Rico, Inc., MSO Term Loan, 12/12/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 1,119,947                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 2,660,463                                                                                                                                                     |
|   |                                                                      |             |   | Health Care Technology - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       |                                                                                                                                                          |
|   | 4,175,000                                                                 | 4.25             |   | ConvaTec, Inc., Dollar Term Loan, 12/22/16                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $          | 4,181,960                                                                                                                                                     |
|   | 2,979,103                                                                 | 3.75             |   | Emdeon, Inc., Term B-2 Loan, 11/2/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 2,983,199                                                                                                                                                     |
|   | 1,670,678                                                                 | 4.00             |   | MedAssets, Inc., Term B Loan, 12/13/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 1,671,703                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 8,836,862                                                                                                                                                     |
|   |                                                                      |             |   | Total Health Care Equipment & Services                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $          | 92,138,980                                                                                                                                                    |
|   |                                                                      |             |   | Pharmaceuticals, Biotechnology & Life Sciences - 0.7%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       |                                                                                                                                                          |
|   |                                                                      |             |   | Biotechnology - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       |                                                                                                                                                          |
|   | 1,824,868                                                                 | 3.50             |   | Alkermes, Inc., 2019 Term Loan, 9/25/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $          | 1,827,528                                                                                                                                                     |
|   |                                                                      |             |   | Pharmaceuticals - 0.6%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       |                                                                                                                                                          |
|   | 2,493,757                                                                 | 0.00             |   | Endo International plc, Tranche B Term Loan (First Lien), 6/24/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $          | 2,503,109                                                                                                                                                     |
|   | 1,141,332                                                                 | 3.25             |   | Endo Luxembourg Finance I Company Sarl, Tranche B Term Loan (First Lien), 11/5/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 1,143,829                                                                                                                                                     |
|   | 4,345,000                                                                 | 3.19             |   | Grifols Worldwide Operations USA, Inc., U.S. Tranche B Term Loam, 4/1/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 4,350,657                                                                                                                                                     |
|   | 2,435,400                                                                 | 4.25             |   | JLL, Initial Dollar Term Loan, 1/23/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 2,424,092                                                                                                                                                     |
|   | 9,611,881                                                                 | 4.00             |   | Par Pharmaceutical Companies, Inc., Term B-2 Loan, 9/28/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 9,614,889                                                                                                                                                     |
|   | 1,990,000                                                                 | 4.25             |   | Par Pharmaceutical, Term B-3 Loan, 3.25%, 9/30/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 1,991,244                                                                                                                                                     |
|   | 4,041,646                                                                 | 3.50             |   | Prestige Brands, Inc., Term B-3 Loan, 9/3/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 4,041,646                                                                                                                                                     |
|   | 7,799,518                                                                 | 3.25             |   | RPI Finance Trust, Term B-3 Term Loan, 11/9/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 7,827,791                                                                                                                                                     |
|   | 6,238,200                                                                 | 3.50             |   | Valeant Pharmaceuticals International, Inc., Series E1 Tranche B Term Loan, 8/5/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       | 6,224,944                                                                                                                                                     |
|   | 473,813                                                                   | 4.00             |   | Valeant Pharmaceuticals, Series F-1,  3/11/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       | 474,136                                                                                                                                                       |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 40,596,337                                                                                                                                                    |
|   |                                                                      |             |   | Life Sciences Tools & Services - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       |                                                                                                                                                          |
|   | 4,739,122                                                                 | 4.25             |   | Catalent Pharma Solutions, Dollar Term Loan, 5/20/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 4,753,932                                                                                                                                                     |
|   |                                                                      |             |   | Total Pharmaceuticals, Biotechnology & Life Sciences                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                | $          | 47,177,797                                                                                                                                                    |
|   |                                                                      |             |   | Diversified Financials - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       |                                                                                                                                                          |
|   |                                                                      |             |   | Other Diversified Financial Services - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       |                                                                                                                                                          |
|   | 3,237,098                                                                 | 3.50             |   | AWAS Finance Luxembourg 2012 SA, Term Loan, 7/16/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $          | 3,259,353                                                                                                                                                     |
|   | 1,274,000                                                                 | 5.00             |   | Livingston International, Inc., Initial Term B-1 Loan (First Lien), 4/18/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       | 1,262,852                                                                                                                                                     |
|   | 2,371,851                                                                 | 4.50             |   | Nord Anglia Education, Initial Term Loan, 3/31/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 2,377,781                                                                                                                                                     |
|   | 1,807,218                                                                 | 5.25             |   | WorldPay, Facility B2A Term Loan, 8/6/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 1,819,643                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 8,719,629                                                                                                                                                     |
