```

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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 811-02864

                         Pioneer Pioneer Bond 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:  December 31

Date of reporting period:  March 31, 2014

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 Bond Fund                                                                                             |
|--------|---------------------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|---------------------------------------------------------------------------------------------------------------|
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Schedule of Investments 3/31/14 (unaudited)                                                                   |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |
|   | PrincipalAmount ($) | FloatingRate (b)                                                                                                                                                                                                                                                                                                                      | S&P/Moody'sRatings                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Value                                                                                                         |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | CONVERTIBLE CORPORATE BONDS - 0.4%                                                                            |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Health Care Equipment & Services - 0.1%                                                                   |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Health Care Services - 0.1%                                                                                   |
|   | 766,000             |                                                                                                                                                                                                                                                                                                                                  | B+/B2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Omnicare, Inc., 3.25%, 12/15/35                                                                               | $ | 817,705 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Health Care Equipment & Services                                                                    | $ | 817,705 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Semiconductors & Semiconductor Equipment - 0.3%                                                           |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Semiconductors - 0.3%                                                                                         |
|   | 4,725,000           |                                                                                                                                                                                                                                                                                                                                  | A-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Intel Corp., 2.95%, 12/15/35                                                                                  | $ | 5,560,734 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Semiconductors & Semiconductor Equipment                                                            | $ | 5,560,734 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | TOTAL CONVERTIBLE CORPORATE BONDS                                                                             |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | (Cost $5,416,130)                                                                                             | $ | 6,378,439 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | PREFERRED STOCKS - 2.6%                                                                                       |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Banks - 0.9%                                                                                                  |   |   |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Diversified Banks - 0.5%                                                                                      |
|   | 64,000              | 6.50                                                                                                                                                                                                                                                                                                                                  | A-/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | US Bancorp, Floating Rate Note (Perpetual)                                                                    | $ | 1,817,600 |
|   | 235,000             | 6.00                                                                                                                                                                                                                                                                                                                                  | A-/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | US Bancorp, Floating Rate Note (Perpetual)                                                                    | 6,450,750 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 8,268,350 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Regional Banks - 0.4%                                                                                         |
|   | 85,000              |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | BB&T Corp., 5.625% (Perpetual)                                                                            | $ | 1,903,150 |
|   | 28,000              | 6.25                                                                                                                                                                                                                                                                                                                                  | A-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | CoBank ACB, Floating Rate Note (Perpetual) (144A)                                                             | 2,847,250 |
|   | 43,050              | 6.62                                                                                                                                                                                                                                                                                                                                  | BBB-/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Fifth Third Bancorp, Floating Rate Note (Perpetual)                                                           | 1,141,256 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 5,891,656 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Banks                                                                                                   | $ | 14,160,006 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Diversified Financials - 0.8%                                                                                 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Other Diversified Financial Services - 0.5%                                                                   |
|   | 116,000             | 7.88                                                                                                                                                                                                                                                                                                                                  | BB+/Ba2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Citigroup Capital XIII, Floating Rate Note, 10/30/40                                                          | $ | 3,217,840 |
|   | 197,000             | 7.12                                                                                                                                                                                                                                                                                                                                  | BB+/B1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Citigroup, Inc., Floating Rate Note (Perpetual)                                                               | 5,200,800 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 8,418,640 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Specialized Finance - 0.2%                                                                                    |
|   | 167,900             | 5.75                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | SCE Trust III, Floating Rate Note (Perpetual)                                                                 | $ | 4,298,240 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Asset Management & Custody Banks - 0.1%                                                                   |
|   | 54,200              | 5.90                                                                                                                                                                                                                                                                                                                                  | BBB+/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | State Street Corp., Floating Rate Note, 12/31/73                                                              | $ | 1,403,238 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Diversified Financials                                                                                  | $ | 14,120,118 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Insurance - 0.7%                                                                                              |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Life & Health Insurance - 0.2%                                                                            |
|   | 153,800             | 7.38                                                                                                                                                                                                                                                                                                                                  | BBB-/WR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Delphi Financial Group, Inc., Floating Rate Note, 5/15/37                                                     | $ | 3,840,201 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Property & Casualty Insurance - 0.3%                                                                      |
|   | 50,000              | 5.95                                                                                                                                                                                                                                                                                                                                  | BBB-/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Aspen Insurance Holdings, Ltd., Floating Rate Note (Perpetual)                                                | $ | 1,240,500 |
|   | 147,475             | 5.10                                                                                                                                                                                                                                                                                                                                  | BBB/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | The Allstate Corp., Floating Rate Note, 1/15/53                                                               | 3,672,128 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 4,912,628 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Reinsurance - 0.2%                                                                                            |
|   | 562,483             | 0.00                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Altair Re, Floating Rate Note, 4/30/16 (Cat Bond)                                                             | $ | 632,569 |
|   | 900,000             |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Altair Re, Floating Rate Note, 6/30/16 (Cat Bond)                                                             | 915,660 |
|   | 950,000             |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Pangaea Re, 10/1/15 (Cat Bond) (d)                                                                            | 1,045,171 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 2,593,400 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Insurance                                                                                               | $ | 11,346,229 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Utilities - 0.2%                                                                                              |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Electric Utilities - 0.2%                                                                                     |
|   | 164,000             |                                                                                                                                                                                                                                                                                                                                  | BB+/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | PPL Capital Funding, Inc., 5.9%, 4/30/73                                                                      | $ | 3,821,200 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Utilities                                                                                               | $ | 3,821,200 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | TOTAL PREFERRED STOCKS                                                                                        |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | (Cost $42,524,558)                                                                                            | $ | 43,447,553 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | CONVERTIBLE PREFERRED STOCKS - 0.4%                                                                           |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Banks - 0.4%                                                                                                  |   |   |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Diversified Banks - 0.4%                                                                                      |
|   | 5,610               |                                                                                                                                                                                                                                                                                                                                  | BBB+/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Wells Fargo & Co., 7.5% (Perpetual)                                                                       | $ | 6,580,530 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Banks                                                                                                   | $ | 6,580,530 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | TOTAL CONVERTIBLE PREFERRED STOCKS                                                                            |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | (Cost $5,839,986)                                                                                             | $ | 6,580,530 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | ASSET BACKED SECURITIES - 7.5%                                                                                |
|   | 422,614             | 0.33                                                                                                                                                                                                                                                                                                                                  | BB+/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | ACE Securities Corp. Home Equity Loan Trust Series 2006-ASAP2, Floating Rate Note, 3/25/36                    | $ | 412,439 |
|   | 549,874             | 6.50                                                                                                                                                                                                                                                                                                                                  | BB+/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | ACE Securities Corp. Manufactured Housing Trust Series 2003-MH1, Floating Rate Note, 8/15/30 (144A)           | 550,371 |
|   | 1,200,382           | 6.50                                                                                                                                                                                                                                                                                                                                  | BBB+/A2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | ACE Securities Corp. Manufactured Housing Trust Series 2003-MH1, Floating Rate Note, 8/15/30 (144A)           | 1,247,772 |
|   | 1,648,538           | 0.42                                                                                                                                                                                                                                                                                                                                  | BB+/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Aegis Asset Backed Securities Trust 2005-5, Floating Rate Note, 12/25/35                                      | 1,547,120 |
|   | 428,000             |                                                                                                                                                                                                                                                                                                                                  | BBB+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | American Credit Acceptance Receivables Trust 2012-2, 4.05%, 2/15/18 (144A)                                    | 434,981 |
|   | 811,855             |                                                                                                                                                                                                                                                                                                                                  | A+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | American Credit Acceptance Receivables Trust, 1.64%, 11/15/16 (144A)                                          | 813,853 |
|   | 500,000             |                                                                                                                                                                                                                                                                                                                                  | NR/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | AmeriCredit Automobile Receivables Trust 2011-3, 4.04%, 7/10/17                                               | 520,062 |
|   | 800,000             |                                                                                                                                                                                                                                                                                                                                  | A+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | AmeriCredit Automobile Receivables Trust 2013-1, 1.57%, 1/8/19                                                | 799,009 |
|   | 7,097,928           |                                                                                                                                                                                                                                                                                                                                  | NR/Caa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Bayview Commercial Asset Trust, 3.855%, 9/25/37 (Step) (144A) (c)                                             | 425,876 |
|   | 400,000             | 0.65                                                                                                                                                                                                                                                                                                                                  | A+/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Bayview Financial Mortgage Pass-Through Trust 2005-C, Floating Rate Note, 6/28/44                             | 383,900 |
|   | 1,462,628           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Bayview Financial Mortgage Pass-Through Trust 2006-A, 5.865%, 2/28/41 (Step)                                  | 1,527,118 |
|   | 1,486,142           | 0.60                                                                                                                                                                                                                                                                                                                                  | AA/Aa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Bayview Financial Mortgage Pass-Through Trust Series 2005-B, Floating Rate Note, 4/28/39                      | 1,458,519 |
|   | 494,823             |                                                                                                                                                                                                                                                                                                                                  | NR/A1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | BCMSC Trust 1998-A, 6.65%, 4/15/28                                                                            | 500,961 |
|   | 255,784             |                                                                                                                                                                                                                                                                                                                                  | A/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Beacon Container Finance LLC, 3.72%, 9/20/27 (144A)                                                           | 256,410 |
|   | 2,205,387           | 0.65                                                                                                                                                                                                                                                                                                                                  | A+/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Bear Stearns Asset Backed Securities I Trust 2005-FR1, Floating Rate Note, 6/25/35                            | 2,162,100 |
|   | 1,291,389           | 0.64                                                                                                                                                                                                                                                                                                                                  | A+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Bear Stearns Asset Backed Securities Trust 2006-SD2, Floating Rate Note, 6/25/36                              | 1,270,378 |
|   | 967,732             |                                                                                                                                                                                                                                                                                                                                  | NR/Aa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | California Republic Auto Receivables Trust 2012-1, 1.18%, 8/15/17 (144A)                                      | 971,636 |
|   | 1,900,000           |                                                                                                                                                                                                                                                                                                                                  | A/Aa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Capital Auto Receivables Asset Trust/ Ally, 1.74%, 10/22/18                                                   | 1,886,744 |
|   | 268,901             | 0.89                                                                                                                                                                                                                                                                                                                                  | AA/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Carrington Mortgage Loan Trust Series 2005-NC1, Floating Rate Note, 2/25/35                                   | 268,557 |
|   | 132,082             | 0.55                                                                                                                                                                                                                                                                                                                                  | AA+/A1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Carrington Mortgage Loan Trust Series 2005-NC4, Floating Rate Note, 9/25/35                                   | 130,106 |
|   | 400,000             |                                                                                                                                                                                                                                                                                                                                  | NR/A2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Chesapeake Funding LLC, Floating Rate Note, 3/4/26                                                            | 400,005 |
|   | 400,000             | 1.31                                                                                                                                                                                                                                                                                                                                  | NR/Aa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Chesapeake Funding LLC, Floating Rate Note, 5/7/24 (144A)                                                     | 403,374 |
|   | 2,080,539           |                                                                                                                                                                                                                                                                                                                                  | BB-/B1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Citicorp Residential Mortgage Trust Series 2006-1, 5.939%, 7/25/36 (Step)                                     | 2,119,601 |
|   | 331,508             |                                                                                                                                                                                                                                                                                                                                  | B+/B2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Citicorp Residential Mortgage Trust Series 2006-2, 5.775%, 9/25/36 (Step)                                     | 348,567 |
|   | 2,186,775           |                                                                                                                                                                                                                                                                                                                                  | B-/B1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Citicorp Residential Mortgage Trust Series 2006-3, 5.703%, 11/25/36 (Step)                                    | 2,181,066 |
|   | 1,362,109           |                                                                                                                                                                                                                                                                                                                                  | B-/B2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Citicorp Residential Mortgage Trust Series 2007-1, 5.892%, 3/25/37 (Step)                                     | 1,339,616 |
|   | 161,536             | 0.42                                                                                                                                                                                                                                                                                                                                  | AA+/A1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Citigroup Mortgage Loan Trust 2006-HE1, Floating Rate Note, 1/25/36                                           | 160,571 |
|   | 971,016             | 4.00                                                                                                                                                                                                                                                                                                                                  | AA/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Citigtoup Mortgage Loan Trust 2014-A, Floating Rate Note, 1/1/35 (144A)                                       | 1,008,601 |
|   | 3,865,140           |                                                                                                                                                                                                                                                                                                                                  | BBB-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A)                                                         | 3,904,170 |
|   | 1,042,250           | 1.20                                                                                                                                                                                                                                                                                                                                  | BBB-/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Countrywide Asset-Backed Certificates, Floating Rate Note, 12/25/34                                           | 1,034,965 |
|   | 1,935,480           | 5.07                                                                                                                                                                                                                                                                                                                                  | BB+/Ba2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Countrywide Asset-Backed Certificates, Floating Rate Note, 2/25/36                                            | 1,973,929 |
|   | 700,000             |                                                                                                                                                                                                                                                                                                                                  | NR/Ba2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Credit-Based Asset Servicing and Securitization LLC, 5.70426%, 10/25/36 (Step) (144A)                         | 682,009 |
|   | 1,572,500           |                                                                                                                                                                                                                                                                                                                                  | A/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Cronos Containers Program, Ltd., 3.81%, 9/18/27 (144A)                                                        | 1,587,467 |
|   | 3,929,470           |                                                                                                                                                                                                                                                                                                                                  | BBB+/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Domino's Pizza Master Issuer LLC, 5.216%, 1/25/42 (144A)                                                      | 4,203,433 |
|   | 375,929             |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Drug Royalty II LP 1, 4.474%, 1/15/25 (144A)                                                                  | 384,199 |
|   | 225,557             | 4.24                                                                                                                                                                                                                                                                                                                                  | BBB/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Drug Royalty II LP 1, Floating Rate Note, 1/15/25 (144A)                                                      | 230,745 |
|   | 821,526             |                                                                                                                                                                                                                                                                                                                                  | AA+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | DT Auto Owner Trust 2011-1, 4.89%, 1/17/17 (144A)                                                             | 822,697 |
|   | 90,641              | 1.23                                                                                                                                                                                                                                                                                                                                  | AAA/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | First Franklin Mortgage Loan Trust 2004-FF10, Floating Rate Note, 9/25/34                                     | 90,464 |
|   | 588,522             |                                                                                                                                                                                                                                                                                                                                  | AAA/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | First Investors Auto Owner Trust 2012-2, 1.47%, 5/15/18 (144A)                                                | 591,359 |
|   | 1,200,000           |                                                                                                                                                                                                                                                                                                                                  | A/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A)                                                | 1,180,835 |
|   | 2,530,558           | 0.55                                                                                                                                                                                                                                                                                                                                  | AA+/Aa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | First NLC Trust 2005-2, Floating Rate Note, 9/25/35                                                           | 2,477,725 |
|   | 2,599,330           |                                                                                                                                                                                                                                                                                                                                  | A/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | FRS I LLC, 3.08%, 4/15/43 (144A)                                                                              | 2,566,214 |
|   | 1,659,000           | 0.60                                                                                                                                                                                                                                                                                                                                  | NR/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | GE Dealer Floorplan Master Note Trust, Floating Rate Note, 10/20/17                                           | 1,663,043 |
|   | 833,333             |                                                                                                                                                                                                                                                                                                                                  | A/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Global SC Finance II SRL, 4.11%, 7/19/27 (144A)                                                               | 840,620 |
|   | 1,444,746           |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step)                                                                    | 1,404,049 |
|   | 1,070,680           | 0.40                                                                                                                                                                                                                                                                                                                                  | B+/B3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | GSAA Home Equity Trust 2005-11, Floating Rate Note, 10/25/35                                                  | 1,071,296 |
|   | 713,316             | 0.90                                                                                                                                                                                                                                                                                                                                  | AA+/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | GSAMP Trust 2005-HE1, Floating Rate Note, 12/25/34                                                            | 699,729 |
|   | 198,427             | 0.80                                                                                                                                                                                                                                                                                                                                  | A/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | GSAMP Trust 2005-HE2, Floating Rate Note, 3/25/35                                                             | 196,773 |
|   | 1,595,673           | 1.50                                                                                                                                                                                                                                                                                                                                  | BBB+/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | GSRPM Mortgage Loan Trust 2003-2, Floating Rate Note, 6/25/33                                                 | 1,527,895 |
|   | 1,016,021           | 0.45                                                                                                                                                                                                                                                                                                                                  | A+/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | GSRPM Mortgage Loan Trust 2006-2, Floating Rate Note, 9/25/36 (144A)                                          | 954,353 |
|   | 320,636             |                                                                                                                                                                                                                                                                                                                                  | NR/A2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Hercules Capital Funding Trust 2012-1, 3.32%, 12/16/17 (144A)                                                 | 321,638 |
|   | 1,620,000           |                                                                                                                                                                                                                                                                                                                                  | AA/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | HLSS Servicer Advance Receivables Trust, 1.7436%, 1/16/46 (144A)                                              | 1,615,140 |
|   | 224,000             |                                                                                                                                                                                                                                                                                                                                  | A/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | HLSS Servicer Advance Receivables Trust, 3.96%, 10/15/45 (144A)                                               | 228,861 |
|   | 456,739             | 0.53                                                                                                                                                                                                                                                                                                                                  | A+/A2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Home Equity Asset Trust 2005-7, Floating Rate Note, 1/25/36                                                   | 440,714 |
|   | 2,587,587           |                                                                                                                                                                                                                                                                                                                                  | NR/A2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Horizon Funding Trust 2013-1, 3.0%, 5/15/18 (144A)                                                            | 2,592,439 |
|   | 1,554,630           | 1.36                                                                                                                                                                                                                                                                                                                                  | A+/Aa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | HSBC Home Equity Loan Trust USA 2007-3, Floating Rate Note, 11/20/36                                          | 1,543,278 |
|   | 1,293,630           |                                                                                                                                                                                                                                                                                                                                  | BBB/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Icon Brands Holdings LLC, 4.229%, 1/25/43 (144A)                                                              | 1,289,992 |
|   | 858,940             |                                                                                                                                                                                                                                                                                                                                  | NR/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Irwin Home Equity Loan Trust 2005-1, 5.32%, 6/25/35 (Step)                                                    | 840,457 |
|   | 417,370             | 0.85                                                                                                                                                                                                                                                                                                                                  | AA+/A2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Irwin Whole Loan Home Equity Trust 2005-C, Floating Rate Note, 3/25/25                                        | 387,758 |
|   | 774,073             |                                                                                                                                                                                                                                                                                                                                  | NR/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A)                                                                 | 812,334 |
|   | 104,355             | 0.39                                                                                                                                                                                                                                                                                                                                  | AA+/A1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | JP Morgan Mortgage Acquisition Corp 2005-OPT2, Floating Rate Note, 12/25/35                                   | 104,123 |
|   | 1,326,000           |                                                                                                                                                                                                                                                                                                                                  | NR/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Leaf Receivables Funding 8 LLC, 1.55%, 11/15/17 (144A)                                                        | 1,334,447 |
|   | 2,203,000           |                                                                                                                                                                                                                                                                                                                                  | NR/Aa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Leaf Receivables Funding 8 LLC, 1.92%, 9/15/20 (144A)                                                         | 2,213,773 |