|   |                                                                      |             |   | Specialized Finance - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       |                                                                                                                                                          |
|   | 7,006,453                                                                 | 4.25             |   | Mirror BidCo Corp., New Incremental Term Loan, 12/18/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 | $          | 7,000,616                                                                                                                                                     |
|   | 5,747,369                                                                 | 3.75             |   | TransUnion LLC, Tranche B-2 Term Loan (First Lien), 4/9/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 5,707,855                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 12,708,471                                                                                                                                                    |
|   |                                                                      |             |   | Total Diversified Financials                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $          | 21,428,100                                                                                                                                                    |
|   |                                                                      |             |   | Insurance - 0.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       |                                                                                                                                                          |
|   |                                                                      |             |   | Insurance Brokers - 0.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       |                                                                                                                                                          |
|   | 2,709,530                                                                 | 4.50             |   | National Financial Partners Corp., Tranche B Term Loan (First Lien), 7/1/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $          | 2,712,917                                                                                                                                                     |
|   | 26,206,652                                                                | 4.25             |   | USI Insurance Services LLC, Term B Loan, 12/30/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 26,255,790                                                                                                                                                    |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 28,968,707                                                                                                                                                    |
|   |                                                                      |             |   | Multi-line Insurance - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       |                                                                                                                                                          |
|   | 1,678,802                                                                 | 5.00             |   | Alliant Holdings I LLC, Initial Term Loan, 12/20/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $          | 1,681,950                                                                                                                                                     |
|   |                                                                      |             |   | Property & Casualty Insurance - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       |                                                                                                                                                          |
|   | 3,124,660                                                                 | 5.75             |   | Confie Seguros Holding II Co., Term B Loan (First Lien), 11/9/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $          | 3,132,471                                                                                                                                                     |
|   | 1,695,750                                                                 | 5.50             |   | Hyperion Insurance Group Ltd., Tranche B Term Loan (First Lien), 3/26/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 1,703,169                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 4,835,640                                                                                                                                                     |
|   |                                                                      |             |   | Total Insurance                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $          | 35,486,297                                                                                                                                                    |
|   |                                                                      |             |   | Real Estate - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       |                                                                                                                                                          |
|   |                                                                      |             |   | Real Estate Services - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       |                                                                                                                                                          |
|   | 3,870,750                                                                 | 4.50             |   | Altisource Solutions Sarl, Term B Loan, 12/9/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $          | 3,454,644                                                                                                                                                     |
|   |                                                                      |             |   | Total Real Estate                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $          | 3,454,644                                                                                                                                                     |
|   |                                                                      |             |   | Software & Services - 0.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       |                                                                                                                                                          |
|   |                                                                      |             |   | IT Consulting & Other Services - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       |                                                                                                                                                          |
|   | 11,677,286                                                                | 5.75             |   | Evergreen Skills Lux Sarl, Initial Term Loan (First Lien), 4/23/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $          | 11,440,611                                                                                                                                                    |
|   | 728,455                                                                   | 4.50             |   | Kronos, Inc., Incremental Term Loan (First Lien), 10/30/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 729,821                                                                                                                                                       |
|   | 1,249,188                                                                 | 4.50             |   | PSAV Presentation Services, Tranche B Term Loan (First Lien), 1/24/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |       | 1,249,188                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 13,419,620                                                                                                                                                    |
|   |                                                                      |             |   | Data Processing & Outsourced Services - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       |                                                                                                                                                          |
|   | 1,528,214                                                                 | 3.69             |   | First Data Corp., 2018 New Dollar Term Loan, 3/24/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 1,525,229                                                                                                                                                     |
|   |                                                                      |             |   | Application Software - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       |                                                                                                                                                          |
|   | 4,427,459                                                                 | 8.50             |   | Expert Global Solutions, Inc., Term B Advance (First Lien), 4/3/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $          | 4,438,528                                                                                                                                                     |
|   | 4,034,508                                                                 | 3.50             |   | Verint Systems, Inc., Tranche B-2 Term Loan (First Lien), 9/6/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 4,046,107                                                                                                                                                     |
|   | 5,753,644                                                                 | 4.25             |   | Vertafore, Inc., Term Loan (2013), 10/3/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 5,762,274                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 14,246,909                                                                                                                                                    |