|   | 305,703             |                                                                                                                                                                                                                                                                                                                                  | BBB+/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 4/15/40                                        | 323,057 |
|   | 2,003,891           | 0.40                                                                                                                                                                                                                                                                                                                                  | A+/Aa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Lehman Brothers Small Balance Commercial, Floating Rate Note, 2/25/30 (144A)                                  | 1,782,663 |
|   | 1,416,536           | 2.40                                                                                                                                                                                                                                                                                                                                  | A+/A3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Madison Avenue Manufactured Housing Contract Trust 2002-A, Floating Rate Note, 3/25/32                        | 1,415,433 |
|   | 757,581             |                                                                                                                                                                                                                                                                                                                                  | A/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A)                                                        | 786,140 |
|   | 425,599             | 0.30                                                                                                                                                                                                                                                                                                                                  | B-/Caa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37                                         | 402,298 |
|   | 1,087,000           |                                                                                                                                                                                                                                                                                                                                  | AAA/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Nationstar Mortgage Advance Receivables Trust 2013-T2, 1.679%, 6/20/46 (144A)                                 | 1,081,902 |
|   | 908,073             | 0.85                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | New Century Home Equity Loan Trust 2005-1, Floating Rate Note, 3/25/35                                        | 887,352 |
|   | 633,671             | 5.91                                                                                                                                                                                                                                                                                                                                  | AA/A3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Origen Manufactured Housing Contract Trust 2004-A, Floating Rate Note, 1/15/35                                | 672,521 |
|   | 442,803             | 5.46                                                                                                                                                                                                                                                                                                                                  | AAA/Aa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35                               | 456,914 |
|   | 188,029             |                                                                                                                                                                                                                                                                                                                                  | NR/A2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Oxford Finance Funding Trust 2012-1, 3.9%, 3/15/17 (144A)                                                     | 189,792 |
|   | 526,376             | 0.86                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | PFS Financing Corp., Floating Rate Note, 10/17/16 (144A)                                                      | 527,141 |
|   | 775,712             | 1.66                                                                                                                                                                                                                                                                                                                                  | A/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | PFS Financing Corp., Floating Rate Note, 10/17/16 (144A)                                                      | 778,238 |
|   | 800,000             |                                                                                                                                                                                                                                                                                                                                  | AA+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Prestige Auto Receivables Trust 2011-1, 3.9%, 7/16/18 (144A)                                                  | 812,317 |
|   | 1,500,000           |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Progreso Receivables Funding I LLC, 4.0%, 7/9/18 (144A)                                                       | 1,503,750 |
|   | 1,292,125           | 0.40                                                                                                                                                                                                                                                                                                                                  | B/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | RAAC Series 2006-RP2 Trust, Floating Rate Note, 2/25/37 (144A)                                                | 1,250,067 |
|   | 2,565,000           | 0.59                                                                                                                                                                                                                                                                                                                                  | NR/A2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | RAMP Series 2005-RS5 Trust, Floating Rate Note, 5/25/35                                                       | 2,476,623 |
|   | 238,262             | 0.34                                                                                                                                                                                                                                                                                                                                  | B+/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | RAMP Series 2006-NC1 Trust, Floating Rate Note, 1/25/36                                                       | 232,564 |
|   | 507,331             |                                                                                                                                                                                                                                                                                                                                  | NR/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Santander Drive Auto Receivables Trust 2011-2, 2.66%, 1/15/16                                                 | 508,982 |
|   | 1,450,000           |                                                                                                                                                                                                                                                                                                                                  | AA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Santander Drive Auto Receivables Trust 2012-1, 3.78%, 11/15/17                                                | 1,493,068 |
|   | 850,000             |                                                                                                                                                                                                                                                                                                                                  | A/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18                                                  | 875,011 |
|   | 1,229,146           | 2.63                                                                                                                                                                                                                                                                                                                                  | A+/B2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | SASCO Mortgage Pass-Through Certificates Series 2004-S4, Floating Rate Note, 12/25/34                         | 1,230,371 |
|   | 1,810,871           |                                                                                                                                                                                                                                                                                                                                  | A+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Sierra Timeshare 2012-2 Receivables Funding LLC, 2.38%, 3/20/29 (144A)                                        | 1,840,269 |
|   | 343,985             |                                                                                                                                                                                                                                                                                                                                  | A+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Sierra Timeshare 2012-3 Receivables Funding LLC, 1.87%, 8/20/29 (144A)                                        | 346,800 |
|   | 900,000             | 0.99                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | SLM Student Loan Trust 2004-10, Floating Rate Note, 4/27/26 (144A)                                            | 908,978 |
|   | 903,217             |                                                                                                                                                                                                                                                                                                                                  | AA/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | SNAAC Auto Receivables Trust 2013-1, 1.14%, 7/16/18 (144A)                                                    | 904,982 |
|   | 1,400,000           |                                                                                                                                                                                                                                                                                                                                  | A/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | SNAAC Auto Receivables Trust, 3.11%, 6/15/17 (144A)                                                           | 1,407,301 |
|   | 2,800,000           |                                                                                                                                                                                                                                                                                                                                  | A/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Springleaf Funding Trust 2013-A, 2.58%, 9/15/21 (144A)                                                        | 2,816,856 |
|   | 1,200,000           |                                                                                                                                                                                                                                                                                                                                  | A/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Springleaf Funding Trust, 2.41%, 12/25/22 (144A)                                                              | 1,197,053 |
|   | 295,370             |                                                                                                                                                                                                                                                                                                                                  | A/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | STORE Master Funding LLC, 4.16%, 3/20/43 (144A)                                                               | 297,282 |
|   | 2,049,584           |                                                                                                                                                                                                                                                                                                                                  | A/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | STORE Master Funding LLC, 5.77%, 8/20/42 (144A)                                                               | 2,209,554 |
|   | 1,600,617           | 0.35                                                                                                                                                                                                                                                                                                                                  | CCC/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36                                    | 1,550,174 |
|   | 2,942,790           | 0.37                                                                                                                                                                                                                                                                                                                                  | B-/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Structured Asset Securities Corp Mortgage Loan Trust 2006-GEL4, Floating Rate Note, 10/25/36 (144A)           | 2,848,082 |
|   | 296,858             |                                                                                                                                                                                                                                                                                                                                  | A+/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Structured Asset Securities Corp., 4.77%, 10/25/34 (Step)                                                     | 309,021 |
|   | 757,004             |                                                                                                                                                                                                                                                                                                                                  | A+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | SVO 2012-A VOI Mortgage LLC, 2.0%, 9/20/29 (144A)                                                             | 758,686 |
|   | 771,441             | 1.09                                                                                                                                                                                                                                                                                                                                  | AA+/A1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Terwin Mortgage Trust Series TMTS 2003-8HE, Floating Rate Note, 12/25/34                                      | 752,726 |
|   | 2,856,466           |                                                                                                                                                                                                                                                                                                                                  | AA/A2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Terwin Mortgage Trust Series TMTS 2005-16HE, 4.442713%, 9/25/36 (Step)                                        | 2,974,206 |
|   | 889,167             |                                                                                                                                                                                                                                                                                                                                  | A-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Textainer Marine Containers, Ltd., 4.21%, 4/15/27 (144A)                                                      | 889,986 |
|   | 4,034,757           |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | TOPRE_13-LTR, 3.47%, 11/20/28 (144A)                                                                          | 4,036,637 |
|   | 3,134,000           | 2.56                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Trafigura Securitisation Finance Plc, Floating Rate Note, 10/15/15 (144A)                                     | 3,167,847 |
|   | 1,559,820           |                                                                                                                                                                                                                                                                                                                                  | A/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Trinity Rail Leasing LP, 2.266%, 1/15/43 (144A)                                                               | 1,521,694 |
|   | 1,053,500           |                                                                                                                                                                                                                                                                                                                                  | A/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Triton Container Finance LLC, 4.21%, 5/14/27 (144A)                                                           | 1,056,689 |
|   | 765,000             | 1.85                                                                                                                                                                                                                                                                                                                                  | B/B2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Truman Capital Mortgage Loan Trust, Floating Rate Note, 1/25/34                                               | 751,360 |
|   | 1,162,577           |                                                                                                                                                                                                                                                                                                                                  | A/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Westgate Resorts 2012-2 LLC, 3.0%, 1/20/25 (144A)                                                             | 1,169,123 |
|   | 1,304,424           |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Westgate Resorts 2012-A LLC, 2.25%, 8/20/25 (144A)                                                            | 1,304,829 |
|   | 325,210             |                                                                                                                                                                                                                                                                                                                                  | A/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Westgate Resorts LLC, 2.5%, 3/20/25 (144A)                                                                    | 326,023 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | TOTAL ASSET BACKED SECURITIES                                                                                 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | (Cost $123,571,770)                                                                                           | $ | 124,374,598 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | COLLATERALIZED MORTGAGE OBLIGATIONS - 18.7%                                                                   |
|   | 1,750,000           |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | A10 Securitization 2013-1 LLC, 2.4%, 11/15/25 (144A)                                                          | $ | 1,754,874 |
|   | 2,794,000           |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | A10 Term Asset Financing 2013-2 LLC, 2.62%, 11/15/27 (144A)                                                   | 2,785,448 |
|   | 613,440             | 0.60                                                                                                                                                                                                                                                                                                                                  | CCC/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Alternative Loan Trust 2003-14T1, Floating Rate Note, 8/25/18                                                 | 581,745 |
|   | 1,841,543           |                                                                                                                                                                                                                                                                                                                                  | BBB+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Alternative Loan Trust 2003-21T1, 5.75%, 12/25/33                                                             | 1,927,738 |
|   | 487,978             |                                                                                                                                                                                                                                                                                                                                  | BB-/B2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Alternative Loan Trust 2003-J1, 4.75%, 10/25/33                                                               | 499,921 |
|   | 644,369             |                                                                                                                                                                                                                                                                                                                                  | CCC/B2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Alternative Loan Trust 2004-28CB, 5.5%, 1/25/35                                                               | 667,698 |
|   | 264,480             |                                                                                                                                                                                                                                                                                                                                  | BBB+/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Alternative Loan Trust 2004-2CB, 5.125%, 3/25/34                                                              | 265,711 |
|   | 497,481             |                                                                                                                                                                                                                                                                                                                                  | BB+/Ba2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Alternative Loan Trust 2004-4CB, 4.25%, 4/25/34                                                               | 509,942 |
|   | 5,426,539           | 0.59                                                                                                                                                                                                                                                                                                                                  | A+/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Alternative Loan Trust 2005-J4, Floating Rate Note, 7/25/35                                                   | 5,240,870 |
|   | 754,840             |                                                                                                                                                                                                                                                                                                                                  | A+/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Banc of America Alternative Loan Trust 2003-2, 5.75%, 4/25/33                                                 | 830,574 |
|   | 1,643,689           |                                                                                                                                                                                                                                                                                                                                  | NR/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Banc of America Alternative Loan Trust 2003-7, 5.5%, 9/25/33                                                  | 1,711,652 |
|   | 876,643             |                                                                                                                                                                                                                                                                                                                                  | NR/B1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Banc of America Alternative Loan Trust 2004-10, 5.5%, 11/25/19                                                | 886,230 |
|   | 939,126             |                                                                                                                                                                                                                                                                                                                                  | NR/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Banc of America Alternative Loan Trust 2004-12, 5.5%, 1/25/20                                                 | 952,886 |
|   | 1,130,358           |                                                                                                                                                                                                                                                                                                                                  | NR/B3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Banc of America Alternative Loan Trust 2004-2, 5.5%, 3/25/19                                                  | 1,157,048 |
|   | 1,641,748           |                                                                                                                                                                                                                                                                                                                                  | NR/Ba2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Banc of America Alternative Loan Trust 2004-2, 6.0%, 3/25/34                                                  | 1,698,480 |
|   | 743,838             |                                                                                                                                                                                                                                                                                                                                  | NR/B2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Banc of America Alternative Loan Trust 2004-4, 5.25%, 5/25/34                                                 | 754,244 |
|   | 1,637,576           |                                                                                                                                                                                                                                                                                                                                  | NR/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Banc of America Alternative Loan Trust 2004-6, 5.0%, 7/25/19                                                  | 1,665,995 |
|   | 915,140             |                                                                                                                                                                                                                                                                                                                                  | BBB+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Banc of America Funding 2003-3 Trust, 5.5%, 10/25/33                                                          | 974,780 |
|   | 1,421,952           |                                                                                                                                                                                                                                                                                                                                  | CCC/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Banc of America Funding 2005-8 Trust, 5.5%, 1/25/36                                                           | 1,421,157 |
|   | 868,887             | 0.29                                                                                                                                                                                                                                                                                                                                  | BB-/A                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Banc of America Funding 2010-R4 Trust, Floating Rate Note, 8/26/36 (144A)                                     | 860,507 |
|   | 400,000             | 1.25                                                                                                                                                                                                                                                                                                                                  | A-/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Banc of America Large Loan Trust 2007-BMB1, Floating Rate Note, 8/15/29 (144A)                                | 397,633 |
|   | 423,340             | 4.88                                                                                                                                                                                                                                                                                                                                  | AAA/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Banc of America Merrill Lynch Commercial Mortgage, Inc., Floating Rate Note, 7/10/42                          | 425,057 |
|   | 1,323,448           | 2.77                                                                                                                                                                                                                                                                                                                                  | A-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Banc of America Mortgage 2003-F Trust, Floating Rate Note, 7/25/33                                            | 1,339,047 |
|   | 688,425             | 2.77                                                                                                                                                                                                                                                                                                                                  | NR/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Banc of America Mortgage 2003-H Trust, Floating Rate Note, 9/25/33                                            | 688,747 |
|   | 886,028             | 2.82                                                                                                                                                                                                                                                                                                                                  | NR/Ba2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Banc of America Mortgage 2003-I Trust, Floating Rate Note, 10/25/33                                           | 898,370 |
|   | 303,846             | 2.70                                                                                                                                                                                                                                                                                                                                  | AA+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Banc of America Mortgage 2004-E Trust, Floating Rate Note, 6/25/34                                            | 305,302 |
|   | 148,888             | 2.94                                                                                                                                                                                                                                                                                                                                  | NR/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Banc of America Mortgage 2004-L Trust, Floating Rate Note, 1/25/35                                            | 149,255 |
|   | 572,744             | 5.10                                                                                                                                                                                                                                                                                                                                  | BBB+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Banc of America Mortgage 2005-H Trust, Floating Rate Note, 9/25/35                                            | 572,088 |
|   | 1,223,038           |                                                                                                                                                                                                                                                                                                                                  | A+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35                                                        | 1,284,218 |
|   | 119,513             |                                                                                                                                                                                                                                                                                                                                  | B-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Banc of America Mortgage Trust 2004-7, 4.5%, 8/25/19                                                          | 121,458 |
|   | 1,219,361           |                                                                                                                                                                                                                                                                                                                                  | A+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Banc of America Mortgage Trust 2004-9, 5.5%, 11/25/34                                                         | 1,288,759 |
|   | 10,466,935          |                                                                                                                                                                                                                                                                                                                                  | NR/Caa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Bayview Commercial Asset Trust, 4.14438%, 7/25/37 (Step) (144A) (c)                                           | 157,004 |
|   | 492,151             | 2.98                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Bayview Opportunity Master Fund Trust IIB LP, Floating Rate Note, 1/28/33 (144A)                              | 490,921 |
|   | 313,350             | 2.50                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | BCAP LLC 2010-RR10 Trust, Floating Rate Note, 12/27/34 (144A)                                                 | 315,115 |
|   | 1,920,983           | 0.85                                                                                                                                                                                                                                                                                                                                  | AA+/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35                                                 | 1,847,100 |
|   | 2,067,973           | 0.85                                                                                                                                                                                                                                                                                                                                  | AAA/A3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35                                                 | 2,003,092 |
|   | 3,192,599           | 0.75                                                                                                                                                                                                                                                                                                                                  | A+/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Bear Stearns ALT-A Trust 2004-4, Floating Rate Note, 6/25/34                                                  | 3,035,689 |
|   | 1,101,804           | 0.71                                                                                                                                                                                                                                                                                                                                  | AA+/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Bear Stearns ALT-A Trust 2005-1, Floating Rate Note, 1/25/35                                                  | 1,090,128 |
|   | 1,093,634           | 2.31                                                                                                                                                                                                                                                                                                                                  | AA+/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Bear Stearns ARM Trust 2003-5, Floating Rate Note, 8/25/33                                                    | 1,087,425 |
|   | 3,411,907           | 2.75                                                                                                                                                                                                                                                                                                                                  | A+/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33                                                    | 3,426,183 |
|   | 410,535             | 7.42                                                                                                                                                                                                                                                                                                                                  | BBB+/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Bear Stearns Commercial Mortgage Securities Trust 2002-TOP6, Floating Rate Note, 10/15/36 (144A)              | 414,504 |
|   | 1,000,000           | 5.21                                                                                                                                                                                                                                                                                                                                  | NR/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR7, Floating Rate Note, 2/11/41                      | 1,011,192 |
|   | 2,068,859           | 0.86                                                                                                                                                                                                                                                                                                                                  | AA+/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Bella Vista Mortgage Trust 2004-1, Floating Rate Note, 11/20/34                                               | 1,982,906 |
|   | 153,655             |                                                                                                                                                                                                                                                                                                                                  | A+/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Chase Mortgage Finance Trust Series 2003-S11, 5.0%, 10/25/33                                                  | 156,858 |
|   | 623,510             | 2.54                                                                                                                                                                                                                                                                                                                                  | A+/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | CHL Mortgage Pass-Through Trust 2003-56, Floating Rate Note, 12/25/33                                         | 625,197 |
|   | 577,354             |                                                                                                                                                                                                                                                                                                                                  | NR/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | CHL Mortgage Pass-Through Trust 2004-9, 5.25%, 6/25/34                                                        | 590,087 |
|   | 481,741             |                                                                                                                                                                                                                                                                                                                                  | NR/B1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Citicorp Mortgage Securities Trust Series 2006-1, 5.0%, 2/25/36                                               | 507,892 |
|   | 898,070             | 0.32                                                                                                                                                                                                                                                                                                                                  | AA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Citigroup Commercial Mortgage Trust 2007-FL3, Floating Rate Note, 4/15/22 (144A)                              | 890,351 |
|   | 1,640,962           | 1.15                                                                                                                                                                                                                                                                                                                                  | AA+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Citigroup Mortgage Loan Trust 2010-7, Floating Rate Note, 9/25/37 (144A)                                      | 1,640,890 |
|   | 1,697,247           | 2.25                                                                                                                                                                                                                                                                                                                                  | BB/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Citigroup Mortgage Loan Trust, Inc., Floating Rate Note, 8/25/34                                              | 1,684,870 |
|   | 1,000,000           | 4.65                                                                                                                                                                                                                                                                                                                                  | AA-/A3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | City Center Trust 2011-CCHP, Floating Rate Note, 7/15/28 (144A)                                               | 1,005,297 |
|   | 578,312             | 0.59                                                                                                                                                                                                                                                                                                                                  | BBB+/A2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | CNL Commercial Mortgage Loan Trust 2003-2, Floating Rate Note, 10/25/30 (144A)                                | 494,417 |
|   | 2,948,331           | 0.28                                                                                                                                                                                                                                                                                                                                  | AA-/A1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | COMM 2006-FL12 Mortgage Trust, Floating Rate Note, 12/15/20 (144A)                                            | 2,934,716 |
|   | 493,019             | 0.32                                                                                                                                                                                                                                                                                                                                  | BBB/A1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | COMM 2006-FL12 Mortgage Trust, Floating Rate Note, 12/15/20 (144A)                                            | 490,699 |