|   |                                                                      |             |   | Systems Software - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       |                                                                                                                                                          |
|   | 1,756,175                                                                 | 5.75             |   | AVG Technologies N.V., Term Loan, 10/15/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $          | 1,764,956                                                                                                                                                     |
|   |                                                                      |             |   | Home Entertainment Software - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       |                                                                                                                                                          |
|   | 2,413,235                                                                 | 5.25             |   | Micro Focus International, Term Loan B, 10/7/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $          | 2,420,991                                                                                                                                                     |
|   |                                                                      |             |   | Total Software & Services                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | $          | 33,377,705                                                                                                                                                    |
|   |                                                                      |             |   | Technology Hardware & Equipment - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       |                                                                                                                                                          |
|   |                                                                      |             |   | Electronic Equipment Manufacturers - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       |                                                                                                                                                          |
|   | 1,427,939                                                                 | 4.50             |   | Sensus USA, Inc., Term Loan (First Lien), 5/9/17                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $          | 1,421,692                                                                                                                                                     |
|   | 1,565,909                                                                 | 4.75             |   | Zebra Technologies, Term Loan B, 9/30/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |       | 1,586,244                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 3,007,936                                                                                                                                                     |
|   |                                                                      |             |   | Electronic Components - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       |                                                                                                                                                          |
|   | 5,261,813                                                                 | 5.75             |   | Mirion Technologies (Finance) LLC, Tranche B Term Loan (First Lien), 1/26/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $          | 5,292,199                                                                                                                                                     |
|   |                                                                      |             |   | Total Technology Hardware & Equipment                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $          | 8,300,135                                                                                                                                                     |
|   |                                                                      |             |   | Semiconductors & Semiconductor Equipment - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       |                                                                                                                                                          |
|   |                                                                      |             |   | Semiconductor Equipment - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       |                                                                                                                                                          |
|   | 1,990,000                                                                 | 2.53             |   | Sensata Technologies Holding N.V., First Lien Term Loan, 10/14/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       | $          | 1,999,062                                                                                                                                                     |
|   | 1,593,955                                                                 | 4.25             |   | VAT Lux III S.a.r.l, Tranche B Term Loan (First Lien), 2/11/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       | 1,593,955                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 3,593,017                                                                                                                                                     |
|   |                                                                      |             |   | Semiconductors - 0.0% †                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       |                                                                                                                                                          |
|   | 1,642,408                                                                 | 2.78             |   | Microsemi Corp., Term Loan (First Lien), 3/14/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $          | 1,644,872                                                                                                                                                     |
|   |                                                                      |             |   | Total Semiconductors & Semiconductor Equipment                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $          | 5,237,889                                                                                                                                                     |
|   |                                                                      |             |   | Telecommunication Services - 0.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       |                                                                                                                                                          |
|   |                                                                      |             |   | Integrated Telecommunication Services - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       |                                                                                                                                                          |
|   | 1,728,019                                                                 | 4.75             |   | Securus Technologies Holdings, Inc., Initial Term Loan (First Lien), 4/30/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | $          | 1,682,658                                                                                                                                                     |
|   | 3,150,000                                                                 | 5.25             |   | Securus Technologies Holdings, Inc., Tranche B-2 Term Loan (First Lien), 4/17/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 3,104,719                                                                                                                                                     |
|   | 17,041,760                                                                | 3.50             |   | Virgin Media plc , Tranche F Term Loan (First Lien), 6/30/23                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 16,897,979                                                                                                                                                    |
|   | 1,939,592                                                                 | 3.25             |   | West Corp., B-10 Term Loan (First Lien), 6/30/18                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       | 1,936,764                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 23,622,120                                                                                                                                                    |
|   |                                                                      |             |   | Wireless Telecommunication Services - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       |                                                                                                                                                          |
|   | 3,285,000                                                                 | 4.75             |   | GCI Holdings, Inc., Tranche B Term Loan (First Lien), 12/22/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | $          | 3,305,531                                                                                                                                                     |
|   | 2,821,064                                                                 | 4.00             |   | Syniverse Holdings, Inc., Initial Term Loan, 4/23/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       | 2,672,958                                                                                                                                                     |
|   | 4,048,090                                                                 | 4.00             |   | Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       | 3,835,565                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 9,814,054                                                                                                                                                     |