|   | 1,117,999           | 0.34                                                                                                                                                                                                                                                                                                                                  | A+/A1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | COMM 2007-FL14 Mortgage Trust, Floating Rate Note, 6/15/22 (144A)                                             | 1,108,272 |
|   | 850,000             |                                                                                                                                                                                                                                                                                                                                  | NR/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | COMM 2012-CCRE2 Mortgage Trust, 3.147%, 8/15/45                                                               | 835,806 |
|   | 450,000             |                                                                                                                                                                                                                                                                                                                                  | NR/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | COMM 2012-CCRE2 Mortgage Trust, 3.791%, 8/15/45                                                               | 454,708 |
|   | 915,000             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/15/45                                                              | 892,427 |
|   | 4,000,000           |                                                                                                                                                                                                                                                                                                                                  | NR/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | COMM 2012-LC4 Mortgage Trust, 4.063%, 12/10/44                                                                | 4,154,508 |
|   | 1,900,000           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | COMM 2013-LC6 Mortgage Trust, 2.941%, 1/10/46                                                                 | 1,822,349 |
|   | 3,730,443           | 2.10                                                                                                                                                                                                                                                                                                                                  | AAA/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Commercial Mortgage Pass Through Certificates, Floating Rate Note, 11/17/26 (144A)                            | 3,746,972 |
|   | 2,688,326           |                                                                                                                                                                                                                                                                                                                                  | NR/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Credit Suisse Commercial Mortgage Trust Series 2007-C1, 5.361%, 2/15/40                                       | 2,857,143 |
|   | 265,967             |                                                                                                                                                                                                                                                                                                                                  | B-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Credit Suisse First Boston Mortgage Securities Corp., 5.5%, 6/25/33                                           | 265,375 |
|   | 583,202             | 2.55                                                                                                                                                                                                                                                                                                                                  | BBB+/Ba2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 11/25/33                            | 583,957 |
|   | 355,736             | 1.50                                                                                                                                                                                                                                                                                                                                  | AA+/A3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 12/25/33                            | 355,782 |
|   | 1,910,279           | 5.01                                                                                                                                                                                                                                                                                                                                  | NR/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 2/15/38                             | 1,951,368 |
|   | 573,109             | 2.50                                                                                                                                                                                                                                                                                                                                  | BBB+/B1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/34                             | 575,732 |
|   | 300,804             | 0.85                                                                                                                                                                                                                                                                                                                                  | AA+/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Credit-Based Asset Servicing and Securitization LLC, Floating Rate Note, 5/25/50 (144A)                       | 299,153 |
|   | 3,015,000           |                                                                                                                                                                                                                                                                                                                                  | NR/A2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Crown Castle Towers LLC, 4.883%, 8/15/20 (144A)                                                               | 3,269,134 |
|   | 1,900,000           | 5.42                                                                                                                                                                                                                                                                                                                                  | NR/Aa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/10/44 (144A)                                             | 2,112,804 |
|   | 1,895,000           | 1.46                                                                                                                                                                                                                                                                                                                                  | AA-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Del Coronado Trust 2013-DEL, Floating Rate Note, 3/15/26 (144A)                                               | 1,891,904 |
|   | 1,100,000           | 1.26                                                                                                                                                                                                                                                                                                                                  | AA-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Extended Stay America Trust 2013-ESH, Floating Rate Note, 12/5/31 (144A)                                      | 1,098,365 |
|   | 772,255             |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Federal Home Loan Mortgage Corp. REMICS, 5.0%, 6/15/33                                                        | 785,761 |
|   | 357,690             |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Federal Home Loan Mortgage Corp. REMICS, 5.0%, 6/15/34                                                        | 362,786 |
|   | 1,250,000           | 4.16                                                                                                                                                                                                                                                                                                                                  | NR/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., Floating Rate Note, 9/25/44 (144A)                                          | 1,260,862 |
|   | 4,727               |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Federal National Mortgage Association REMICS, 10.3%, 4/25/19                                                  | 5,336 |
|   | 957,501             |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Federal National Mortgage Association REMICS, 4.5%, 6/25/29                                                   | 1,035,173 |
|   | 1,483,600           |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Federal National Mortgage Association REMICS, 5.0%, 7/25/33                                                   | 1,521,174 |
|   | 158,844             |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Federal National Mortgage Association REMICS, 5.0%, 9/25/39                                                   | 166,301 |
|   | 275,594             | 5.25                                                                                                                                                                                                                                                                                                                                  | NR/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | First Horizon Mortgage Pass-Through Trust 2004-AR5, Floating Rate Note, 10/25/34                              | 271,943 |
|   | 465,156             | 2.59                                                                                                                                                                                                                                                                                                                                  | BB-/B1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | First Horizon Mortgage Pass-Through Trust 2005-AR1, Floating Rate Note, 4/25/35                               | 455,021 |
|   | 850,000             | 5.44                                                                                                                                                                                                                                                                                                                                  | NR/A3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | FREMF Mortgage Trust 2010-K7, Floating Rate Note, 4/25/20 (144A)                                              | 936,939 |
|   | 600,000             | 5.24                                                                                                                                                                                                                                                                                                                                  | A+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | FREMF Mortgage Trust 2010-K8, Floating Rate Note, 9/25/43 (144A)                                              | 648,940 |
|   | 890,000             | 5.19                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | FREMF Mortgage Trust 2010-K9 REMICS, Floating Rate Note, 9/25/45 (144A)                                       | 959,443 |
|   | 1,500,000           | 4.62                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | FREMF Mortgage Trust 2011-K10 , Floating Rate Note, 11/25/49 (144A)                                           | 1,565,454 |
|   | 1,750,000           | 4.77                                                                                                                                                                                                                                                                                                                                  | NR/A3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | FREMF Mortgage Trust 2011-K702, Floating Rate Note, 4/25/44 (144A)                                            | 1,862,768 |
|   | 1,250,000           | 4.89                                                                                                                                                                                                                                                                                                                                  | NR/A3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | FREMF Mortgage Trust 2011-K703, Floating Rate Note, 7/25/44 (144A)                                            | 1,335,011 |
|   | 900,000             | 3.20                                                                                                                                                                                                                                                                                                                                  | A-/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | FREMF Mortgage Trust 2013-K502, Floating Rate Note, 3/25/45 (144A)                                            | 891,115 |
|   | 650,000             | 3.49                                                                                                                                                                                                                                                                                                                                  | NR/A2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | FREMF Mortgage Trust Class B, Floating Rate Note, 11/25/46 (144A)                                             | 665,490 |
|   | 858,000             | 3.82                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | FREMF Mortgage Trust Class B, Floating Rate Note, 6/25/47 (144A)                                              | 871,680 |
|   | 5,000,000           | 4.29                                                                                                                                                                                                                                                                                                                                  | A-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | FREMF Mortgage Trust Class B, Floating Rate Note, 7/25/48 (144A)                                              | 5,230,990 |
|   | 2,393,054           | 0.40                                                                                                                                                                                                                                                                                                                                  | AA/Aa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | GE Business Loan Trust 2005-1, Floating Rate Note, 6/15/33 (144A)                                             | 2,246,505 |
|   | 1,567,192           | 0.32                                                                                                                                                                                                                                                                                                                                  | A/Aa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | GE Business Loan Trust 2007-1, Floating Rate Note, 4/16/35 (144A)                                             | 1,418,354 |
|   | 1,085,894           |                                                                                                                                                                                                                                                                                                                                  | BB/Caa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A)                                                   | 1,066,849 |
|   | 1,749,019           | 0.42                                                                                                                                                                                                                                                                                                                                  | BBB+/Ba2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32                                             | 1,675,772 |
|   | 3,375,000           |                                                                                                                                                                                                                                                                                                                                  | AAA/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | GMAC Commercial Mortgage Securities Inc Series 2004-C3 Trust, 4.864%, 12/10/41                                | 3,436,682 |
|   | 1,226,034           | 3.35                                                                                                                                                                                                                                                                                                                                  | BBB/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | GMACM Mortgage Loan Trust 2003-AR1, Floating Rate Note, 10/19/33                                              | 1,215,995 |
|   | 6,000,000           |                                                                                                                                                                                                                                                                                                                                  | AA+/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association REMICS, 2.1%, 2/16/48                                                | 5,978,706 |
|   | 1,835,511           |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Government National Mortgage Association, 3.0%, 4/20/41                                                       | 1,898,441 |
|   | 329,603             |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Government National Mortgage Association, 4.973%, 4/16/42                                                     | 351,170 |
|   | 705,488             |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Government National Mortgage Association, 5.25%, 8/16/35                                                      | 784,964 |
|   | 11,643,057          | 1.03                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Government National Mortgage Association, Floating Rate Note, 2/16/53 (c)                                     | 922,968 |
|   | 8,041,848           | 1.05                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Government National Mortgage Association, Floating Rate Note, 3/16/53 (c)                                     | 612,129 |
|   | 13,454,933          | 1.08                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Government National Mortgage Association, Floating Rate Note, 8/16/52 (c)                                     | 926,466 |
|   | 12,554,388          | 1.07                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Government National Mortgage Association, Floating Rate Note, 9/16/52 (c)                                     | 1,027,539 |
|   | 1,250,000           |                                                                                                                                                                                                                                                                                                                                  | NR/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | GS Mortgage Securities Corp. II, 3.377%, 5/10/45                                                              | 1,263,851 |
|   | 1,000,000           |                                                                                                                                                                                                                                                                                                                                  | AA-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | GS Mortgage Securities Corp. II, 3.682%, 2/10/46 (144A)                                                       | 971,710 |
|   | 900,000             |                                                                                                                                                                                                                                                                                                                                  | NR/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | GS Mortgage Securities Corp. II, 5.56%, 11/10/39                                                              | 981,787 |
|   | 1,550,000           | 1.90                                                                                                                                                                                                                                                                                                                                  | NR/A3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | GS Mortgage Securities Corp. II, Floating Rate Note, 11/8/29 (144A)                                           | 1,554,664 |
|   | 1,605,911           | 2.32                                                                                                                                                                                                                                                                                                                                  | A+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | GSR Mortgage Loan Trust 2003-9, Floating Rate Note, 8/25/33                                                   | 1,609,905 |
|   | 251,083             | 5.72                                                                                                                                                                                                                                                                                                                                  | B/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | GSR Mortgage Loan Trust 2004-3F, Floating Rate Note, 2/25/34                                                  | 242,446 |
|   | 1,990,425           | 2.83                                                                                                                                                                                                                                                                                                                                  | A+/B1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | GSR Mortgage Loan Trust 2004-7, Floating Rate Note, 6/25/34                                                   | 1,937,230 |
|   | 772,277             | 2.65                                                                                                                                                                                                                                                                                                                                  | BBB+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35                                                 | 783,707 |
|   | 1,300,000           |                                                                                                                                                                                                                                                                                                                                  | AAA/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | HLSS Servicer Advance Receivables Trust, 1.2437%, 1/17/45                                                     | 1,300,780 |
|   | 2,615,008           | 0.50                                                                                                                                                                                                                                                                                                                                  | AA+/Aa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Homestar Mortgage Acceptance Corp., Floating Rate Note, 6/25/34                                               | 2,570,126 |
|   | 653,203             | 0.87                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Impac CMB Trust Series 2004-5, Floating Rate Note, 10/25/34                                                   | 629,664 |
|   | 490,641             | 0.95                                                                                                                                                                                                                                                                                                                                  | B-/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34                                                   | 472,489 |
|   | 2,390,360           | 0.93                                                                                                                                                                                                                                                                                                                                  | B-/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34                                                   | 2,210,562 |
|   | 2,475,929           | 0.89                                                                                                                                                                                                                                                                                                                                  | BBB+/A3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Impac CMB Trust Series 2004-7, Floating Rate Note, 11/25/34                                                   | 2,332,271 |
|   | 783,488             | 0.91                                                                                                                                                                                                                                                                                                                                  | B/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Impac CMB Trust Series 2004-9, Floating Rate Note, 1/25/35                                                    | 699,367 |
|   | 2,214,401           | 0.95                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Impac Secured Assets CMN Owner Trust, Floating Rate Note, 11/25/34                                            | 2,163,740 |
|   | 488,946             | 0.50                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Impac Secured Assets Trust 2006-2, Floating Rate Note, 8/25/36                                                | 478,457 |
|   | 1,172,944           | 0.35                                                                                                                                                                                                                                                                                                                                  | BB+/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Impac Secured Assets Trust 2006-5, Floating Rate Note, 12/25/36                                               | 1,078,921 |
|   | 378,929             | 2.52                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Jefferies Resecuritization Trust 2009-R2, Floating Rate Note, 5/26/37 (144A)                                  | 378,508 |
|   | 2,800,000           | 2.52                                                                                                                                                                                                                                                                                                                                  | A/A2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | JP Morgan Chase Commercial Mortgage Securities Corp., Floating Rate Note, 10/15/25 (144A)                     | 2,808,210 |
|   | 473,039             | 0.31                                                                                                                                                                                                                                                                                                                                  | AA/Aa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9, Floating Rate Note, 5/15/47                   | 471,209 |
|   | 1,600,000           |                                                                                                                                                                                                                                                                                                                                  | AAA/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, 3.6159%, 11/15/43 (144A)                        | 1,694,226 |
|   | 1,350,000           |                                                                                                                                                                                                                                                                                                                                  | NR/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/15/46                                | 1,432,195 |
|   | 900,000             | 3.98                                                                                                                                                                                                                                                                                                                                  | AA/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, Floating Rate Note, 10/15/45 (144A)             | 898,742 |
|   | 1,368,000           | 3.00                                                                                                                                                                                                                                                                                                                                  | AA-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | JP Morgan Chase Commercial Mortgage Securities Trust 2013-ALC, Floating Rate Note, 7/17/26 (144A)             | 1,379,919 |
|   | 1,500,000           | 1.96                                                                                                                                                                                                                                                                                                                                  | A-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | JP Morgan Chase Commercial Mortgage Securities Trust 2013-FL3, Floating Rate Note, 4/15/28 (144A)             | 1,503,608 |
|   | 1,387,068           | 2.03                                                                                                                                                                                                                                                                                                                                  | A+/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | JP Morgan Mortgage Trust 2003-A1, Floating Rate Note, 10/25/33                                                | 1,383,825 |
|   | 1,116,706           | 2.49                                                                                                                                                                                                                                                                                                                                  | A+/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | JP Morgan Mortgage Trust 2003-A1, Floating Rate Note, 10/25/33                                                | 1,114,196 |
|   | 2,070,308           | 2.49                                                                                                                                                                                                                                                                                                                                  | AA+/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | JP Morgan Mortgage Trust 2004-A1, Floating Rate Note, 2/25/34                                                 | 2,113,058 |
|   | 995,263             | 2.49                                                                                                                                                                                                                                                                                                                                  | AA+/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | JP Morgan Mortgage Trust 2004-A1, Floating Rate Note, 2/25/34                                                 | 1,001,404 |
|   | 252,543             | 2.62                                                                                                                                                                                                                                                                                                                                  | A+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | JP Morgan Mortgage Trust 2004-A2, Floating Rate Note, 5/25/34                                                 | 253,359 |
|   | 1,181,320           | 2.25                                                                                                                                                                                                                                                                                                                                  | AA+/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | JP Morgan Mortgage Trust 2004-A5, Floating Rate Note, 12/25/34                                                | 1,188,111 |
|   | 1,084,602           |                                                                                                                                                                                                                                                                                                                                  | B+/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | JP Morgan Mortgage Trust 2004-S1, 5.0%, 9/25/34                                                               | 1,131,500 |
|   | 1,925,487           |                                                                                                                                                                                                                                                                                                                                  | B-/Ba2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | JP Morgan Mortgage Trust 2004-S1, 6.0%, 9/25/34                                                               | 2,027,677 |
|   | 385,128             | 2.26                                                                                                                                                                                                                                                                                                                                  | BBB+/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | JP Morgan Mortgage Trust 2005-A4, Floating Rate Note, 7/25/35                                                 | 386,265 |
|   | 905,859             | 3.50                                                                                                                                                                                                                                                                                                                                  | AAA/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A)                                           | 888,356 |
|   | 998,356             | 3.50                                                                                                                                                                                                                                                                                                                                  | AAA/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | JP Morgan Mortgage Trust 2014-1, Floating Rate Note, 1/25/44 (144A)                                           | 986,518 |
|   | 548,439             | 2.75                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | La Hipotecaria Panamanian Mortgage Trust 2010-1, Floating Rate Note, 9/8/39 (144A)                            | 572,091 |
|   | 67,129              | 5.62                                                                                                                                                                                                                                                                                                                                  | BBB+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | LB-UBS Commercial Mortgage Trust 2002-C4, Floating Rate Note, 10/15/35 (144A)                                 | 67,173 |
|   | 212,327             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | LB-UBS Commercial Mortgage Trust 2004-C1, 4.568%, 1/15/31                                                     | 220,216 |
|   | 1,000,000           | 5.15                                                                                                                                                                                                                                                                                                                                  | NR/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | LB-UBS Commercial Mortgage Trust 2005-C2, Floating Rate Note, 4/15/30                                         | 1,031,230 |
|   | 2,255,000           | 5.20                                                                                                                                                                                                                                                                                                                                  | NR/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | LB-UBS Commercial Mortgage Trust 2005-C2, Floating Rate Note, 4/15/30                                         | 2,332,220 |
|   | 79,775              | 1.06                                                                                                                                                                                                                                                                                                                                  | BBB+/Aa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Lehman Brothers Floating Rate Commercial Mortgage Trust 2007-LLF C5, Floating Rate Note, 6/15/22 (144A)       | 79,733 |
|   | 347,303             | 1.10                                                                                                                                                                                                                                                                                                                                  | A+/Aa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3 Class 1A4, Floating Rate Note, 10/25/37 (144A) | 344,780 |
|   | 547,602             | 0.40                                                                                                                                                                                                                                                                                                                                  | A+/Aa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Lehman Brothers Small Balance Commercial, Floating Rate Note, 9/25/30 (144A)                                  | 511,120 |
|   | 1,395,000           | 5.38                                                                                                                                                                                                                                                                                                                                  | NR/A2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | LSTAR Commercial Mortgage Trust, Floating Rate Note, 6/25/43 (144A)                                           | 1,469,476 |
|   | 1,062,124           | 5.28                                                                                                                                                                                                                                                                                                                                  | B-/B3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | MASTR Adjustable Rate Mortgages Trust, Floating Rate Note, 1/25/35                                            | 1,072,997 |
|   | 942,943             |                                                                                                                                                                                                                                                                                                                                  | BB+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | MASTR Alternative Loan Trust 2004-10, 5.5%, 10/25/19                                                          | 966,485 |
|   | 49,919              |                                                                                                                                                                                                                                                                                                                                  | AAA/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | MASTR Alternative Loan Trust 2004-13, 4.5%, 1/25/15                                                           | 49,883 |
|   | 166,185             |                                                                                                                                                                                                                                                                                                                                  | B+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | MASTR Alternative Loan Trust 2004-13, 5.5%, 1/25/35                                                           | 171,231 |
|   | 2,265,505           |                                                                                                                                                                                                                                                                                                                                  | B-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34                                                            | 2,356,411 |
|   | 1,540,624           |                                                                                                                                                                                                                                                                                                                                  | A+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | MASTR Alternative Loan Trust 2005-1, 5.5%, 2/25/35                                                            | 1,564,362 |
|   | 805,220             | 6.64                                                                                                                                                                                                                                                                                                                                  | A-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | MASTR Seasoned Securitization Trust 2005-1, Floating Rate Note, 9/25/32                                       | 842,120 |
|   | 677,025             | 0.64                                                                                                                                                                                                                                                                                                                                  | AA+/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Mellon Residential Funding Corp. Mortgage Pass-Through Trust Series 2000 TBC2, Floating Rate Note, 6/15/30    | 663,248 |
|   | 897,248             | 0.60                                                                                                                                                                                                                                                                                                                                  | AA+/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Mellon Residential Funding Corp. Mortgage Pass-Through Trust Series 2000-TBC3, Floating Rate Note, 12/15/30   | 846,307 |
|   | 287,976             | 2.38                                                                                                                                                                                                                                                                                                                                  | BBB/B1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Merrill Lynch Mortgage Investors Trust Series 2005-2, Floating Rate Note, 10/25/35                            | 292,286 |
|   | 3,754,791           | 0.42                                                                                                                                                                                                                                                                                                                                  | AA+/A3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Merrill Lynch Mortgage Investors Trust Series 2005-A3, Floating Rate Note, 4/25/35                            | 3,591,991 |