|   |                                                                      |             |   | Total Telecommunication Services                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        | $          | 33,436,174                                                                                                                                                    |
|   |                                                                      |             |   | Utilities - 0.3%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       |                                                                                                                                                          |
|   |                                                                      |             |   | Electric Utilities - 0.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       |                                                                                                                                                          |
|   | 3,745,006                                                                 | 4.75             |   | Atlantic Power LP, Term Loan, 2/20/21                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $          | 3,759,050                                                                                                                                                     |
|   | 1,398,839                                                                 | 3.00             |   | Calpine Construction Finance Co. LP, Term B-1 Loan, 5/3/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |       | 1,376,691                                                                                                                                                     |
|   | 2,059,259                                                                 | 4.25             |   | Star West Generation LLC, Term B Advance, 3/13/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 2,061,833                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 7,197,574                                                                                                                                                     |
|   |                                                                      |             |   | Independent Power Producers & Energy Traders - 0.2%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       |                                                                                                                                                          |
|   | 1,069,750                                                                 | 4.00             |   | Calpine Corp., Term Loan, 9/27/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       | 1,071,004                                                                                                                                                     |
|   | 5,375,000                                                                 | 3.50             |   | Calpine Corp., Tranche B-5 Term Loan (First Lien), 5/28/22                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | $          | 5,335,107                                                                                                                                                     |
|   | 2,832,019                                                                 | 4.00             |   | Dynegy, Inc., Tranche B-2 Term Loan, 4/23/20                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       | 2,840,575                                                                                                                                                     |
|   | 3,776,339                                                                 | 3.75             |   | NSG Holdings LLC, New Term Loan, 12/11/19                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       | 3,766,898                                                                                                                                                     |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 13,013,584                                                                                                                                                    |
|   |                                                                      |             |   | Total Utilities                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         | $          | 20,211,158                                                                                                                                                    |
|   |                                                                      |             |   | TOTAL SENIOR FLOATING RATE LOAN INTERESTS                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       |                                                                                                                                                          |
|   |                                                                      |             |   | (Cost $753,978,806)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     | $          | 721,279,885                                                                                                                                                   |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   |                                                                      |             |   | TEMPORARY CASH INVESTMENTS - 0.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       |                                                                                                                                                          |
|   |                                                                      |             |   | Repurchase Agreements - 0.5%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       |                                                                                                                                                          |
|   | 8,590,000                                                                 |             |   | $8,590,000 Bank of Nova Scotia, 0.14%, dated 6/30/15 plus accrued interest on 7/1/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | $          | 8,590,000                                                                                                                                                     |
|   |                                                                      |             |   | collateralized by $8,762,835 Federal National Mortgage Association, 3.0% - 5.5%, 12/1/25 - 6/1/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   | 25,340,000                                                                |             |   | $25,340,000 RBC Capital Markets LLC, 0.10%, dated 6/30/15 plus accrued interest on 7/1/15                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | 25,340,000 |
|   |                                                                      |             |   | collateralized by the following:                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       |                                                                                                                                                          |
|   |                                                                      |             |   | $11,163,063 Federal National Mortgage Association, 3.5%-5.5%, 9/1/26 - 3/1/45                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       |                                                                                                                                                          |
|   |                                                                      |             |   | $11,260,702 Federal National Mortgage Association (ARM), 2.374% - 3.394%, 1/1/41- 4/1/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |
|   |                                                                      |             |   | $3,423,036 Federal Home Loan Mortgage Corp., 2.191% - 2.647%, 3/1/38 - 8/1/43                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       |                                                                                                                                                          |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   |                                                                      |             |   | TOTAL TEMPORARY CASH INVESTMENTS                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       |                                                                                                                                                          |
|   |                                                                      |             |   | (Cost $33,930,000)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      | $          | 33,930,000                                                                                                                                                    |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   |                                                                      |             |   | TOTAL INVESTMENT IN SECURITIES - 96.4%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       |                                                                                                                                                          |
|   |                                                                      |             |   | (Cost $6,850,473,746) (a)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $          | 6,815,105,133                                                                                                                                                 |
|   |                                                                      |             |   | OTHER ASSETS & LIABILITIES - 4.1%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   | $          | 282,652,675                                                                                                                                                   |