|   | 1,284,010           | 0.61                                                                                                                                                                                                                                                                                                                                  | A+/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-A, Floating Rate Note, 4/25/29                        | 1,221,312 |
|   | 1,640,720           |                                                                                                                                                                                                                                                                                                                                  | AAA/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Morgan Stanley Capital I Trust 2004-HQ4, 4.97%, 4/14/40                                                       | 1,649,485 |
|   | 2,400,000           | 5.07                                                                                                                                                                                                                                                                                                                                  | BBB-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Morgan Stanley Capital I Trust 2005-HQ6, Floating Rate Note, 8/13/42                                          | 2,488,896 |
|   | 1,000,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Morgan Stanley Capital I Trust 2007-HQ13, 5.569%, 12/15/44                                                    | 1,082,189 |
|   | 656,492             | 0.26                                                                                                                                                                                                                                                                                                                                  | AA+/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Morgan Stanley Capital I, Inc., Floating Rate Note, 10/15/20 (144A)                                           | 655,106 |
|   | 5,102,000           | 0.28                                                                                                                                                                                                                                                                                                                                  | A+/Aa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Morgan Stanley Capital I, Inc., Floating Rate Note, 10/15/20 (144A)                                           | 5,063,761 |
|   | 3,360,294           | 0.43                                                                                                                                                                                                                                                                                                                                  | A+/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35                                     | 3,333,042 |
|   | 2,950,000           |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Morgan Stanley Re-REMIC Trust 2010-R9, 5.0%, 11/26/36 (144A)                                                  | 2,976,016 |
|   | 2,910,989           | 0.93                                                                                                                                                                                                                                                                                                                                  | AA+/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | MortgageIT Trust 2004-1, Floating Rate Note, 11/25/34                                                         | 2,802,278 |
|   | 997,886             | 3.75                                                                                                                                                                                                                                                                                                                                  | AAA/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Nationstar Mortgage Loan Trust 2013-A, Floating Rate Note, 12/25/52 (144A)                                    | 1,024,025 |
|   | 3,000,000           | 0.35                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Nomura Resecuritization Trust 2011-3R, Floating Rate Note, 7/26/37 (144A)                                     | 2,911,800 |
|   | 2,262,972           | 1.36                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | NorthStar 2012-1 Mortgage Trust, Floating Rate Note, 8/25/29 (144A)                                           | 2,264,778 |
|   | 586,745             | 0.40                                                                                                                                                                                                                                                                                                                                  | BB+/B2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Opteum Mortgage Acceptance Corp. Asset Backed Pass-Through Certificates 2005-5, Floating Rate Note, 12/25/35  | 577,185 |
|   | 1,550,000           |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | ORES NPL LLC, 3.0%, 3/27/24 (144A)                                                                            | 1,550,000 |
|   | 509,332             |                                                                                                                                                                                                                                                                                                                                  | NR/A2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | PHH Mortgage Capital LLC, 6.6%, 12/25/27 (Step) (144A)                                                        | 517,742 |
|   | 459,507             |                                                                                                                                                                                                                                                                                                                                  | BB+/Caa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | RAAC Series 2004-SP2 Trust, 6.0%, 1/25/32                                                                     | 468,237 |
|   | 791,066             | 0.72                                                                                                                                                                                                                                                                                                                                  | B+/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | RALI Series 2003-QS11 Trust, Floating Rate Note, 6/25/33                                                      | 750,810 |
|   | 771,269             | 0.70                                                                                                                                                                                                                                                                                                                                  | B-/Ba2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33                                                      | 732,487 |
|   | 590,277             |                                                                                                                                                                                                                                                                                                                                  | NR/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | RALI Series 2003-QS14 Trust, 5.0%, 7/25/18                                                                    | 600,669 |
|   | 2,497,980           |                                                                                                                                                                                                                                                                                                                                  | NR/B1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | RALI Series 2004-QS13 Trust, 5.0%, 9/25/19                                                                    | 2,559,136 |
|   | 933,074             |                                                                                                                                                                                                                                                                                                                                  | NR/B3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | RALI Series 2004-QS16 Trust, 5.5%, 12/25/34                                                                   | 951,048 |
|   | 1,456,706           |                                                                                                                                                                                                                                                                                                                                  | NR/Ba2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | RALI Series 2004-QS3 Trust, 5.0%, 3/25/19                                                                     | 1,493,623 |
|   | 604,077             | 1.55                                                                                                                                                                                                                                                                                                                                  | B-/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | RESI Finance LP, Floating Rate Note, 9/10/35 (144A)                                                           | 530,680 |
|   | 352,408             |                                                                                                                                                                                                                                                                                                                                  | B-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Residential Asset Securitization Trust 2004-A10, 5.5%, 2/25/35                                                | 359,540 |
|   | 536,267             |                                                                                                                                                                                                                                                                                                                                  | BBB/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Residential Asset Securitization Trust 2004-A8, 5.25%, 11/25/34                                               | 557,898 |
|   | 1,599,346           |                                                                                                                                                                                                                                                                                                                                  | B/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Residential Asset Securitization Trust 2004-A9, 5.75%, 12/25/34                                               | 1,656,911 |
|   | 1,331,359           |                                                                                                                                                                                                                                                                                                                                  | CCC/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Residential Asset Securitization Trust 2005-A9, 5.5%, 7/25/35                                                 | 1,324,748 |
|   | 1,030,552           |                                                                                                                                                                                                                                                                                                                                  | NR/B3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | RFMSI Series 2005-S5 Trust, 5.25%, 7/25/35                                                                    | 1,064,439 |
|   | 2,875,442           | 0.82                                                                                                                                                                                                                                                                                                                                  | AA+/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Sequoia Mortgage Trust 2003-2, Floating Rate Note, 6/20/33                                                    | 2,765,241 |
|   | 1,429,220           | 0.78                                                                                                                                                                                                                                                                                                                                  | AA+/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Sequoia Mortgage Trust 2003-5, Floating Rate Note, 9/20/33                                                    | 1,426,857 |
|   | 1,207,348           | 0.64                                                                                                                                                                                                                                                                                                                                  | AA/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Sequoia Mortgage Trust 2004-12, Floating Rate Note, 1/20/35                                                   | 1,107,355 |
|   | 1,092,334           | 0.50                                                                                                                                                                                                                                                                                                                                  | A+/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Sequoia Mortgage Trust 2004-9, Floating Rate Note, 10/20/34                                                   | 1,030,941 |
|   | 1,447,016           | 0.38                                                                                                                                                                                                                                                                                                                                  | BBB+/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Sequoia Mortgage Trust 2005-2, Floating Rate Note, 3/20/35                                                    | 1,277,342 |
|   | 2,203,859           | 3.00                                                                                                                                                                                                                                                                                                                                  | NR/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Sequoia Mortgage Trust 2013-6, Floating Rate Note, 5/25/43                                                    | 2,044,207 |
|   | 1,684,279           | 3.00                                                                                                                                                                                                                                                                                                                                  | AAA/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43                                                    | 1,574,008 |
|   | 713,315             | 2.25                                                                                                                                                                                                                                                                                                                                  | NR/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43                                                    | 675,075 |
|   | 846,479             | 3.00                                                                                                                                                                                                                                                                                                                                  | NR/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43                                                    | 776,957 |
|   | 2,123,512           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Sequoia Mortgage Trust 2013-9, 3.5%, 7/25/43 (144A)                                                           | 2,094,416 |
|   | 93,143              |                                                                                                                                                                                                                                                                                                                                  | NR/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | SMA Issuer I LLC, 3.5%, 8/20/25 (144A)                                                                        | 93,013 |
|   | 268,918             |                                                                                                                                                                                                                                                                                                                                  | BB+/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Spirit Master Funding LLC, 5.74%, 3/20/25 (144A)                                                              | 275,924 |
|   | 200,000             |                                                                                                                                                                                                                                                                                                                                  | A+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Spirit Master Funding VII LLC, 3.8868%, 12/20/43                                                              | 202,182 |
|   | 1,980,862           | 2.22                                                                                                                                                                                                                                                                                                                                  | AAA/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Springleaf Mortgage Loan Trust 2012-2, Floating Rate Note, 10/25/57 (144A)                                    | 2,008,095 |
|   | 750,000             | 3.79                                                                                                                                                                                                                                                                                                                                  | A-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Springleaf Mortgage Loan Trust, Floating Rate Note, 6/25/58 (144A)                                            | 742,089 |
|   | 673,824             | 2.37                                                                                                                                                                                                                                                                                                                                  | BBB-/B3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 1/25/35                                   | 662,795 |
|   | 459,258             | 5.16                                                                                                                                                                                                                                                                                                                                  | BBB+/Ba2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 11/25/34                                  | 452,007 |
|   | 4,577,291           | 0.84                                                                                                                                                                                                                                                                                                                                  | AA+/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Structured Asset Mortgage Investments II Trust 2004-AR8, Floating Rate Note, 5/19/35                          | 4,399,504 |
|   | 1,061,971           | 0.90                                                                                                                                                                                                                                                                                                                                  | A+/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Structured Asset Mortgage Investments Trust 2003-AR2, Floating Rate Note, 12/19/33                            | 1,015,136 |
|   | 937,983             | 2.67                                                                                                                                                                                                                                                                                                                                  | A+/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Structured Asset Securities Corp. Mortgage Certificates Series 2003-31A, Floating Rate Note, 10/25/33         | 945,532 |
|   | 1,080,918           | 0.45                                                                                                                                                                                                                                                                                                                                  | B-/B2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Structured Asset Securities Corp. Trust 2005-14, Floating Rate Note, 7/25/35                                  | 988,036 |
|   | 905,192             | 2.30                                                                                                                                                                                                                                                                                                                                  | NR/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Thornburg Mortgage Securities Trust 2003-3, Floating Rate Note, 6/25/43                                       | 897,334 |
|   | 3,387,113           | 0.89                                                                                                                                                                                                                                                                                                                                  | BBB+/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Thornburg Mortgage Securities Trust 2004-3, Floating Rate Note, 9/25/44                                       | 3,205,350 |
|   | 1,308,325           | 0.73                                                                                                                                                                                                                                                                                                                                  | BBB+/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Thornburg Mortgage Securities Trust 2004-4, Floating Rate Note, 12/25/44                                      | 1,216,370 |
|   | 770,443             | 2.61                                                                                                                                                                                                                                                                                                                                  | AAA/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Thornburg Mortgage Securities Trust Class II4A, Floating Rate Note, 3/25/44                                   | 768,600 |
|   | 4,470,000           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | TimberStar Trust 1, 5.668%, 10/15/36 (144A)                                                                   | 4,842,342 |
|   | 1,435,000           |                                                                                                                                                                                                                                                                                                                                  | AA/Aa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | TimberStar Trust 1, 5.7467%, 10/15/36 (144A)                                                                  | 1,546,248 |
|   | 337,395             |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | VOLT XV LLC, 3.22162%, 5/27/53 (Step) (144A)                                                                  | 331,490 |
|   | 1,044,128           |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | VOLT XXIII LLC, 3.625%, 11/25/53 (Step)                                                                       | 1,044,128 |
|   | 3,787,250           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Wachovia Bank Commercial Mortgage Trust Series 2004-C15, 4.803%, 10/15/41                                     | 3,843,263 |
|   | 165,347             | 2.02                                                                                                                                                                                                                                                                                                                                  | NR/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | WaMu Mortgage Pass-Through Certificates Series 2002-AR2 Trust, Floating Rate Note, 2/27/34                    | 160,681 |
|   | 2,536,464           | 2.44                                                                                                                                                                                                                                                                                                                                  | A+/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | WaMu Mortgage Pass-Through Certificates Series 2003-AR6 Trust, Floating Rate Note, 6/25/33                    | 2,571,779 |
|   | 131,281             | 2.41                                                                                                                                                                                                                                                                                                                                  | A+/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | WaMu Mortgage Pass-Through Certificates Series 2004-AR9 Trust, Floating Rate Note, 8/25/34                    | 131,530 |
|   | 2,212,376           | 2.41                                                                                                                                                                                                                                                                                                                                  | BBB/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | WaMu Mortgage Pass-Through Certificates Series 2005-AR3 Trust, Floating Rate Note, 3/25/35                    | 2,218,100 |
|   | 3,585,314           | 2.40                                                                                                                                                                                                                                                                                                                                  | BBB+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | WaMu Mortgage Pass-Through Certificates, Floating Rate Note, 1/25/35                                          | 3,601,749 |
|   | 1,233,457           | 0.56                                                                                                                                                                                                                                                                                                                                  | AA+/A1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Wells Fargo Alternative Loan 2005-2 Trust, Floating Rate Note, 10/25/35                                       | 1,219,154 |
|   | 1,927,000           |                                                                                                                                                                                                                                                                                                                                  | NR/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Wells Fargo Commercial Mortgage Trust 2012-LC5, 3.539%, 10/15/45                                              | 1,912,977 |
|   | 3,017,473           |                                                                                                                                                                                                                                                                                                                                  | NR/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Wells Fargo Commercial Mortgage Trust, 3.349%, 11/15/43 (144A)                                                | 3,151,346 |
|   | 1,800,000           |                                                                                                                                                                                                                                                                                                                                  | AAA/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Wells Fargo Commercial Mortgage Trust, Floating Rate Note, 2/15/27 (144A)                                     | 1,800,000 |
|   | 666,669             | 2.49                                                                                                                                                                                                                                                                                                                                  | AA+/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Wells Fargo Mortgage Backed Securities 2003-L Trust, Floating Rate Note, 11/25/33                             | 676,991 |
|   | 280,564             | 2.55                                                                                                                                                                                                                                                                                                                                  | A+/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Wells Fargo Mortgage Backed Securities 2003-L Trust, Floating Rate Note, 11/25/33                             | 274,208 |
|   | 1,008,184           | 2.62                                                                                                                                                                                                                                                                                                                                  | A+/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Wells Fargo Mortgage Backed Securities 2004-K Trust, Floating Rate Note, 7/25/34                              | 1,021,900 |
|   | 385,988             | 2.62                                                                                                                                                                                                                                                                                                                                  | AA+/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Wells Fargo Mortgage Backed Securities 2004-V Trust, Floating Rate Note, 10/25/34                             | 397,031 |
|   | 311,410             |                                                                                                                                                                                                                                                                                                                                  | AA+/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Wells Fargo Mortgage Backed Securities 2006-16 Trust, 5.0%, 11/25/36                                          | 323,954 |
|   | 1,179,806           | 4.92                                                                                                                                                                                                                                                                                                                                  | BBB+/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Wells Fargo Mortgage Backed Securities Trust, Floating Rate Note, 8/25/34                                     | 1,208,619 |
|   | 350,000             | 5.39                                                                                                                                                                                                                                                                                                                                  | NR/A2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A)                                  | 379,675 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS                                                                     |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | (Cost $304,756,076)                                                                                           | $ | 309,007,748 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | CORPORATE BONDS - 34.8%                                                                                       |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Energy - 3.6%                                                                                                 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Oil & Gas Drilling - 0.3%                                                                                 |
|   | 1,025,000           |                                                                                                                                                                                                                                                                                                                                  | BBB+/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Pride International, Inc., 6.875%, 8/15/20                                                                    | $ | 1,223,629 |
|   | 4,460,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Rowan Companies, Inc., 4.75%, 1/15/24                                                                         | 4,512,994 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 5,736,623 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Oil & Gas Equipment & Services - 0.3%                                                                 |
|   | 1,300,000           |                                                                                                                                                                                                                                                                                                                                  | A/A2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Halliburton Co., 7.6%, 8/15/96 (144A)                                                                         | $ | 1,854,375 |
|   | 125,000             |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42                                                       | 134,680 |
|   | 2,815,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19                                                       | 3,654,385 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 5,643,440 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Oil & Gas Exploration & Production - 0.8%                                                             |
|   | 2,230,000           |                                                                                                                                                                                                                                                                                                                                  | BBB+/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Canadian Natural Resources, Ltd., 6.5%, 2/15/37                                                               | $ | 2,718,673 |
|   | 1,800,000           |                                                                                                                                                                                                                                                                                                                                  | B/B2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | EP Energy LLC, 9.375%, 5/1/20                                                                                 | 2,081,250 |
|   | 901,000             |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Marathon Oil Corp., 5.9%, 3/15/18                                                                             | 1,028,963 |
|   | 1,400,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Newfield Exploration Co., 5.625%, 7/1/24                                                                      | 1,452,500 |
|   | 719,040             |                                                                                                                                                                                                                                                                                                                                  | A/Aa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Ras Laffan Liquefied Natural Gas Co., Ltd. III, 5.832%, 9/30/16 (144A)                                        | 765,778 |
|   | 1,000,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Rosneft Finance SA, 6.625%, 3/20/17 (144A)                                                                    | 1,071,250 |
|   | 2,080,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Rosneft Finance SA, 7.5%, 7/18/16 (144A)                                                                      | 2,254,200 |
|   | 1,000,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Rosneft Finance SA, 7.875%, 3/13/18 (144A)                                                                    | 1,117,500 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 12,490,114 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Oil & Gas Refining & Marketing - 0.4%                                                                 |
|   | 2,475,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Spectra Energy Capital LLC, 6.2%, 4/15/18                                                                     | $ | 2,820,005 |
|   | 2,890,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Valero Energy Corp., 9.375%, 3/15/19                                                                          | 3,760,757 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 6,580,762 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Oil & Gas Storage & Transportation - 1.8%                                                             |
|   | 2,900,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | DCP Midstream LLC, 9.75%, 3/15/19 (144A)                                                                      | $ | 3,697,190 |
|   | 3,950,000           | 5.85                                                                                                                                                                                                                                                                                                                                  | BB/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A)                                                         | 3,713,000 |
|   | 1,200,000           | 3.26                                                                                                                                                                                                                                                                                                                                  | BB/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Energy Transfer Partners LP, Floating Rate Note, 11/1/66                                                      | 1,098,000 |
|   | 5,310,000           |                                                                                                                                                                                                                                                                                                                                  | BBB+/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Enterprise Products Operating LLC, 3.9%, 2/15/24                                                              | 5,337,755 |
|   | 3,250,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Kinder Morgan Energy Partners LP, 5.95%, 2/15/18                                                              | 3,682,315 |
|   | 1,500,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Spectra Energy Capital LLC, 6.75%, 7/15/18                                                                    | 1,708,797 |
|   | 1,500,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Sunoco Logistics Partners Operations LP, 4.25%, 4/1/24                                                        | 1,496,610 |
|   | 2,200,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42                                                        | 2,408,250 |
|   | 2,475,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | The Williams Companies, Inc., 7.75%, 6/15/31                                                                  | 2,776,752 |
|   | 3,605,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Williams Partners LP, 4.3%, 3/4/24                                                                            | 3,620,985 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 29,539,654 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Energy                                                                                                  | $ | 59,990,593 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Materials - 1.3%                                                                                              |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Diversified Chemicals - 0.3%                                                                                  |
|   | 4,845,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | CF Industries, Inc., 5.15%, 3/15/34                                                                           | $ | 4,981,639 |
|   | 980,000             |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Eastman Chemical Co., 4.8%, 9/1/42                                                                            | 967,079 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 5,948,718 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Construction Materials - 0.3%                                                                                 |
|   | 3,328,000           |                                                                                                                                                                                                                                                                                                                                  | B+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Cemex Espana Luxembourg, 9.875%, 4/30/19 (144A)                                                               | $ | 3,860,480 |
|   | 475,000             |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A)                                                   | 540,715 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 4,401,195 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Diversified Metals & Mining - 0.5%                                                                        |
|   | 2,335,000           |                                                                                                                                                                                                                                                                                                                                  | BB+/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | AngloGold Ashanti Holdings Plc, 5.375%, 4/15/20                                                               | $ | 2,328,343 |
|   | 1,850,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Freeport-McMoRan Copper & Gold, Inc., 3.875%, 3/15/23                                                     | 1,768,920 |
|   | 5,000,000           |                                                                                                                                                                                                                                                                                                                                  | BB+/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Gold Fields Orogen Holding BVI, Ltd., 4.875%, 10/7/20 (144A)                                                  | 4,325,000 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 8,422,263 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Gold - 0.1%                                                                                                   |   |   |
|   | 1,650,000           |                                                                                                                                                                                                                                                                                                                                  | BBB+/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Goldcorp, Inc., 3.7%, 3/15/23                                                                                 | $ | 1,555,417 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Steel - 0.1%                                                                                                  |   |   |