|   |                                                                      |             |   | TOTAL NET ASSETS - 100.0%                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $          | 7,097,757,808                                                                                                                                                 |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   | +                                                                         |             |   | Amount rounds to less than 0.1%.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       |                                                                                                                                                          |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   | *                                                                         |             |   | Non-income producing 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 $1,935,725,427 or 27.3% of total net assets.                                                                                                                                                                                                                                                  |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   | (A.D.R.)                                                                  |             |   | American Depositary Receipts.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       |                                                                                                                                                          |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   | (Step)                                                                    |             |   | Step up 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 $105,960,357 or 1.5% of total net assets.                                                                                                                                                                                                                                                                                                                                                                                                                                                 |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   | REMICS                                                                    |             |   | Real Estate Mortgage Investment Conduits.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       |                                                                                                                                                          |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   | (Perpetual)                                                               |             |   | Security with no stated maturity date.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       |                                                                                                                                                          |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   | (PIK)                                                                     |             |   | Represends a pay in kind security.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       |                                                                                                                                                          |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   | REIT                                                                      |             |   | Real Estate Investment Trust.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       |                                                                                                                                                          |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   | **                                                                        |             |   | 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 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 $6,859,393,107 was as follows:                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       |                                                                                                                                                          |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   |                                                                      |             |   | Aggregate gross unrealized appreciation for all investments in which                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   |                                                                      |             |   | there is an excess of value over tax cost                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | $          |          157,285,323                                                                                             |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   |                                                                      |             |   | Aggregate gross unrealized depreciation for all investments in which                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   |                                                                      |             |   | there is an excess of tax cost over value                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |       |         (201,573,297)                                                                                                 |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   |                                                                      |             |   | Net unrealized depreciation                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | $          |           (44,287,974)                                                                                      |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   | (b)                                                                       |             |   | Debt obligation with a variable interest rate.  Rate shown is rate at end of period.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |       |                                                                                                                                                          |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   | (c)                                                                       |             |   | Security is valued using fair value methods (other than prices supplied by independent pricing services or broker-dealer).                                                                                                                                                                                                                                                                                                                                                                                                                                                              |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   | (d)                                                                       |             |   | Security issued with a zero coupon. Income is recognized through accretion of discount.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |       |                                                                                                                                                          |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   | (e)                                                                       |             |   | Security represents the interest only portion payments on a pool of underlying mortgages or                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       |
|   |                                                                      |             |   | mortgage-backed securities.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |       |                                                                                                                                                          |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   | (f)                                                                       |             |   | Security is in default and is non-income producing.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |       |                                                                                                                                                          |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   | (g)                                                                       |             |   | Structured reinsurance investment. At June 30, 2015, the value of these securities amounted to $175,161,659 or 2.5% of total net assets.                                                                                                                                                                                                                                                                                                                                                                                                                                                |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   | Principal amounts are denominated in U.S. Dollars unless otherwise noted: |             |   |
|   |                                                                      |             |   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   |                                                                      |             | AUD    | Australian Dollar                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       |                                                                                                                                                          |
|   |                                                                      |             | CNY    | New Chinese Yuan                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       |                                                                                                                                                          |
|   |                                                                      |             | EURO   | Euro                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |       |                                                                                                                                                          |
|   |                                                                      |             | GBP    | British Pound Sterling                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |       |                                                                                                                                                          |
|   |                                                                      |             | IDR    | Indonesian Rupiah                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |       |                                                                                                                                                          |