|   | 1,175,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Glencore Funding LLC, 4.125%, 5/30/23 (144A)                                                                  | $ | 1,122,225 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Materials                                                                                               | $ | 21,449,818 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Capital Goods - 2.0%                                                                                          |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Aerospace & Defense - 0.1%                                                                                |
|   | 2,250,000           |                                                                                                                                                                                                                                                                                                                                  | BB-/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Bombardier, Inc., 4.25%, 1/15/16 (144A)                                                                       | $ | 2,340,000 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Building Products - 0.5%                                                                                      |
|   | 825,000             |                                                                                                                                                                                                                                                                                                                                  | BBB-/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Masco Corp., 5.95%, 3/15/22                                                                                   | $ | 895,125 |
|   | 4,260,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Masco Corp., 7.125%, 3/15/20                                                                                  | 4,920,300 |
|   | 1,750,000           | 5.75                                                                                                                                                                                                                                                                                                                                  | BBB+/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53                                                | 1,876,875 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 7,692,300 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Industrial Conglomerates - 0.2%                                                                               |
|   | 2,950,000           |                                                                                                                                                                                                                                                                                                                                  | A-/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Tyco Electronics Group SA, 6.55%, 10/1/17                                                                     | $ | 3,411,309 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Construction & Farm Machinery & Heavy Trucks - 0.3%                                                   |
|   | 3,200,000           |                                                                                                                                                                                                                                                                                                                                  | A/A3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Cummins, Inc., 5.65%, 3/1/98                                                                                  | $ | 3,318,339 |
|   | 910,000             |                                                                                                                                                                                                                                                                                                                                  | A/A3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Cummins, Inc., 6.75%, 2/15/27                                                                                 | 1,086,141 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 4,404,480 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Industrial Machinery - 0.1%                                                                                   |
|   | 1,810,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Valmont Industries, Inc., 6.625%, 4/20/20                                                                     | $ | 2,101,761 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Trading Companies & Distributors - 0.8%                                                                   |
|   | 3,525,000           |                                                                                                                                                                                                                                                                                                                                  | BB+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Aviation Capital Group Corp., 6.75%, 4/6/21 (144A)                                                            | $ | 3,888,960 |
|   | 2,260,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | GATX Corp., 5.2%, 3/15/44                                                                                     | 2,323,468 |
|   | 5,660,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | GATX Corp., 6.0%, 2/15/18                                                                                     | 6,405,371 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 12,617,799 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Capital Goods                                                                                           | $ | 32,567,649 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Transportation - 0.1%                                                                                         |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Airlines - 0.1%                                                                                               |
|   | 1,500,000           |                                                                                                                                                                                                                                                                                                                                  | A-/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | US Airways 2013-1 Class A Pass Through Trust, 3.95%, 5/15/27                                                  | $ | 1,511,250 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Trucking - 0.0% †                                                                                       |
|   | 529,000             |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Asciano Finance, Ltd., 4.625%, 9/23/20 (144A)                                                                 | $ | 546,723 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Transportation                                                                                          | $ | 2,057,973 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Automobiles & Components - 0.4%                                                                           |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Auto Parts & Equipment - 0.3%                                                                             |
|   | 5,400,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Delphi Corp., 4.15%, 3/15/24                                                                                  | $ | 5,393,482 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Automobile Manufacturers - 0.1%                                                                               |
|   | 655,000             |                                                                                                                                                                                                                                                                                                                                  | BBB+/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Hyundai Motor Manufacturing Czech s.r.o., 4.5%, 4/15/15 (144A)                                                | $ | 678,169 |
|   | 790,000             |                                                                                                                                                                                                                                                                                                                                  | BBB+/A3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Nissan Motor Acceptance Corp., 4.5%, 1/30/15 (144A)                                                           | 815,478 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 1,493,647 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Automobiles & Components                                                                            | $ | 6,887,129 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Consumer Durables & Apparel - 0.0% †                                                                |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Home Furnishings - 0.0% †                                                                               |
|   | 800,000             |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Mohawk Industries, Inc., 3.85%, 2/1/23                                                                        | $ | 786,000 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Consumer Durables & Apparel                                                                         | $ | 786,000 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Consumer Services - 0.6%                                                                                      |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Casinos & Gaming - 0.2%                                                                                   |
|   | 1,010,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | GLP Capital LP, 4.375%, 11/1/18 (144A)                                                                        | $ | 1,036,512 |
|   | 1,885,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | GLP Capital LP, 4.875%, 11/1/20 (144A)                                                                        | 1,934,481 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 2,970,993 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Education Services - 0.4%                                                                                     |
|   | 1,000,000           |                                                                                                                                                                                                                                                                                                                                  | NR/Aa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Bowdoin College, 4.693%, 7/1/12                                                                               | $ | 905,474 |
|   | 2,600,000           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | President and Fellows of Harvard College, 2.3%, 10/1/23                                                       | 2,374,676 |
|   | 3,550,000           |                                                                                                                                                                                                                                                                                                                                  | AA-/Aa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Tufts University, 5.017%, 4/15/12                                                                             | 3,488,461 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 6,768,611 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Consumer Services                                                                                       | $ | 9,739,604 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Media - 0.2%                                                                                                  |   |   |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Movies & Entertainment - 0.2%                                                                             |
|   | 3,200,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Viacom, Inc., 5.25%, 4/1/44                                                                                   | $ | 3,269,581 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Media                                                                                                   | $ | 3,269,581 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Retailing - 0.1%                                                                                              |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Internet Retail - 0.1%                                                                                        |
|   | 800,000             |                                                                                                                                                                                                                                                                                                                                  | BBB-/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Expedia, Inc., 5.95%, 8/15/20                                                                                 | $ | 885,383 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Retailing                                                                                               | $ | 885,383 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Food & Staples Retailing - 0.1%                                                                           |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Drug Retail - 0.1%                                                                                            |
|   | 698,882             |                                                                                                                                                                                                                                                                                                                                  | BBB+/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | CVS Pass-Through Trust, 5.298%, 1/11/27 (144A)                                                                | $ | 767,150 |
|   | 1,433,013           |                                                                                                                                                                                                                                                                                                                                  | BBB+/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | CVS Pass-Through Trust, 5.773%, 1/10/33 (144A)                                                                | 1,562,667 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 2,329,817 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Food & Staples Retailing                                                                            | $ | 2,329,817 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Food, Beverage & Tobacco - 0.8%                                                                           |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Agricultural Products - 0.3%                                                                                  |
|   | 5,175,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Viterra, Inc., 5.95%, 8/1/20 (144A)                                                                           | $ | 5,688,143 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Packaged Foods & Meats - 0.4%                                                                             |
|   | 3,240,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Kraft Foods Group, Inc., 3.5%, 6/6/22                                                                         | $ | 3,259,531 |
|   | 2,581,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Mondelez International, Inc., 6.5%, 2/9/40                                                                    | 3,246,402 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 6,505,933 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Tobacco - 0.1%                                                                                                |
|   | 1,050,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Lorillard Tobacco Co., 3.75%, 5/20/23                                                                         | $ | 989,689 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Food, Beverage & Tobacco                                                                            | $ | 13,183,765 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Household & Personal Products - 0.2%                                                                      |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Personal Products - 0.2%                                                                                      |
|   | 3,720,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Avon Products, Inc., 5.0%, 3/15/23                                                                            | $ | 3,726,711 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Household & Personal Products                                                                       | $ | 3,726,711 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Health Care Equipment & Services - 0.3%                                                                   |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Health Care Services - 0.2%                                                                                   |
|   | 2,600,000           |                                                                                                                                                                                                                                                                                                                                  | A+/A1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Catholic Health Initiatives, 4.35%, 11/1/42                                                                   | $ | 2,378,979 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Health Care Facilities - 0.1%                                                                                 |
|   | 2,400,000           |                                                                                                                                                                                                                                                                                                                                  | A-/A3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | NYU Hospitals Center, 4.428%, 7/1/42                                                                          | $ | 2,174,474 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Health Care Equipment & Services                                                                    | $ | 4,553,453 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Pharmaceuticals, Biotechnology & Life Sciences - 0.4%                                                     |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Life Sciences Tools & Services - 0.4%                                                                     |
|   | 5,366,000           |                                                                                                                                                                                                                                                                                                                                  | BBB+/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Agilent Technologies, Inc., 6.5%, 11/1/17                                                                     | $ | 6,169,795 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Pharmaceuticals, Biotechnology & Life Sciences                                                      | $ | 6,169,795 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Banks - 4.7%                                                                                                  |   |   |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Diversified Banks - 2.4%                                                                                      |
|   | 1,865,000           |                                                                                                                                                                                                                                                                                                                                  | BBB+/A3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Australia & New Zealand Banking Group, Ltd., 4.5%, 3/19/24 (144A)                                         | $ | 1,859,871 |
|   | 3,515,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Barclays Bank Plc, 6.05%, 12/4/17 (144A)                                                                      | 3,939,422 |
|   | 3,815,000           |                                                                                                                                                                                                                                                                                                                                  | NR/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A)                                                                  | 4,124,969 |
|   | 3,435,000           |                                                                                                                                                                                                                                                                                                                                  | AA-/Aa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA Netherlands, 3.875%, 2/8/22                                | 3,557,368 |
|   | 625,000             |                                                                                                                                                                                                                                                                                                                                  | A+/Aa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Export-Import Bank of Korea, 5.875%, 1/14/15                                                                  | 649,824 |
|   | 1,305,000           |                                                                                                                                                                                                                                                                                                                                  | A/A2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | HSBC Bank Plc, 7.65%, 5/1/25                                                                                  | 1,635,152 |
|   | 3,940,000           |                                                                                                                                                                                                                                                                                                                                  | A-/A3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | HSBC Holdings Plc, 4.25%, 3/14/24                                                                             | 3,944,850 |
|   | 1,855,000           |                                                                                                                                                                                                                                                                                                                                  | A+/Aa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Industrial Bank of Korea, 7.125%, 4/23/14 (144A)                                                              | 1,861,468 |
|   | 3,476,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Intesa Sanpaolo S.p.A., 3.625%, 8/12/15 (144A)                                                                | 3,566,341 |
|   | 1,400,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A)                                                                  | 1,578,885 |
|   | 840,000             |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Macquarie Bank, Ltd., 6.625%, 4/7/21 (144A)                                                                   | 950,383 |
|   | 4,500,000           |                                                                                                                                                                                                                                                                                                                                  | A/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Nordea Bank AB, 4.25%, 9/21/22 (144A)                                                                         | 4,539,992 |
|   | 1,263,158           | 2.98                                                                                                                                                                                                                                                                                                                                  | A/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A)                                                       | 1,259,845 |
|   | 2,600,000           | 4.50                                                                                                                                                                                                                                                                                                                                  | NR/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Scotiabank Peru SA, Floating Rate Note, 12/13/27 (144A)                                                       | 2,379,000 |
|   | 2,200,000           |                                                                                                                                                                                                                                                                                                                                  | A/A2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Standard Chartered Bank, 6.4%, 9/26/17 (144A)                                                                 | 2,491,764 |
|   | 1,300,000           |                                                                                                                                                                                                                                                                                                                                  | A-/A3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Standard Chartered Plc, 3.95%, 1/11/23 (144A)                                                                 | 1,241,815 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 39,580,949 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Regional Banks - 2.0%                                                                                         |
|   | 1,190,000           |                                                                                                                                                                                                                                                                                                                                  | A-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | CoBank ACB, 7.875%, 4/16/18 (144A)                                                                            | $ | 1,424,912 |
|   | 3,350,000           |                                                                                                                                                                                                                                                                                                                                  | A/A2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | HSBC Bank USA NA New York NY, 6.0%, 8/9/17                                                                    | 3,779,812 |
|   | 3,960,000           | 6.45                                                                                                                                                                                                                                                                                                                                  | BBB/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | M&T Bank Corp., Floating Rate Note (Perpetual)                                                            | 4,093,650 |
|   | 2,505,000           |                                                                                                                                                                                                                                                                                                                                  | A/A2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Mellon Funding Corp., 5.5%, 11/15/18                                                                          | 2,827,003 |
|   | 1,435,000           |                                                                                                                                                                                                                                                                                                                                  | A-/A3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | PNC Bank NA, 6.0%, 12/7/17                                                                                    | 1,646,916 |
|   | 4,080,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Santander Bank NA, 8.75%, 5/30/18                                                                             | 4,865,400 |
|   | 1,025,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | SunTrust Banks, Inc., 3.5%, 1/20/17                                                                           | 1,082,125 |
|   | 6,273,000           | 4.45                                                                                                                                                                                                                                                                                                                                  | BBB/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual)                                        | 6,291,819 |
|   | 1,170,000           | 4.85                                                                                                                                                                                                                                                                                                                                  | BBB/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual)                                        | 1,096,875 |
|   | 1,320,000           | 6.75                                                                                                                                                                                                                                                                                                                                  | BBB/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual)                                        | 1,438,800 |
|   | 3,520,000           |                                                                                                                                                                                                                                                                                                                                  | A+/A1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Wachovia Bank NA, 6.0%, 11/15/17                                                                              | 4,055,519 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 32,602,831 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Thrifts & Mortgage Finance - 0.3%                                                                         |
|   | 2,300,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Astoria Financial Corp., 5.0%, 6/19/17                                                                        | $ | 2,478,482 |
|   | 2,000,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Santander Holdings USA, Inc. Pennsylvania, 3.0%, 9/24/15                                                      | 2,059,642 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 4,538,124 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Banks                                                                                                   | $ | 76,721,904 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Diversified Financials - 5.9%                                                                                 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Other Diversified Financial Services - 2.4%                                                                   |
|   | 3,000,000           |                                                                                                                                                                                                                                                                                                                                  | BBB+/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Alterra Finance LLC, 6.25%, 9/30/20                                                                           | $ | 3,437,604 |
|   | 1,100,000           |                                                                                                                                                                                                                                                                                                                                  | BBB+/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Bank of America Corp., 7.75%, 8/15/15                                                                         | 1,195,615 |
|   | 5,930,000           |                                                                                                                                                                                                                                                                                                                                  | A-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A)                                                       | 6,327,405 |
|   | 2,000,000           | 5.95                                                                                                                                                                                                                                                                                                                                  | BB+/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Citigroup, Inc., Floating Rate Note (Perpetual)                                                               | 1,955,000 |
|   | 1,340,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | EnLink Midstream Partners LP, 4.4%, 4/1/24                                                                    | 1,366,161 |
|   | 4,860,000           |                                                                                                                                                                                                                                                                                                                                  | AA/A2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | General Electric Capital Corp., 5.3%, 2/11/21                                                                 | 5,466,275 |
|   | 1,800,000           | 7.12                                                                                                                                                                                                                                                                                                                                  | AA-/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | General Electric Capital Corp., Floating Rate Note (Perpetual)                                                | 2,052,000 |
|   | 2,575,000           |                                                                                                                                                                                                                                                                                                                                  | A/A3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | JPMorgan Chase & Co., 6.0%, 1/15/18                                                                       | 2,955,361 |
|   | 1,890,000           | 6.12                                                                                                                                                                                                                                                                                                                                  | BBB/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | JPMorgan Chase & Co., Floating Rate Note, 12/29/49                                                        | 1,860,338 |
|   | 2,325,000           | 5.15                                                                                                                                                                                                                                                                                                                                  | BBB/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | JPMorgan Chase & Co., Floating Rate Note (Perpetual)                                                      | 2,179,688 |
|   | 4,015,000           | 6.75                                                                                                                                                                                                                                                                                                                                  | BBB/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | JPMorgan Chase & Co., Floating Rate Note, 8/29/49                                                         | 4,225,788 |
|   | 5,025,000           |                                                                                                                                                                                                                                                                                                                                  | A/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | KKR Group Finance Co. II LLC, 5.5%, 2/1/43 (144A)                                                             | 5,242,165 |
|   | 1,250,000           | 0.00                                                                                                                                                                                                                                                                                                                                  | BBB/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Tiers Trust, Floating Rate Note, 10/15/97 (144A) (e)                                                          | 875,682 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 39,139,082 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Specialized Finance - 0.6%                                                                                    |
|   | 3,200,000           |                                                                                                                                                                                                                                                                                                                                  | BBB+/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | BM&FBovespa SA, 5.5%, 7/16/20 (144A)                                                                      | $ | 3,400,000 |
|   | 2,980,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A)                                                                 | 3,150,456 |
|   | 1,475,000           |                                                                                                                                                                                                                                                                                                                                  | BBB+/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | LeasePlan Corp. NV, 2.5%, 5/16/18 (144A)                                                                      | 1,464,601 |
|   | 2,000,000           |                                                                                                                                                                                                                                                                                                                                  | A+/A1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | National Rural Utilities Cooperative Finance Corp., 5.45%, 2/1/18                                             | 2,271,856 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 10,286,913 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Consumer Finance - 0.5%                                                                                       |
|   | 1,465,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Capital One Bank USA NA, 8.8%, 7/15/19                                                                        | $ | 1,880,373 |
|   | 2,245,000           |                                                                                                                                                                                                                                                                                                                                  | BBB+/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Hyundai Capital America, 1.45%, 2/6/17 (144A)                                                                 | 2,233,261 |
|   | 3,155,000           | 4.00                                                                                                                                                                                                                                                                                                                                  | BBB-/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | SLM Corp., Floating Rate Note, 7/25/14                                                                        | 3,156,167 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 7,269,801 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Asset Management & Custody Banks - 1.0%                                                                   |
|   | 2,525,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Affiliated Managers Group, Inc., 4.25%, 2/15/24                                                               | $ | 2,540,185 |
|   | 1,400,000           |                                                                                                                                                                                                                                                                                                                                  | A+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Blackstone Holdings Finance Co. LLC, 4.75%, 2/15/23 (144A)                                                    | 1,485,791 |
|   | 733,000             |                                                                                                                                                                                                                                                                                                                                  | A-/A3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Eaton Vance Corp., 6.5%, 10/2/17                                                                              | 847,135 |
|   | 4,050,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Janus Capital Group, Inc., 6.7%, 6/15/17                                                                      | 4,572,616 |
|   | 4,290,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Legg Mason, Inc., 5.625%, 1/15/44                                                                             | 4,402,188 |
|   | 2,000,000           |                                                                                                                                                                                                                                                                                                                                  | A/A2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | The Bank of New York Mellon Corp., 4.95%, 3/15/15                                                             | 2,086,084 |
|   | 1,250,000           | 4.50                                                                                                                                                                                                                                                                                                                                  | BBB/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | The Bank of New York Mellon Corp., Floating Rate Note (Perpetual)                                             | 1,137,500 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 17,071,499 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Investment Banking & Brokerage - 1.4%                                                                     |
|   | 2,730,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/A3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Macquarie Group, Ltd., 6.0%, 1/14/20 (144A)                                                                   | $ | 3,027,597 |
|   | 4,350,000           |                                                                                                                                                                                                                                                                                                                                  | BBB+/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Merrill Lynch & Co., Inc., 7.75%, 5/14/38                                                                 | 5,736,006 |
|   | 5,100,000           |                                                                                                                                                                                                                                                                                                                                  | BBB+/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Morgan Stanley, 4.1%, 5/22/23                                                                                 | 5,048,301 |
|   | 300,000             |                                                                                                                                                                                                                                                                                                                                  | BBB+/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Morgan Stanley, 4.875%, 11/1/22                                                                               | 315,235 |
|   | 3,125,000           |                                                                                                                                                                                                                                                                                                                                  | A-/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Morgan Stanley, 5.5%, 1/26/20                                                                                 | 3,524,334 |
|   | 1,600,000           |                                                                                                                                                                                                                                                                                                                                  | NR/Aa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | North American Development Bank, 2.3%, 10/10/18                                                               | 1,581,152 |
|   | 2,000,000           |                                                                                                                                                                                                                                                                                                                                  | A-/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | The Goldman Sachs Group, Inc., 5.5%, 11/15/14                                                                 | 2,061,948 |
|   | 1,450,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | UBS AG, 7.625%, 8/17/22                                                                                       | 1,700,685 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 22,995,258 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Diversified Capital Markets - 0.0% †                                                                    |
|   | 300,000             | 7.50                                                                                                                                                                                                                                                                                                                                  | BB-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Credit Suisse Group AG, Floating Rate Note (Perpetual) (144A)                                                 | $ | 325,875 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Diversified Financials                                                                                  | $ | 97,088,428 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Insurance - 7.2%                                                                                              |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Life & Health Insurance - 1.7%                                                                            |
|   | 1,850,000           |                                                                                                                                                                                                                                                                                                                                  | BBB+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Delphi Financial Group, Inc., 7.875%, 1/31/20                                                                 | $ | 2,178,932 |
|   | 1,690,000           |                                                                                                                                                                                                                                                                                                                                  | A-/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Lincoln National Corp., 8.75%, 7/1/19                                                                         | 2,178,941 |
|   | 4,200,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | MetLife, Inc., 10.75%, 8/1/69                                                                                 | 6,363,000 |
|   | 4,250,000           |                                                                                                                                                                                                                                                                                                                                  | A-/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Protective Life Corp., 7.375%, 10/15/19                                                                       | 5,159,670 |
|   | 1,090,000           |                                                                                                                                                                                                                                                                                                                                  | A/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Prudential Financial, Inc., 4.5%, 11/16/21                                                                    | 1,183,234 |
|   | 1,500,000           | 5.62                                                                                                                                                                                                                                                                                                                                  | BBB+/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Prudential Financial, Inc., Floating Rate Note, 6/15/43                                                       | 1,530,000 |
|   | 2,140,000           | 8.88                                                                                                                                                                                                                                                                                                                                  | BBB+/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Prudential Financial, Inc., Floating Rate Note, 6/15/68                                                       | 2,621,500 |
|   | 1,800,000           | 5.88                                                                                                                                                                                                                                                                                                                                  | BBB+/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Prudential Financial, Inc., Floating Rate Note, 9/15/42                                                       | 1,878,750 |
|   | 3,205,000           |                                                                                                                                                                                                                                                                                                                                  | AA-/Aa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Teachers Insurance & Annuity Association of America, 6.85%, 12/16/39 (144A)                               | 4,205,710 |
|   | 1,080,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Unum Group, 5.75%, 8/15/42                                                                                    | 1,200,947 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 28,500,684 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Multi-line Insurance - 0.8%                                                                                   |
|   | 3,900,000           |                                                                                                                                                                                                                                                                                                                                  | BBB+/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Assurant, Inc., 4.0%, 3/15/23                                                                                 | $ | 3,843,840 |
|   | 2,335,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/A3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | AXA SA, 8.6%, 12/15/30                                                                                        | 3,012,150 |
|   | 3,035,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Liberty Mutual Group, Inc., 7.3%, 6/15/14 (144A)                                                              | 3,072,525 |
|   | 2,650,000           |                                                                                                                                                                                                                                                                                                                                  | A+/A2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Loews Corp., 5.25%, 3/15/16                                                                                   | 2,868,548 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 12,797,063 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Property & Casualty Insurance - 1.0%                                                                      |
|   | 1,200,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Fidelity National Financial, Inc., 5.5%, 9/1/22                                                               | $ | 1,277,641 |
|   | 1,350,000           |                                                                                                                                                                                                                                                                                                                                  | NR/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | First American Financial Corp., 4.3%, 2/1/23                                                                  | 1,323,269 |
|   | 1,000,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | OneBeacon US Holdings, Inc., 4.6%, 11/9/22                                                                    | 1,000,353 |
|   | 1,100,000           |                                                                                                                                                                                                                                                                                                                                  | A-/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | QBE Insurance Group, Ltd., 2.4%, 5/1/18 (144A)                                                                | 1,075,596 |
|   | 5,455,000           | 6.50                                                                                                                                                                                                                                                                                                                                  | BBB/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | The Allstate Corp., Floating Rate Note, 5/15/57                                                               | 5,788,300 |
|   | 700,000             |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | The Hanover Insurance Group, Inc., 7.5%, 3/1/20                                                               | 832,612 |
|   | 1,952,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | The Hanover Insurance Group, Inc., 7.625%, 10/15/25                                                           | 2,354,071 |
|   | 2,000,000           |                                                                                                                                                                                                                                                                                                                                  | A/A2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | The Travelers Companies, Inc., 6.25%, 6/15/37                                                                 | 2,495,250 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 16,147,092 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Reinsurance - 3.7%                                                                                            |
|   | 1,800,000           | 6.38                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Aquarius + Investments Plc for Swiss Reinsurance Co., Ltd., Floating Rate Note, 9/1/24                        | $ | 1,908,000 |
|   | 1,800,000           | 4.25                                                                                                                                                                                                                                                                                                                                  | BB+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Armor Re, Ltd., Floating Rate Note, 5/14/14 (Cat Bond) (144A)                                                 | 1,805,580 |
|   | 500,000             | 3.44                                                                                                                                                                                                                                                                                                                                  | BB/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A)                                         | 511,600 |
|   | 250,000             | 8.12                                                                                                                                                                                                                                                                                                                                  | BB-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Atlas Reinsurance VII, Ltd., Floating Rate Note, 1/7/16 (Cat Bond) (144A)                                     | 263,250 |
|   | 500,000             | 4.30                                                                                                                                                                                                                                                                                                                                  | BB+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Blue Danube II, Ltd., Floating Rate Note, 5/23/16 (Cat Bond) (144A)                                           | 508,400 |
|   | 250,000             | 6.24                                                                                                                                                                                                                                                                                                                                  | BB+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A)                                              | 257,175 |
|   | 350,000             | 2.55                                                                                                                                                                                                                                                                                                                                  | BB+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Bosphorus 1 Re, Ltd., Floating Rate Note, 5/3/16 (Cat Bond) (144A)                                            | 350,175 |
|   | 1,250,000           | 5.31                                                                                                                                                                                                                                                                                                                                  | BB-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A)                                                 | 1,270,125 |
|   | 1,100,000           | 6.91                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Caelus Re, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A)                                                 | 1,153,240 |
|   | 1,000,000           | 4.74                                                                                                                                                                                                                                                                                                                                  | NR/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Combine Re, Ltd., Floating Rate Note, 1/7/15 (Cat Bond) (144A)                                                | 1,019,100 |
|   | 300,000             | 9.06                                                                                                                                                                                                                                                                                                                                  | BB-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A)                                                | 306,210 |
|   | 950,000             | 10.31                                                                                                                                                                                                                                                                                                                                 | BB-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A)                                                | 976,125 |
|   | 250,000             | 9.05                                                                                                                                                                                                                                                                                                                                  | BB/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A)                                           | 269,650 |
|   | 850,000             | 6.70                                                                                                                                                                                                                                                                                                                                  | BB/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | East Lane Re, Ltd., Floating Rate Note, 3/13/15 (Cat Bond) (144A)                                             | 875,330 |
|   | 250,000             | 7.39                                                                                                                                                                                                                                                                                                                                  | BB-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/13/15 (Cat Bond) (144A)                                  | 256,575 |
|   | 500,000             | 6.68                                                                                                                                                                                                                                                                                                                                  | BB-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/4/16 (Cat Bond) (144A)                                   | 505,000 |
|   | 650,000             | 5.24                                                                                                                                                                                                                                                                                                                                  | BB+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Embarcadero Reinsurance, Ltd., Floating Rate Note, 8/7/15 (Cat Bond) (144A)                                   | 669,175 |
|   | 4,475,000           | 17.77                                                                                                                                                                                                                                                                                                                                 | B+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Everglades Re, Ltd., Floating Rate Note, 4/30/14 (Cat Bond) (144A)                                            | 4,529,595 |
|   | 1,050,000           | 5.03                                                                                                                                                                                                                                                                                                                                  | BB+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Foundation Re III, Ltd., Floating Rate Note, 2/25/15 (Cat Bond) (144A)                                        | 1,068,270 |
|   | 1,200,000           | 7.44                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A)                                                | 1,247,880 |
|   | 900,000             | 4.05                                                                                                                                                                                                                                                                                                                                  | BB+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A)                                               | 918,180 |
|   | 1,500,000           | 6.94                                                                                                                                                                                                                                                                                                                                  | BB-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Johnston Re, Ltd., Floating Rate Note, 5/8/14 (Cat Bond) (144A)                                               | 1,504,350 |
|   | 2,100,000           | 7.64                                                                                                                                                                                                                                                                                                                                  | BB-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Johnston Re, Ltd., Floating Rate Note, 5/8/14 (Cat Bond) (144A)                                               | 2,107,560 |
|   | 1,004,000           | 0.00                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | KANE-PI5, Floating Rate Note, 7/18/16                                                                         | 1,021,972 |
|   | 250,000             |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Loma Reinsurance, Ltd. Bermuda, Floating Rate Note, 1/8/18 (Cat Bond) (144A)                                  | 260,000 |
|   | 1,200,000           | 4.05                                                                                                                                                                                                                                                                                                                                  | BB/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A)                                         | 1,222,800 |
|   | 1,000,000           |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Merna Reinsurance V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A)                                       | 999,700 |
|   | 2,650,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Montpelier Re Holdings, Ltd., 4.7%, 10/15/22                                                                  | 2,688,224 |
|   | 650,000             | 9.06                                                                                                                                                                                                                                                                                                                                  | BB/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A)                                                | 677,040 |
|   | 750,000             | 8.74                                                                                                                                                                                                                                                                                                                                  | NR/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A)                                                 | 790,200 |
|   | 500,000             | 8.24                                                                                                                                                                                                                                                                                                                                  | NR/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A)                                                 | 528,600 |
|   | 500,000             | 8.55                                                                                                                                                                                                                                                                                                                                  | B+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Mythen Re, Ltd., Series 2012-2 Class A, Floating Rate Note, 1/5/17 (Cat Bond) (144A)                          | 532,200 |
|   | 5,048,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Platinum Underwriters Finance, Inc., 7.5%, 6/1/17                                                             | 5,706,915 |
|   | 750,000             | 7.56                                                                                                                                                                                                                                                                                                                                  | CC/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Queen Street II Capital, Ltd., Floating Rate Note, 4/9/14 (Cat Bond) (144A)                                   | 750,525 |
|   | 500,000             | 7.56                                                                                                                                                                                                                                                                                                                                  | BB-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Queen Street IV Capital, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A)                                   | 515,700 |
|   | 250,000             | 10.58                                                                                                                                                                                                                                                                                                                                 | B/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Queen Street VI Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A)                                        | 263,500 |
|   | 900,000             | 8.65                                                                                                                                                                                                                                                                                                                                  | B/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Queen Street VII Re, Ltd., Floating Rate Note, 4/8/16 (Cat Bond) (144A)                                       | 951,750 |
|   | 725,000             | 8.80                                                                                                                                                                                                                                                                                                                                  | B+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A)                             | 767,050 |
|   | 650,000             | 9.06                                                                                                                                                                                                                                                                                                                                  | BB-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A)                              | 683,800 |
|   | 2,800,000           | 4.55                                                                                                                                                                                                                                                                                                                                  | BB+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A)                             | 2,900,520 |
|   | 275,000             | 10.05                                                                                                                                                                                                                                                                                                                                 | BB-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A)                              | 304,645 |
|   | 800,000             | 8.05                                                                                                                                                                                                                                                                                                                                  | BB/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A)                              | 882,320 |
|   | 250,000             | 9.30                                                                                                                                                                                                                                                                                                                                  | B-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Residential Reinsurance 2013, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A)                              | 260,925 |
|   | 1,250,000           | 4.06                                                                                                                                                                                                                                                                                                                                  | BB/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A)                                                | 1,265,125 |
|   | 1,200,000           | 3.56                                                                                                                                                                                                                                                                                                                                  | BB+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A)                                                | 1,211,520 |
|   | 250,000             |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Silverton Re, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A)                                                           | 259,600 |
|   | 3,600,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Sirius International Group, Ltd., 6.375%, 3/20/17 (144A)                                                      | 4,020,271 |
|   | 2,110,000           | 7.51                                                                                                                                                                                                                                                                                                                                  | BB+/Ba2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Sirius International Group, Ltd., Floating Rate Note (Perpetual) (144A)                                       | 2,215,129 |
|   | 250,000             | 11.28                                                                                                                                                                                                                                                                                                                                 | B-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A)                                             | 267,975 |
|   | 300,000             | 8.53                                                                                                                                                                                                                                                                                                                                  | B+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A)                                               | 323,250 |
|   | 250,000             | 6.25                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Tradewynd Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A)                                              | 251,325 |
|   | 1,500,000           | 0.04                                                                                                                                                                                                                                                                                                                                  | BBB-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A)                                           | 1,524,900 |
|   | 500,000             | 2.81                                                                                                                                                                                                                                                                                                                                  | BBB+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A)                                            | 512,950 |
|   | 500,000             |                                                                                                                                                                                                                                                                                                                                  | BBB+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A)                                             | 500,000 |
|   | 1,400,000           | 5.88                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A)                                                     | 1,393,000 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 60,733,976 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Insurance                                                                                               | $ | 118,178,815 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Real Estate - 2.3%                                                                                            |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Diversified REIT - 0.4%                                                                                       |
|   | 725,000             |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Digital Realty Trust LP, 5.875%, 2/1/20                                                                       | $ | 793,755 |
|   | 1,050,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Goodman Funding Pty, Ltd., 6.0%, 3/22/22 (144A)                                                               | 1,156,997 |
|   | 3,455,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Goodman Funding Pty, Ltd., 6.375%, 4/15/21 (144A)                                                             | 3,905,238 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 5,855,990 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Industrial REIT - 0.1%                                                                                        |
|   | 1,475,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 (144A)                                                | $ | 1,470,870 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Office REIT - 0.6%                                                                                            |
|   | 1,093,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23                                                          | $ | 1,055,626 |
|   | 2,670,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22                                                           | 2,758,930 |
|   | 900,000             |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | BioMed Realty LP, 4.25%, 7/15/22                                                                              | 892,240 |
|   | 1,500,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Corporate Office Properties LP, 3.6%, 5/15/23                                                                 | 1,386,690 |
|   | 2,100,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Highwoods Realty LP, 3.625%, 1/15/23                                                                          | 1,987,616 |
|   | 2,550,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Piedmont Operating Partnership LP, 3.4%, 6/1/23                                                               | 2,362,175 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 10,443,277 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Healthcare REIT - 0.2%                                                                                        |
|   | 3,945,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Omega Healthcare Investors, Inc., 4.95%, 4/1/24 (144A)                                                        | $ | 3,861,263 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Retail REIT - 0.2%                                                                                            |
|   | 575,000             |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | DDR Corp., 4.625%, 7/15/22                                                                                    | $ | 602,520 |
|   | 2,905,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | DDR Corp., 7.5%, 4/1/17                                                                                       | 3,363,577 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 3,966,097 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Specialized REIT - 0.7%                                                                                       |
|   | 730,000             |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | CubeSmart LP, 4.8%, 7/15/22                                                                                   | $ | 773,152 |
|   | 1,000,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Health Care Real Estate Investment Trust, Inc., 4.5%, 1/15/24                                                 | 1,029,897 |
|   | 2,425,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Healthcare Realty Trust, Inc., 6.5%, 1/17/17                                                                  | 2,736,489 |
|   | 1,985,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Hospitality Properties Trust, 5.0%, 8/15/22                                                                   | 2,064,122 |
|   | 4,285,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Senior Housing Properties Trust, 6.75%, 4/15/20                                                               | 4,843,905 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 11,447,565 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Diversified Real Estate Activities - 0.1%                                                                     |
|   | 1,715,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | WP Carey, Inc., 4.60%, 4/1/24                                                                                 | $ | 1,714,314 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Real Estate                                                                                             | $ | 38,759,376 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Software & Services - 0.1%                                                                                |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Data Processing & Outsourced Services - 0.0% †                                                      |
|   | 447,000             |                                                                                                                                                                                                                                                                                                                                  | B-/Caa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | First Data Corp., 8.25%, 1/15/21 (144A)                                                                       | $ | 484,995 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Home Entertainment Software - 0.1%                                                                            |
|   | 650,000             |                                                                                                                                                                                                                                                                                                                                  | BB+/Ba2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Activision Blizzard, Inc., 6.125%, 9/15/23 (144A)                                                             | $ | 707,688 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Software & Services                                                                                 | $ | 1,192,683 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Technology Hardware & Equipment - 0.3%                                                                    |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Communications Equipment - 0.2%                                                                               |
|   | 3,485,000           |                                                                                                                                                                                                                                                                                                                                  | AA-/A1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Cisco Systems, Inc., 3.625%, 3/4/24                                                                           | $ | 3,514,058 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Computer Hardware - 0.1%                                                                                      |
|   | 2,100,000           |                                                                                                                                                                                                                                                                                                                                  | BB/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | NCR Corp., 4.625%, 2/15/21                                                                                    | $ | 2,110,500 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Technology Hardware & Equipment                                                                     | $ | 5,624,558 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Semiconductors & Semiconductor Equipment - 0.2%                                                           |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Semiconductor Equipment - 0.2%                                                                                |
|   | 3,100,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | KLA-Tencor Corp., 6.9%, 5/1/18                                                                                | $ | 3,634,595 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Semiconductors & Semiconductor Equipment                                                            | $ | 3,634,595 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Telecommunication Services - 1.2%                                                                             |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Integrated Telecommunication Services - 1.1%                                                                  |
|   | 469,000             |                                                                                                                                                                                                                                                                                                                                  | B/B3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Cincinnati Bell, Inc., 8.375%, 10/15/20                                                                       | $ | 513,555 |
|   | 3,355,000           |                                                                                                                                                                                                                                                                                                                                  | NR/A2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | GTP Acquisition Partners I LLC, 4.347%, 6/15/16 (144A)                                                        | 3,554,579 |
|   | 789,458             |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A)                                                                | 827,533 |
|   | 3,950,000           |                                                                                                                                                                                                                                                                                                                                  | NR/A2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | GTP Towers Issuer LLC, 4.436%, 2/15/15 (144A)                                                                 | 4,038,417 |