|   |                                                                      |             | INR    | Indian Rupee                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       |                                                                                                                                                          |
|   |                                                                      |             | MXN    | Mexican Peso                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |       |                                                                                                                                                          |
|   |                                                                      |             | NOK    | Norwegian Krone                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |       |                                                                                                                                                          |
|   |                                                                      |             | NZD    | New Zealand Dollar                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |       |                                                                                                                                                          |
|   |                                                                      |             | RON    | Romanian New Leu                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |       |                                                                                                                                                          |
|   |                                                                      |             | RUB    | Russian Ruble                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |       |                                                                                                                                                          |

|                                                                                                                                                                                                                                                                        |   | CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS - BUY PROTECTION                                                                         |        |         |                                |                                      |   |   |   |              |   |     |                     |   |     |                     |   |
|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|--------|-------------------------------------------------------------------------------------------------------------------------------------------|-------------|--------------|-------------------------------------|-------------------------------------------|--------|--------|--------|-------------------|--------|----------|--------------------------|--------|----------|--------------------------|--------|
|                                                                                                                                                                                                                                                                        |   |                                                                                                                                      |        |         |                                |                                      |   |   |   |              |   |     |                     |   |     |                     |   |   |   |   |
|                                                                                                                                                                                                                                                                        |   | Notional Principal ($)                                                                                                                    |        | Counterparty | Obligation Entity/Index             |                                      | Coupon |   |   | Expiration Date   |   |     | Premiums Paid (Received) |   |     | Unrealized Appreciation  |   |
|                                                                                                                                                                                                                                                                        |   |                                                                                                                                      | (19,031,857 | )            | Chicago Mercentile Exchange         | Markit CDX North America High Yield Index |   |   | 5.00   | %                 |   | 12/20/19 |                     |   | $        | (1,484,062               | )      |   | $ | 1,126 |   |   |   |   |
|                                                                                                                                                                                                                                                                        |   |                                                                                                                                      |        |         |                                |                                      |   |   |   |              |   |     |                     |   |     |                     |   |   |   |   |   |   |   |   |
|                                                                                                                                                                                                                                                                        |   | CREDIT DEFAULT SWAP AGREEMENTS - SELL PROTECTION                                                                                          |        |         |                                |                                      |   |   |   |              |   |     |                     |   |     |                     |   |   |   |   |
|                                                                                                                                                                                                                                                                        |   |                                                                                                                                      |        |         |                                |                                      |   |   |   |              |   |     |                     |   |     |                     |   |   |   |   |   |   |   |   |
|                                                                                                                                                                                                                                                                        |   | Notional Principal ($) (1)                                                                                                                |        | Counterparty | Obligation Entity/Index             |                                      | Coupon |   |   | Credit Rating (2) |   |     | Expiration Date          |   |     | Premiums Paid (Received) |   |   | Net Unrealized Appreciation (Depreciation) |   |
|                                                                                                                                                                                                                                                                        |   |                                                                                                                                      | 7,000,000   |         | J.P. Morgan Securities LLC          | American Axle & Manufacturing Co.,    |   |   | 5.00   | %                 |   |     | B                        | +      |     | 12/20/17                 |   |   | $ | (280,000 | ) |   | $ | 998,408 |   |
|                                                                                                                                                                                                                                                                        |   |                                                                                                                                      | 10,480,000  |         | Morgan Stanley Capital Services LLC | Diamond Offshore Drilling Co.             |   |   | 1.00   | %                 |   | NR       |                     |   | 12/20/19 |                     |   |   | (382,004 | ) |   |   | (408,356 | ) |
|                                                                                                                                                                                                                                                                        |   |                                                                                                                                      | 2,795,000   |         | Morgan Stanley Capital Services LLC | Diamond Offshore Drilling Co.             |   |   | 1.00   | %                 |   | NR       |                     |   | 12/20/19 |                     |   |   | (104,710 | ) |   |   | (106,078 | ) |
|                                                                                                                                                                                                                                                                        |   |                                                                                                                                      |        |         |                                |                                      |   |   |   |              |   |     |                     |   |     |                     |   |   |   |   | (766,714 | ) |   | $ | 483,974 |   |
|                                                                                                                                                                                                                                                                        |   |                                                                                                                                      |        |         |                                |                                      |   |   |   |              |   |     |                     |   |     |                     |   |   |   |   |   |   |   |   |   |   |
|                                             (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.                    |        |         |                                |                                      |   |   |   |              |   |     |                     |   |     |                     |   |   |   |   |   |   |
| NR                                                                                                                                                                                                                                                                          |   | Not rated by S&P.                                                                                                                     |        |         |                                |                                      |   |   |   |              |   |     |                     |   |     |                     |   |   |   |   |   |   |   |

| 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) are categorized 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       |   |
|---------------------------------------------------------------------------------------------------|--------------------------------------------------------------------------------------------------------------------|--------|-----------------|-------------|--------|--------------|--------|---------------|-----------------|--------|--------|-------------|--------|
|                                                                                              | Convertible Corporate Bonds                                                                                        |   | $               | -           |   |         | $      | 105,689,293   |            |   | $      | -           |   |   | $ | 105,689,293 |   |
|                                                                                              | Preferred Stocks                                                                                                   |   |            |        |   |         |   |          |            |   |   |        |   |   |   |   |   |
|                                                                                              |  Transportation                                                                                               |   |            |        |   |         |   |          |            |   |   |        |   |   |   |   |   |
|                                                                                              |   Air Freight & Logistics                                                                            |   |            | -           |   |         |   | 1,711,953     |            |   |   | -           |   |   |   | 1,711,953 |   |
|                                                                                              |  Banks                                                                                                        |   |            |        |   |         |   |          |            |   |   |        |   |   |   |   |   |
|                                                                                              |   Regional Banks                                                                                         |   |            | 3,587,040   |   |         |   | 9,015,239     |            |   |   | -           |   |   |   | 12,602,279 |   |
|                                                                                              |  Diversified Financials                                                                                       |   |            |        |   |         |   |          |            |   |   |        |   |   |   |   |   |
|                                                                                              |   Consumer Finance                                                                                       |   |            | 12,084,597  |   |         |   | 8,101,410     |            |   |   | -           |   |   |   | 20,186,007 |   |
|                                                                                              |  Insurance                                                                                                    |   |            |        |   |         |   |          |            |   |   |        |   |   |   |   |   |
|                                                                                              |   Reinsurance                                                                                            |   |            | -           |   |         |   | -             |            |   |   | 142,500     |   |   |   | 142,500 |   |
|                                                                                              |  Real Estate                                                                                                  |   |            |        |   |         |   |          |            |   |   |        |   |   |   |   |   |
|                                                                                              |   Diversified REIT                                                                                       |   |            | -           |   |         |   | 4,013,750     |            |   |   | -           |   |   |   | 4,013,750 |   |
|                                                                                              |  All Other Preferred Stocks                                                                                   |   |            | 96,805,300  |   |         |   | -             |            |   |   | -           |   |   |   | 96,805,300 |   |
|                                                                                              | Convertible Preferred Stocks                                                                                       |   |            | 42,971,185  |   |         |   | -             |            |   |   | -           |   |   |   | 42,971,185 |   |
|                                                                                              | Common Stocks                                                                                                      |   |            |        |   |         |   |          |            |   |   |        |   |   |   |   |   |
|                                                                                              |  Capital Goods                                                                                                |   |            |        |   |         |   |          |            |   |   |        |   |   |   |   |   |
|                                                                                              |   Construction & Engineering                                                                         |   |            | -           |   |         |   | 988,444       |            |   |   | -           |   |   |   | 988,444 |   |
|                                                                                              |   Industrial Machinery                                                                                   |   |            | -           |   |         |   | -             |            |   |   | 1,858       |   |   |   | 1,858 |   |
|                                                                                              |  Transportation                                                                                               |   |            |        |   |         |   |          |            |   |   |        |   |   |   |   |   |
|                                                                                              |   Air Freight & Logistics                                                                            |   |            | -           |   |         |   | 790,838       |            |   |   | -           |   |   |   | 790,838 |   |
|                                                                                              |  Consumer Services                                                                                            |   |            |        |   |         |   |          |            |   |   |        |   |   |   |   |   |
|                                                                                              |   Education Services                                                                                     |   |            | -           |   |         |   | 2,536,425     |            |   |   | -           |   |   |   | 2,536,425 |   |
|                                                                                              |  Insurance                                                                                                    |   |            |        |   |         |   |          |            |   |   |        |   |   |   |   |   |
|                                                                                              |   Life & Health Insurance                                                                            |   |            | -           |   |         |   | -             |            |   |   | 54,736      |   |   |   | 54,736 |   |
|                                                                                              | All Other Common Stocks                                                                                            |   |            | 17,695      |   |         |   | -             |            |   |   | -           |   |   |   | 17,695 |   |
|                                                                                              | Asset Backed Securities                                                                                            |   |            | -           |   |         |   | 323,719,535   |            |   |   | -           |   |   |   | 323,719,535 |   |
|                                                                                              | Collateralized Mortgage Obligations                                                                                |   |            | -           |   |         |   | 669,770,518   |            |   |   | -           |   |   |   | 669,770,518 |   |
|                                                                                              | Corporate Bonds                                                                                                    |   |            |        |   |         |   |          |            |   |   |        |   |   |   |   |   |
|                                                                                              |  Capital Goods                                                                                                |   |            |        |   |         |   |          |            |   |   |        |   |   |   |   |   |