|   | 2,750,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Telefonica Emisiones SAU, 6.221%, 7/3/17                                                                      | 3,110,712 |
|   | 1,500,000           |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Unison Ground Lease Funding LLC, 2.981%, 3/15/20 (144A)                                                       | 1,436,724 |
|   | 3,460,000           |                                                                                                                                                                                                                                                                                                                                  | BBB+/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Verizon Communications, Inc., 6.55%, 9/15/43                                                                  | 4,210,595 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 17,692,115 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Wireless Telecommunication Services - 0.1%                                                                    |
|   | 1,625,000           |                                                                                                                                                                                                                                                                                                                                  | NR/A2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Crown Castle Towers LLC, 6.113%, 1/15/20 (144A)                                                               | $ | 1,862,752 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Telecommunication Services                                                                              | $ | 19,554,867 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Utilities - 2.8%                                                                                              |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Electric Utilities - 1.8%                                                                                     |
|   | 980,000             |                                                                                                                                                                                                                                                                                                                                  | A-/A2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Commonwealth Edison Co., 6.15%, 9/15/17                                                                       | $ | 1,127,335 |
|   | 601,960             |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Crockett Cogeneration LP, 5.869%, 3/30/25 (144A)                                                              | 638,989 |
|   | 5,400,000           | 5.25                                                                                                                                                                                                                                                                                                                                  | BBB+/A3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Electricite de France SA, Floating Rate Note (Perpetual) (144A)                                               | 5,408,100 |
|   | 4,250,000           |                                                                                                                                                                                                                                                                                                                                  | A+/Aa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Electricite de France, 6.0%, 1/22/14 (144A)                                                                   | 4,459,933 |
|   | 3,365,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Enel Finance International NV, 5.125%, 10/7/19 (144A)                                                         | 3,689,285 |
|   | 2,320,000           | 8.75                                                                                                                                                                                                                                                                                                                                  | BB+/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Enel S.p.A., Floating Rate Note, 9/24/73 (144A)                                                               | 2,603,272 |
|   | 716,928             |                                                                                                                                                                                                                                                                                                                                  | BB/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | FPL Energy American Wind LLC, 6.639%, 6/20/23 (144A)                                                          | 727,361 |
|   | 132,661             |                                                                                                                                                                                                                                                                                                                                  | B-/Ba2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A)                                                           | 130,008 |
|   | 1,925,000           |                                                                                                                                                                                                                                                                                                                                  | BB+/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Israel Electric Corp., Ltd., 7.25%, 1/15/19 (144A)                                                            | 2,148,781 |
|   | 610,000             |                                                                                                                                                                                                                                                                                                                                  | BB+/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Israel Electric Corp., Ltd., 9.375%, 1/28/20 (144A)                                                           | 749,538 |
|   | 910,000             |                                                                                                                                                                                                                                                                                                                                  | A/A2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Nevada Power Co., 6.5%, 8/1/18                                                                                | 1,076,791 |
|   | 693,649             |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Orcal Geothermal, Inc., 6.21%, 12/30/20 (144A)                                                                | 679,776 |
|   | 2,690,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Public Service Co. of New Mexico, 7.95%, 5/15/18                                                              | 3,207,494 |
|   | 2,200,000           | 6.25                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Southern California Edison Co., Floating Rate Note (Perpetual)                                                | 2,343,000 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 28,989,663 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Gas Utilities - 0.3%                                                                                          |
|   | 2,125,000           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | DCP Midstream Operating LP, 5.6%, 4/1/44                                                                      | $ | 2,218,090 |
|   | 2,268,725           |                                                                                                                                                                                                                                                                                                                                  | A+/A1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Nakilat, Inc., 6.267%, 12/31/33 (144A)                                                                        | 2,450,222 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 4,668,312 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Multi-Utilities - 0.3%                                                                                        |
|   | 5,055,000           |                                                                                                                                                                                                                                                                                                                                  | BBB+/A3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | New York State Electric & Gas Corp., 6.15%, 12/15/17 (144A)                                               | $ | 5,556,547 |
|   | 302,057             |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Ormat Funding Corp., 8.25%, 12/30/20                                                                          | 291,485 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 5,848,032 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Independent Power Producers & Energy Traders - 0.4%                                                       |
|   | 595,619             |                                                                                                                                                                                                                                                                                                                                  | BBB-/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A)                                                                  | $ | 652,695 |
|   | 2,024,731           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A)                                                              | 2,152,842 |
|   | 1,016,000           |                                                                                                                                                                                                                                                                                                                                  | BB+/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | NSG Holdings LLC, 7.75%, 12/15/25 (144A)                                                                      | 1,084,580 |
|   | 2,291,212           |                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | Panoche Energy Center LLC, 6.885%, 7/31/29 (144A)                                                             | 2,463,002 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 6,353,119 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Utilities                                                                                               | $ | 45,859,126 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | TOTAL CORPORATE BONDS                                                                                         |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | (Cost $536,952,688)                                                                                           | $ | 574,211,623 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 20.7%                                                                |
|   | 15,000,000          |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae Pool, 4.5%, 4/1/44                                                                                 | $ | 16,000,782 |
|   | 7,400,000           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae Pool, 5.0%, 5/25/42                                                                                | 8,067,735 |
|   | 2,205,795           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 3.0%, 12/1/42                                                                                     | 2,132,053 |
|   | 23,099,871          |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 3.0%, 8/1/42                                                                                      | 22,324,651 |
|   | 7,301,084           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 3.0%, 9/1/42                                                                                      | 7,056,061 |
|   | 360,648             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 3.5%, 11/1/42                                                                                     | 363,396 |
|   | 2,500,000           |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Fannie Mae, 3.5%, 12/1/26                                                                                     | 2,622,593 |
|   | 957,516             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 3.5%, 12/1/42                                                                                     | 964,819 |
|   | 903,497             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 3.5%, 12/1/42                                                                                     | 910,389 |
|   | 5,000,000           |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Fannie Mae, 3.5%, 6/1/28                                                                                      | 5,245,267 |
|   | 3,658,133           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 3.5%, 7/1/43                                                                                      | 3,682,880 |
|   | 919,050             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 4.0%, 1/1/42                                                                                      | 955,628 |
|   | 865,863             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 4.0%, 1/1/42                                                                                      | 900,278 |
|   | 270,416             |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Fannie Mae, 4.0%, 1/1/44                                                                                      | 281,099 |
|   | 1,357,095           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 4.0%, 12/1/40                                                                                     | 1,416,730 |
|   | 3,024,943           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 4.0%, 12/1/41                                                                                     | 3,145,285 |
|   | 44,004              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 4.0%, 12/1/42                                                                                     | 45,749 |
|   | 7,511,885           |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Fannie Mae, 4.0%, 12/1/43                                                                                     | 7,824,171 |
|   | 13,135,026          |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Fannie Mae, 4.0%, 2/1/42                                                                                      | 13,653,638 |
|   | 1,613,441           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 4.0%, 2/1/43                                                                                      | 1,677,427 |
|   | 2,322,072           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 4.0%, 4/1/39                                                                                      | 2,413,463 |
|   | 1,376,278           |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Fannie Mae, 4.0%, 4/1/41                                                                                      | 1,433,391 |
|   | 758,364             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 4.0%, 4/1/42                                                                                      | 788,487 |
|   | 1,127,680           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 4.0%, 4/1/42                                                                                      | 1,172,460 |
|   | 1,295,532           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 4.0%, 5/1/41                                                                                      | 1,346,908 |
|   | 1,535,863           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 4.0%, 6/1/42                                                                                      | 1,596,217 |
|   | 49,107              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 4.0%, 7/1/18                                                                                      | 51,924 |
|   | 487,768             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 4.0%, 7/1/42                                                                                      | 506,979 |
|   | 12,885,108          |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 4.5%, 1/1/42                                                                                      | 13,751,865 |
|   | 440,845             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 4.5%, 10/1/35                                                                                     | 470,515 |
|   | 349,018             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 4.5%, 10/1/35                                                                                     | 371,961 |
|   | 585,476             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 4.5%, 11/1/20                                                                                     | 621,250 |
|   | 3,570,642           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 4.5%, 11/1/40                                                                                     | 3,812,204 |
|   | 795,672             |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Fannie Mae, 4.5%, 11/1/43                                                                                     | 853,343 |
|   | 288,308             |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Fannie Mae, 4.5%, 11/1/43                                                                                     | 309,169 |
|   | 1,774,868           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 4.5%, 12/1/41                                                                                     | 1,892,304 |
|   | 882,977             |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Fannie Mae, 4.5%, 12/1/43                                                                                     | 947,052 |
|   | 1,389,195           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 4.5%, 2/1/41                                                                                      | 1,483,070 |
|   | 3,634,083           |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Fannie Mae, 4.5%, 4/1/41                                                                                      | 3,879,580 |
|   | 206,650             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 4.5%, 5/1/41                                                                                      | 220,613 |
|   | 2,857,151           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 4.5%, 7/1/41                                                                                      | 3,049,463 |
|   | 2,560,176           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 4.5%, 7/1/41                                                                                      | 2,730,910 |
|   | 447,053             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 4.5%, 7/1/41                                                                                      | 479,240 |
|   | 1,727,096           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 4.5%, 8/1/40                                                                                      | 1,843,522 |
|   | 490,527             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 5.0%, 1/1/20                                                                                      | 521,903 |
|   | 580,778             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 5.0%, 10/1/20                                                                                     | 628,596 |
|   | 20,297              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 5.0%, 12/1/17                                                                                     | 21,585 |
|   | 85,736              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 5.0%, 2/1/20                                                                                      | 92,001 |
|   | 31,089              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 5.0%, 2/1/22                                                                                      | 33,533 |
|   | 440,365             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 5.0%, 2/1/22                                                                                      | 474,946 |
|   | 688,045             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 5.0%, 5/1/23                                                                                      | 741,393 |
|   | 1,474,520           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 5.0%, 6/1/40                                                                                      | 1,612,065 |
|   | 1,457,241           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 5.0%, 6/1/40                                                                                      | 1,591,758 |
|   | 1,843,787           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 5.0%, 7/1/40                                                                                      | 2,009,850 |
|   | 2,351,754           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 5.0%, 7/1/40                                                                                      | 2,561,594 |
|   | 1,233,000           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 5.0%, 7/1/40                                                                                      | 1,345,855 |
|   | 295,315             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 5.5%, 12/1/17                                                                                     | 314,284 |
|   | 132,995             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 5.5%, 2/1/18                                                                                      | 141,674 |
|   | 319,492             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 5.5%, 3/1/25                                                                                      | 352,555 |
|   | 574,578             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 5.5%, 3/1/36                                                                                      | 636,910 |
|   | 521,336             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 5.5%, 5/1/36                                                                                      | 575,837 |
|   | 59,625              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 5.5%, 6/1/33                                                                                      | 66,192 |
|   | 474,742             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 5.5%, 6/1/36                                                                                      | 525,102 |
|   | 74,790              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 5.5%, 7/1/23                                                                                      | 82,442 |
|   | 197,852             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 5.5%, 7/1/33                                                                                      | 219,963 |
|   | 1,319,240           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 5.5%, 7/1/34                                                                                      | 1,466,031 |
|   | 101,015             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 5.5%, 9/1/17                                                                                      | 107,580 |
|   | 488,501             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 5.5%, 9/1/19                                                                                      | 520,529 |
|   | 1,224               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.0%, 1/1/29                                                                                      | 1,381 |
|   | 6,021               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.0%, 1/1/32                                                                                      | 6,781 |
|   | 101,234             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.0%, 10/1/32                                                                                     | 114,118 |
|   | 29,145              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.0%, 10/1/34                                                                                     | 32,777 |
|   | 178,685             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.0%, 10/1/35                                                                                     | 198,831 |
|   | 47,719              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.0%, 11/1/33                                                                                     | 53,682 |
|   | 21,942              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.0%, 11/1/34                                                                                     | 24,683 |
|   | 697,018             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.0%, 12/1/35                                                                                     | 778,728 |
|   | 43,990              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.0%, 2/1/32                                                                                      | 49,505 |
|   | 30,358              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.0%, 2/1/33                                                                                      | 33,758 |
|   | 8,049               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.0%, 2/1/35                                                                                      | 9,052 |
|   | 20,029              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.0%, 2/1/35                                                                                      | 22,501 |
|   | 11,572              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.0%, 3/1/32                                                                                      | 13,046 |
|   | 152,191             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.0%, 3/1/33                                                                                      | 171,181 |
|   | 17,407              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.0%, 3/1/33                                                                                      | 19,380 |
|   | 177,920             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.0%, 4/1/33                                                                                      | 200,483 |
|   | 377,614             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.0%, 4/1/35                                                                                      | 424,632 |
|   | 103,431             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.0%, 5/1/35                                                                                      | 115,116 |
|   | 24,804              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.0%, 6/1/16                                                                                      | 25,601 |
|   | 538,430             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.0%, 6/1/38                                                                                      | 601,149 |
|   | 234,117             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.0%, 7/1/33                                                                                      | 261,687 |
|   | 653,484             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.0%, 7/1/33                                                                                      | 727,172 |
|   | 94,161              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.0%, 7/1/38                                                                                      | 104,706 |
|   | 7,870               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.0%, 8/1/32                                                                                      | 8,855 |
|   | 268,545             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.0%, 8/1/34                                                                                      | 301,951 |
|   | 1,897               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.0%, 9/1/29                                                                                      | 2,140 |
|   | 1,004               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.0%, 9/1/32                                                                                      | 1,120 |
|   | 43,984              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.0%, 9/1/34                                                                                      | 49,408 |
|   | 106,239             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.0%, 9/1/34                                                                                      | 119,383 |
|   | 208,811             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.0%, 9/1/34                                                                                      | 232,288 |
|   | 20,974              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.0%, 9/1/34                                                                                      | 23,573 |
|   | 263                 |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.5%, 1/1/15                                                                                      | 266 |
|   | 3,946               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.5%, 1/1/31                                                                                      | 4,433 |
|   | 12,831              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.5%, 10/1/31                                                                                     | 14,397 |
|   | 124,681             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.5%, 10/1/32                                                                                     | 139,949 |
|   | 311,125             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.5%, 11/1/37                                                                                     | 351,620 |
|   | 143,543             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.5%, 12/1/31                                                                                     | 161,055 |
|   | 7,900               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.5%, 2/1/32                                                                                      | 8,876 |
|   | 28,221              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.5%, 2/1/33                                                                                      | 31,670 |
|   | 84,282              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.5%, 3/1/32                                                                                      | 94,546 |
|   | 3,983               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.5%, 4/1/31                                                                                      | 4,535 |
|   | 18,313              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.5%, 5/1/31                                                                                      | 20,547 |
|   | 102,804             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.5%, 6/1/31                                                                                      | 115,523 |
|   | 9,782               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.5%, 7/1/29                                                                                      | 10,990 |
|   | 47,282              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.5%, 7/1/34                                                                                      | 53,128 |
|   | 9,718               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.5%, 8/1/31                                                                                      | 10,905 |
|   | 12,631              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.5%, 9/1/31                                                                                      | 14,176 |
|   | 13,786              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 6.5%, 9/1/31                                                                                      | 15,715 |
|   | 31,995              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 7.0%, 1/1/32                                                                                      | 37,100 |
|   | 833                 |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 7.0%, 12/1/30                                                                                     | 897 |
|   | 8,909               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 7.0%, 12/1/30                                                                                     | 10,017 |
|   | 27,200              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 7.0%, 12/1/31                                                                                     | 29,444 |
|   | 12,440              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 7.0%, 4/1/31                                                                                      | 13,799 |
|   | 6,439               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 7.0%, 7/1/21                                                                                      | 7,209 |
|   | 20,762              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 7.0%, 9/1/31                                                                                      | 24,001 |
|   | 10,537              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 7.0%, 9/1/31                                                                                      | 11,083 |
|   | 1,047               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 7.5%, 8/1/20                                                                                      | 1,138 |
|   | 723                 |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 8.0%, 10/1/30                                                                                     | 867 |
|   | 3,033               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 8.0%, 2/1/29                                                                                      | 3,428 |
|   | 10,092              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 8.0%, 3/1/31                                                                                      | 11,755 |
|   | 1,850               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 8.0%, 4/1/20                                                                                      | 2,032 |
|   | 701                 |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 8.0%, 4/1/30                                                                                      | 810 |
|   | 373                 |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 8.0%, 5/1/31                                                                                      | 425 |
|   | 555                 |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Fannie Mae, 8.0%, 7/1/30                                                                                      | 639 |
|   | 2,150,623           |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Federal Home Loan Mortgage Corp., 3.5%, 11/1/28                                                               | 2,260,738 |
|   | 4,220,635           |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Federal Home Loan Mortgage Corp., 4.0%, 1/1/44                                                                | 4,380,384 |
|   | 585,080             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 4.5%, 10/1/20                                                               | 620,017 |
|   | 6,407,166           |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Federal Home Loan Mortgage Corp., 4.5%, 11/1/40                                                               | 6,834,967 |
|   | 327,833             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 4.5%, 3/1/20                                                                | 347,454 |
|   | 4,009,062           |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Federal Home Loan Mortgage Corp., 4.5%, 3/1/42                                                                | 4,273,764 |
|   | 1,557,387           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 5.0%, 10/1/20                                                               | 1,679,597 |
|   | 729,458             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 5.0%, 10/1/38                                                               | 791,380 |
|   | 29,422              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 5.0%, 11/1/34                                                               | 32,060 |
|   | 42,635              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 5.0%, 12/1/21                                                               | 46,097 |
|   | 720,150             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 5.0%, 6/1/35                                                                | 781,395 |
|   | 690,015             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 5.0%, 9/1/38                                                                | 748,601 |
|   | 49,886              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 5.5%, 11/1/34                                                               | 55,259 |
|   | 227,867             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 5.5%, 11/1/34                                                               | 252,504 |
|   | 82,631              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 5.5%, 11/1/35                                                               | 90,705 |
|   | 362,997             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 5.5%, 12/1/18                                                               | 386,359 |
|   | 423,093             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 5.5%, 8/1/35                                                                | 466,952 |
|   | 451,092             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 5.5%, 9/1/33                                                                | 499,572 |
|   | 82,235              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.0%, 1/1/33                                                                | 91,179 |
|   | 109,818             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.0%, 1/1/34                                                                | 123,544 |
|   | 53,330              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.0%, 1/1/34                                                                | 59,990 |
|   | 33,737              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.0%, 11/1/33                                                               | 37,965 |
|   | 126,407             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.0%, 12/1/33                                                               | 140,505 |
|   | 163,458             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.0%, 12/1/33                                                               | 181,582 |
|   | 38,485              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.0%, 12/1/33                                                               | 42,768 |
|   | 89,540              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.0%, 12/1/36                                                               | 99,279 |
|   | 10,427              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.0%, 2/1/33                                                                | 11,570 |
|   | 107,891             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.0%, 2/1/33                                                                | 121,325 |
|   | 297,312             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.0%, 3/1/33                                                                | 334,767 |
|   | 40,968              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.0%, 3/1/33                                                                | 45,477 |
|   | 15,667              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.0%, 4/1/33                                                                | 17,399 |
|   | 62,391              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.0%, 4/1/35                                                                | 69,271 |
|   | 700,670             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.0%, 4/1/36                                                                | 784,871 |
|   | 93,969              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.0%, 5/1/17                                                                | 98,098 |
|   | 231,730             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.0%, 5/1/34                                                                | 257,249 |
|   | 810,959             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.0%, 5/1/34                                                                | 912,537 |
|   | 131,061             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.0%, 6/1/35                                                                | 145,315 |
|   | 153,021             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.0%, 6/1/35                                                                | 169,964 |
|   | 200,961             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.0%, 8/1/34                                                                | 226,065 |
|   | 232,723             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.0%, 9/1/33                                                                | 261,965 |
|   | 338                 |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.5%, 1/1/31                                                                | 378 |
|   | 180                 |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.5%, 1/1/31                                                                | 202 |
|   | 517                 |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.5%, 1/1/33                                                                | 579 |
|   | 69,406              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.5%, 10/1/33                                                               | 77,704 |
|   | 446                 |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.5%, 11/1/30                                                               | 500 |
|   | 205,853             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.5%, 11/1/33                                                               | 231,024 |
|   | 3,776               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.5%, 2/1/33                                                                | 4,235 |
|   | 540                 |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.5%, 3/1/31                                                                | 606 |
|   | 8,704               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.5%, 3/1/31                                                                | 9,756 |
|   | 4,124               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.5%, 4/1/34                                                                | 4,623 |
|   | 166                 |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.5%, 5/1/31                                                                | 186 |
|   | 11,105              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.5%, 5/1/31                                                                | 12,445 |
|   | 292                 |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.5%, 6/1/32                                                                | 327 |
|   | 20,418              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.5%, 7/1/32                                                                | 22,919 |
|   | 1,411               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.5%, 8/1/31                                                                | 1,581 |
|   | 4,506               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 6.5%, 8/1/31                                                                | 5,055 |
|   | 4,652               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 7.0%, 11/1/30                                                               | 5,225 |
|   | 110,000             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 7.0%, 8/1/22                                                                | 120,898 |
|   | 318,414             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal Home Loan Mortgage Corp., 7.0%, 9/1/22                                                                | 350,939 |
|   | 1,679,286           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Federal National Mortgage Association, 5.0%, 8/1/40                                                           | 1,838,771 |
|   | 4,500,000           |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Freddie Mac Gold Pool, 3.5%, 4/10/14                                                                          | 4,521,797 |
|   | 9,000,000           |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Freddie Mac Gold Pool, 4.0%, 4/10/14                                                                          | 9,336,445 |
|   | 10,000,000          |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Freddie Mac Gold Pool, 4.5%, 4/10/14                                                                          | 10,659,375 |
|   | 15,000,000          |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Government National Mortgage Association I, 4.0%, 4/22/14                                                     | 15,754,688 |
|   | 765,656             |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Government National Mortgage Association I, 4.5%, 1/15/40                                                     | 828,928 |
|   | 325,611             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 4.5%, 10/15/33                                                    | 354,032 |
|   | 491,579             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 4.5%, 10/15/33                                                    | 530,427 |
|   | 285,510             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 4.5%, 10/15/35                                                    | 309,445 |