|                                                                                              |   Industrial Machinery                                                                                   |   |            | -           |   |         |   | 1,489,793     |            |   |   | 4,326,140   |   |   |   | 5,815,933 |   |
|                                                                                              |  Diversified Financials                                                                                       |   |            |        |   |         |   |          |            |   |   |        |   |   |   |   |   |
|                                                                                              |   Other Diversified Financial Services                                                                   |   |            | -           |   |         |   | -             |            |   |   | 9,024,292   |   |   |   | 9,024,292 |   |
|                                                                                              |  Insurance                                                                                                    |   |            |        |   |         |   |          |            |   |   |        |   |   |   |   |   |
|                                                                                              |   Reinsurance                                                                                            |   |            | -           |   |         |   | 120,165,549   |            |   |   | 175,019,159 |   |   |   | 295,184,708 |   |
|                                                                                              | All Other Corporate Bonds                                                                                          |   |            | -           |   |         |   | 2,506,425,419 |            |   |   | -           |   |   |   | 2,506,425,419 |   |
|                                                                                              | U.S. Government Agency Obligations                                                                                 |   |            | -           |   |         |   | 1,437,139,612 |            |   |   | -           |   |   |   | 1,437,139,612 |   |
|                                                                                              | Foreign Government Bonds                                                                                           |   |            | -           |   |         |   | 297,844,473   |            |   |   | -           |   |   |   | 297,844,473 |   |
|                                                                                              | Municipal Bonds                                                                                                    |   |            | -           |   |         |   | 226,458,495   |            |   |   | -           |   |   |   | 226,458,495 |   |
|                                                                                              | Senior Floating Rate Loan Interests                                                                                |   |            | -           |   |         |   | 721,279,885   |            |   |   | -           |   |   |   | 721,279,885 |   |
|                                                                                              | Repurchase Agreement                                                                                               |   |            | -           |   |         |   | 33,930,000    |            |   |   | -           |   |   |   | 33,930,000 |   |
|                                                                                              | Total                                                                                                              |   | $               | 155,465,817 |   |         |   | 6,471,070,631 |            |   | $      | 188,568,685 |   |   | $ | 6,815,105,133 |   |
|                                                                                              |                                                                                                               |   |            |        |   |         |   |          |            |   |   |        |   |   |   |   |   |
|                                                                                              | Other Financial Instruments                                                                                        |   |            |        |   |         |   |          |            |   |   |        |   |   |   |   |   |
|                                                                                              | Net unrealized appreciation on swap contracts                                                                      |   | $               | -           |   |         |   | 485,100       |            |   | $      | -           |   |   | $ | 485,100 |   |
|                                                                                              | Net unrealized depreciation on futures contracts                                                                   |   |            | 6,717,975   |   |         |   | -             |            |   |   | -           |   |   |   | 6,717,975 |   |
|                                                                                              | Net unrealized depreciation on forward foreign currency contracts                                                  |   |            | -           |   |         |   | (4,546,456    | )               |   |   | -           |   |   |   | (4,546,456 | ) |
|                                                                                              | Total Other Financial Instruments                                                                                  |   | $               | 6,717,975   |   |         | $      | (4,061,356    | )               |   | $      | -           |   |   | $ | 2,656,619 |   |
|                                                                                              |                                                                                                               |   |            |        |   |         |   |          |            |   |   |        |   |   |   |   |   |
| The following is a reconciliation of assets valued using significant observable inputs (Level 3): |                                                                                                               |   |            |        |   |         |   |          |            |   |   |        |   |   |   |   |
|                                                                                              |                                                                                                               |   | PreferredStocks |        |   | CommonStocks |   |          | Corporate Bonds |   |   | Total       |   |
|                                                                                              | Balance as of 9/30/14                                                                                              |   | $               | 32,238,934  |   |         |   | -             |            |   | $      | 59,521,518  |   |   | $ | 91,760,452 |   |
|                                                                                              | Realized gain (loss)                                                                                               |   |            | -           |   |         |   | -             |            |   |   | 21,161      |   |   |   | 21,161 |   |
|                                                                                              | Change in unrealized appreciation (depreciation)                                                                   |   |            | (6,100,140  | )      |         |   | 3,066         |            |   |   | (15,947,858 | )      |   |   | (22,044,932 | ) |
|                                                                                              | Purchases                                                                                                          |   |            | -           |   |         |   | 53,528        |            |   |   | 151,102,444 |   |   |   | 151,155,972 |   |
|                                                                                              | Sales                                                                                                              |   |            | -           |   |         |   | -             |            |   |   | (32,323,968 | )      |   |   | (32,323,968 | ) |
|                                                                                              | Transfers in to Level 3*                                                                                           |   |            | -           |   |         |   | -             |            |   |   | -           |   |   |   | - |   |
|                                                                                              | Transfers out of Level 3*                                                                                          |   |            | -           |   |         |   | -             |            |   |   | -           |   |   |   | - |   |
|                                                                                              | Transfers in and out of Level 3 activity                                                                           |   |            | (25,996,294 | )      |         |   | -             |            |   |   | 25,996,294  |   |   |   | - |   |
|                                                                                              | Balance as of 6/30/15                                                                                              |   | $               | 142,500     |   |         | $      | 56,594        |            |   | $      | 188,369,591 |   |   | $ | 188,568,685 |   |
|                                                                                              |                                                                                                               |   |            |        |   |         |   |          |            |   |   |        |   |   |   |   |   |
|                                                                                              |                                                                                                               |   |            |        |   |         |   |          |            |   |   |        |   |   |   |   |   |
| *                                                                                                 | 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                                                                                           |   | $               | (22,044,932 | )      |         |   |          |            |   |   |        |   |   |   |   |   |