|   | 57,760              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 4.5%, 2/15/34                                                     | 62,634 |
|   | 236,826             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 4.5%, 3/15/35                                                     | 255,676 |
|   | 74,546              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 4.5%, 3/15/35                                                     | 80,480 |
|   | 317,412             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 4.5%, 4/15/35                                                     | 342,679 |
|   | 36,647              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 4.5%, 4/15/35                                                     | 39,565 |
|   | 287,210             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 4.5%, 4/15/38                                                     | 309,904 |
|   | 123,593             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 4.5%, 7/15/33                                                     | 134,149 |
|   | 908,350             |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Government National Mortgage Association I, 4.5%, 7/15/41                                                     | 992,843 |
|   | 3,109,051           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 4.5%, 8/15/41                                                     | 3,354,813 |
|   | 344,388             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 4.5%, 9/15/33                                                     | 373,802 |
|   | 66,342              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 4.5%, 9/15/35                                                     | 71,905 |
|   | 583,517             |                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Government National Mortgage Association I, 4.5%, 9/15/40                                                     | 631,150 |
|   | 201,597             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.0%, 10/15/18                                                    | 214,322 |
|   | 179,075             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.0%, 4/15/34                                                     | 197,441 |
|   | 614,268             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.0%, 4/15/35                                                     | 677,405 |
|   | 198,931             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.0%, 7/15/19                                                     | 212,507 |
|   | 2,592               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.0%, 7/15/19                                                     | 2,768 |
|   | 182,258             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.0%, 7/15/33                                                     | 201,093 |
|   | 173,180             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.0%, 9/15/33                                                     | 191,075 |
|   | 237,784             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.5%, 1/15/35                                                     | 266,071 |
|   | 63,154              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.5%, 10/15/17                                                    | 67,179 |
|   | 261,077             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.5%, 10/15/17                                                    | 275,864 |
|   | 124,551             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.5%, 10/15/33                                                    | 139,374 |
|   | 163,438             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.5%, 10/15/35                                                    | 182,207 |
|   | 315,036             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.5%, 10/15/35                                                    | 351,152 |
|   | 76,154              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.5%, 11/15/18                                                    | 81,042 |
|   | 431,580             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.5%, 11/15/19                                                    | 461,882 |
|   | 843,873             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.5%, 11/15/34                                                    | 943,459 |
|   | 44,623              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.5%, 12/15/18                                                    | 47,487 |
|   | 209,992             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.5%, 2/15/18                                                     | 223,419 |
|   | 202,940             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.5%, 2/15/18                                                     | 215,923 |
|   | 68,694              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.5%, 2/15/35                                                     | 76,866 |
|   | 106,106             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.5%, 2/15/35                                                     | 118,729 |
|   | 87,639              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.5%, 2/15/37                                                     | 97,346 |
|   | 2,547               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.5%, 4/15/19                                                     | 2,711 |
|   | 21,924              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.5%, 6/15/33                                                     | 24,278 |
|   | 162,873             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.5%, 6/15/35                                                     | 182,355 |
|   | 128,222             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.5%, 7/15/33                                                     | 143,010 |
|   | 128,978             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.5%, 7/15/33                                                     | 143,852 |
|   | 693,326             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.5%, 7/15/34                                                     | 775,562 |
|   | 821,786             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.5%, 7/15/35                                                     | 941,368 |
|   | 282,544             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.5%, 8/15/19                                                     | 300,770 |
|   | 356,003             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.5%, 8/15/19                                                     | 380,979 |
|   | 29,560              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.5%, 8/15/33                                                     | 33,079 |
|   | 34,575              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.5%, 8/15/33                                                     | 38,562 |
|   | 57,946              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.5%, 8/15/33                                                     | 64,628 |
|   | 228,079             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.5%, 9/15/19                                                     | 244,499 |
|   | 221,105             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 5.5%, 9/15/33                                                     | 250,816 |
|   | 13,382              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 1/15/17                                                     | 13,877 |
|   | 37,689              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 1/15/19                                                     | 39,752 |
|   | 85,352              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 1/15/33                                                     | 95,589 |
|   | 190,102             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 1/15/33                                                     | 218,953 |
|   | 55,756              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 10/15/32                                                    | 63,293 |
|   | 67,776              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 10/15/33                                                    | 78,009 |
|   | 396,485             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 10/15/34                                                    | 453,597 |
|   | 191,000             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 10/15/36                                                    | 213,923 |
|   | 59,108              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 11/15/31                                                    | 68,061 |
|   | 212,121             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 11/15/34                                                    | 244,077 |
|   | 248,187             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 12/15/32                                                    | 282,314 |
|   | 156,905             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 2/15/29                                                     | 179,934 |
|   | 56,852              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 2/15/33                                                     | 65,452 |
|   | 53,014              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 3/15/17                                                     | 55,076 |
|   | 51,507              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 3/15/17                                                     | 53,531 |
|   | 2,855               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 3/15/32                                                     | 3,287 |
|   | 500,668             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 3/15/33                                                     | 574,704 |
|   | 202,982             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 3/15/33                                                     | 227,326 |
|   | 177,938             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 3/15/33                                                     | 204,801 |
|   | 297,868             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 3/15/33                                                     | 341,911 |
|   | 428,719             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 3/15/33                                                     | 493,828 |
|   | 208,198             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 3/15/33                                                     | 239,801 |
|   | 39,323              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 4/15/18                                                     | 40,968 |
|   | 56,717              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 4/15/33                                                     | 63,519 |
|   | 171,751             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 4/15/33                                                     | 192,352 |
|   | 29,567              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 4/15/33                                                     | 33,548 |
|   | 58,888              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 5/15/17                                                     | 61,451 |
|   | 64,174              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 5/15/17                                                     | 66,911 |
|   | 206,204             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 5/15/33                                                     | 237,335 |
|   | 9,584               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 6/15/17                                                     | 9,957 |
|   | 15,024              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 6/15/33                                                     | 17,292 |
|   | 12,472              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 8/15/32                                                     | 14,360 |
|   | 533,792             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 8/15/36                                                     | 611,055 |
|   | 127,829             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 9/15/19                                                     | 135,754 |
|   | 399,101             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 9/15/28                                                     | 457,640 |
|   | 102,397             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 9/15/32                                                     | 114,710 |
|   | 81,522              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 9/15/33                                                     | 93,831 |
|   | 24,535              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 9/15/33                                                     | 27,477 |
|   | 124,865             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 9/15/34                                                     | 143,227 |
|   | 257,264             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 9/15/34                                                     | 295,867 |
|   | 954,833             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.0%, 9/15/35                                                     | 1,098,527 |
|   | 27,240              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 1/15/29                                                     | 30,699 |
|   | 136,728             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 1/15/32                                                     | 154,139 |
|   | 603,267             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 1/15/33                                                     | 699,743 |
|   | 6,161               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 1/15/33                                                     | 6,956 |
|   | 32,904              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 1/15/34                                                     | 37,115 |
|   | 5,683               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 1/15/35                                                     | 6,410 |
|   | 55,685              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 10/15/31                                                    | 62,761 |
|   | 162,347             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 10/15/31                                                    | 183,091 |
|   | 8,477               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 10/15/31                                                    | 9,560 |
|   | 114,426             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 10/15/32                                                    | 129,022 |
|   | 2,947               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 10/15/33                                                    | 3,324 |
|   | 7,583               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 11/15/31                                                    | 8,552 |
|   | 91,659              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 11/15/32                                                    | 106,216 |
|   | 582,265             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 12/15/32                                                    | 666,049 |
|   | 12,739              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 2/15/29                                                     | 14,366 |
|   | 2,405               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 2/15/29                                                     | 2,712 |
|   | 44,856              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 2/15/32                                                     | 50,683 |
|   | 94,859              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 2/15/34                                                     | 106,994 |
|   | 89,517              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 3/15/29                                                     | 100,917 |
|   | 23,131              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 3/15/29                                                     | 26,083 |
|   | 11,946              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 3/15/29                                                     | 13,468 |
|   | 13,021              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 3/15/31                                                     | 14,691 |
|   | 23,937              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 3/15/32                                                     | 26,992 |
|   | 109,710             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 4/15/31                                                     | 127,585 |
|   | 15,651              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 4/15/32                                                     | 17,632 |
|   | 75,738              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 4/15/35                                                     | 85,435 |
|   | 5,414               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 5/15/29                                                     | 6,104 |
|   | 111,162             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 5/15/29                                                     | 126,812 |
|   | 31,225              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 5/15/31                                                     | 36,207 |
|   | 28,040              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 5/15/31                                                     | 32,437 |
|   | 13,890              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 5/15/32                                                     | 15,663 |
|   | 70,532              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 5/15/33                                                     | 79,557 |
|   | 25,931              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 6/15/32                                                     | 30,200 |
|   | 180,437             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 6/15/34                                                     | 203,525 |
|   | 7,036               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 6/15/35                                                     | 7,937 |
|   | 237,670             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 7/15/32                                                     | 276,281 |
|   | 48,418              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 7/15/32                                                     | 54,601 |
|   | 66,754              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 7/15/35                                                     | 75,298 |
|   | 94,318              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 7/15/35                                                     | 106,395 |
|   | 83,869              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 8/15/31                                                     | 94,617 |
|   | 34,920              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 8/15/32                                                     | 39,385 |
|   | 9,627               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 8/15/32                                                     | 10,854 |
|   | 4,336               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 6.5%, 9/15/34                                                     | 4,891 |
|   | 13,268              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 7.0%, 10/15/31                                                    | 14,422 |
|   | 27,367              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 7.0%, 11/15/28                                                    | 32,183 |
|   | 76,291              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 7.0%, 11/15/28                                                    | 89,929 |
|   | 17,000              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 7.0%, 12/15/30                                                    | 19,038 |
|   | 5,223               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 7.0%, 12/15/30                                                    | 5,619 |
|   | 18,570              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 7.0%, 3/15/31                                                     | 20,847 |
|   | 2,626               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 7.0%, 4/15/28                                                     | 2,932 |
|   | 26,044              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 7.0%, 4/15/29                                                     | 27,321 |
|   | 101,774             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 7.0%, 5/15/32                                                     | 121,303 |
|   | 7,070               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 7.0%, 6/15/31                                                     | 7,333 |
|   | 48,650              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 7.0%, 6/15/31                                                     | 56,676 |
|   | 5,710               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 7.0%, 7/15/31                                                     | 6,750 |
|   | 2,210               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 7.0%, 8/15/28                                                     | 2,601 |
|   | 244,775             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 7.0%, 8/15/31                                                     | 289,054 |
|   | 24,170              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 7.0%, 9/15/31                                                     | 27,045 |
|   | 6,751               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 7.5%, 10/15/29                                                    | 7,227 |
|   | 61,618              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 7.5%, 12/15/31                                                    | 70,067 |
|   | 2,020               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 7.5%, 2/15/26                                                     | 2,140 |
|   | 15,966              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 7.5%, 2/15/31                                                     | 16,371 |
|   | 19,562              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 7.5%, 8/15/29                                                     | 21,148 |
|   | 2,489               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association I, 7.75%, 2/15/30                                                    | 2,566 |
|   | 496,983             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association II, 4.5%, 1/20/35                                                    | 540,575 |
|   | 188,943             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association II, 4.5%, 12/20/34                                                   | 205,516 |
|   | 107,182             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association II, 4.5%, 3/20/35                                                    | 116,583 |
|   | 3,111,643           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association II, 4.5%, 9/20/41                                                    | 3,354,906 |
|   | 694,037             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association II, 5.5%, 10/20/19                                                   | 736,662 |
|   | 370,026             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association II, 5.5%, 3/20/34                                                    | 413,405 |
|   | 332,998             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association II, 5.5%, 4/20/34                                                    | 372,035 |
|   | 3,311               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association II, 6.5%, 2/20/29                                                    | 3,833 |
|   | 1,435               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association II, 6.5%, 3/20/29                                                    | 1,676 |
|   | 44,941              |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association II, 6.5%, 4/20/29                                                    | 52,043 |
|   | 111,255             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association II, 7.0%, 1/20/29                                                    | 128,563 |
|   | 107,831             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association II, 7.0%, 11/20/28                                                   | 126,109 |
|   | 3,117               |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Government National Mortgage Association II, 7.0%, 12/20/30                                                   | 3,593 |
|   | 10,375,000          |                                                                                                                                                                                                                                                                                                                                  | AA+/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | U.S. Treasury Bonds, 2.875%, 5/15/43                                                                          | 9,055,424 |
|   | 2,000,000           |                                                                                                                                                                                                                                                                                                                                  | AA+/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | U.S. Treasury Bonds, 3.125%, 2/15/43                                                                          | 1,840,624 |
|   | 7,620,000           |                                                                                                                                                                                                                                                                                                                                  | AA+/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | U.S. Treasury Bonds, 4.25%, 5/15/39                                                                           | 8,626,076 |
|   | 1,365,000           |                                                                                                                                                                                                                                                                                                                                  | AA+/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | U.S. Treasury Bonds, 4.375%, 11/15/39                                                                         | 1,575,722 |
|   | 4,650,000           |                                                                                                                                                                                                                                                                                                                                  | AA+/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | U.S. Treasury Bonds, 4.375%, 2/15/38                                                                          | 5,359,850 |
|   | 2,000,000           |                                                                                                                                                                                                                                                                                                                                  | AA+/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | U.S. Treasury Bonds, 4.375%, 5/15/40                                                                          | 2,309,688 |
|   | 8,435,000           |                                                                                                                                                                                                                                                                                                                                  | AA+/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | U.S. Treasury Bonds, 4.5%, 5/15/38                                                                            | 9,903,213 |
|   | 9,068,000           |                                                                                                                                                                                                                                                                                                                                  | AA+/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | U.S. Treasury Bonds, 4.5%, 8/15/39                                                                            | 10,666,235 |
|   | 4,000,000           |                                                                                                                                                                                                                                                                                                                                  | AA+/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | U.S. Treasury Bonds, 4.625%, 2/15/40                                                                          | 4,795,624 |
|   | 4,000,000           |                                                                                                                                                                                                                                                                                                                                  | AA+/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | U.S. Treasury Bonds, 5.375%, 2/15/31                                                                          | 5,116,876 |
|   | 6,000,000           |                                                                                                                                                                                                                                                                                                                                  | AA+/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | U.S. Treasury Notes, 2.75%, 2/15/24                                                                           | 6,013,128 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS                                                                  |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | (Cost $333,139,087)                                                                                           | $ | 341,039,969 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | MUNICIPAL BONDS - 6.6%                                                                                        |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Municipal Airport - 0.1%                                                                                      |
|   | 1,000,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Indianapolis Airport Authority, 5.1%, 1/15/17                                                                 | $ | 1,093,060 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Municipal Development - 0.9%                                                                                  |
|   | 2,925,000           |                                                                                                                                                                                                                                                                                                                                  | AA-/Aa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | California Statewide Communities Development Authority, 6.0%, 8/15/42                                         | $ | 3,410,170 |
|   | 2,350,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Louisiana Local Government Environmental Facilities & Community Development Authority, 6.5%, 11/1/35      | 2,582,838 |
|   | 4,500,000           |                                                                                                                                                                                                                                                                                                                                  | AA/A1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | New Jersey Economic Development Authority, 2/15/18 (d)                                                        | 4,019,355 |
|   | 2,560,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Parish of St. John the Baptist Louisiana, 5.125%, 6/1/37                                                      | 2,627,251 |
|   | 2,310,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Selma Industrial Development Board, 5.8%, 5/1/34                                                              | 2,453,012 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 15,092,626 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Municipal Education - 0.0% †                                                                            |
|   | 525,000             |                                                                                                                                                                                                                                                                                                                                  | AA+/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Amherst College, 3.794%, 11/1/42                                                                              | $ | 462,924 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Municipal General - 0.8%                                                                                      |
|   | 4,075,000           |                                                                                                                                                                                                                                                                                                                                  | AA/A2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | JobsOhio Beverage System, 3.985%, 1/1/29                                                                      | $ | 3,918,642 |
|   | 1,035,000           |                                                                                                                                                                                                                                                                                                                                  | AA/A2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | JobsOhio Beverage System, 4.532%, 1/1/35                                                                      | 1,007,842 |
|   | 2,750,000           |                                                                                                                                                                                                                                                                                                                                  | A+/A1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | New Jersey Transportation Trust Fund Authority, 5.5%, 6/15/41                                                 | 2,995,080 |
|   | 2,400,000           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | New York City Transitional Finance Authority Future Tax Secured Revenue, 5.0%, 11/1/33                        | 2,608,512 |
|   | 1,050,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/A3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Texas Municipal Gas Acquisition & Supply Corp. III, 5.0%, 12/15/30                                        | 1,072,974 |
|   | 2,100,000           |                                                                                                                                                                                                                                                                                                                                  | BBB/A3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Texas Municipal Gas Acquisition & Supply Corp. III, 5.0%, 12/15/31                                        | 2,132,445 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 13,735,495 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Municipal Higher Education - 2.7%                                                                             |
|   | 1,025,000           |                                                                                                                                                                                                                                                                                                                                  | A+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Baylor University, 4.313%, 3/1/42                                                                             | $ | 962,885 |
|   | 1,980,000           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | California Educational Facilities Authority, 5.0%, 6/1/43                                                     | 2,428,668 |
|   | 3,000,000           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Connecticut State Health & Educational Facility Authority, 5.0%, 7/1/40                                   | 3,278,370 |
|   | 2,850,000           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Health & Educational Facilities Authority of the State of Missouri, 5.0%, 11/15/39                        | 3,111,060 |
|   | 1,500,000           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Houston Higher Education Finance Corp., 5.0%, 5/15/40                                                         | 1,656,225 |
|   | 1,100,000           |                                                                                                                                                                                                                                                                                                                                  | AA/Aa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Illinois Finance Authority, 5.0%, 10/1/51                                                                     | 1,133,088 |
|   | 1,200,000           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Massachusetts Development Finance Agency, 5.0%, 10/15/40                                                      | 1,316,052 |
|   | 6,500,000           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Massachusetts Health & Educational Facilities Authority, 5.5%, 11/15/36                                   | 7,494,045 |
|   | 1,425,000           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/32                                     | 1,842,995 |
|   | 1,000,000           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Massachusetts Health & Educational Facilities Authority, 6.0%, 7/1/36                                     | 1,163,940 |
|   | 1,100,000           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Massachusetts Institute of Technology, 5.6%, 7/1/11                                                           | 1,350,049 |
|   | 1,600,000           |                                                                                                                                                                                                                                                                                                                                  | AA/Aa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | New York State Dormitory Authority Series A, 5.0%, 7/1/40                                                     | 1,753,744 |
|   | 2,590,000           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | New York State Dormitory Authority, 5.0%, 10/1/41                                                             | 2,812,610 |
|   | 2,150,000           |                                                                                                                                                                                                                                                                                                                                  | AA/Aa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | New York State Dormitory Authority, 5.0%, 7/1/35                                                              | 2,377,234 |
|   | 875,000             |                                                                                                                                                                                                                                                                                                                                  | AA-/Aa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | New York State Dormitory Authority, 5.0%, 7/1/37                                                              | 942,935 |
|   | 800,000             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Permanent University Fund, 5.0%, 7/1/30                                                                       | 935,936 |
|   | 3,095,000           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | President and Fellows of Harvard College, 6.3%, 10/1/37                                                       | 3,423,045 |
|   | 1,900,000           |                                                                                                                                                                                                                                                                                                                                  | A+/A1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | The George Washington University, 1.827%, 9/15/17                                                             | 1,893,563 |
|   | 525,000             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | The University of Texas System, 5.0%, 8/15/43                                                                 | 574,523 |
|   | 2,600,000           |                                                                                                                                                                                                                                                                                                                                  | AA/Aa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | University of California, 3.38%, 5/15/28                                                                      | 2,413,970 |
|   | 1,000,000           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | University of Michigan, 5.0%, 4/1/44                                                                          | 1,092,970 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 43,957,907 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Municipal Medical - 0.2%                                                                                      |
|   | 325,000             |                                                                                                                                                                                                                                                                                                                                  | AA-/A1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Massachusetts Development Finance Agency, 5.25%, 4/1/37                                                       | $ | 346,323 |
|   | 550,000             |                                                                                                                                                                                                                                                                                                                                  | AA-/A1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Massachusetts Development Finance Agency, 5.375%, 4/1/41                                                      | 587,812 |
|   | 1,765,000           |                                                                                                                                                                                                                                                                                                                                  | AA-/Aa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Ohio Higher Educational Facility Commission, 5.0%, 1/1/42                                                     | 1,878,031 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 2,812,166 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Municipal Pollution - 0.5%                                                                                    |
|   | 1,000,000           |                                                                                                                                                                                                                                                                                                                                  | NR/Aa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | City of Portland Oregon Water System Revenue, 4.0%, 10/1/37                                                   | $ | 1,003,000 |
|   | 995,000             |                                                                                                                                                                                                                                                                                                                                  | A-/Baa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | County of Sweetwater Wyoming, 5.6%, 12/1/35                                                                   | 1,014,880 |
|   | 980,000             |                                                                                                                                                                                                                                                                                                                                  | BBB/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Courtland Industrial Development Board, 5.0%, 8/1/27                                                          | 980,255 |
|   | 3,965,000           | 5.95                                                                                                                                                                                                                                                                                                                                  | BBB/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Port Freeport Texas, Floating Rate Note, 5/15/33                                                              | 4,353,530 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 7,351,665 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Municipal Power - 0.3%                                                                                        |
|   | 4,060,000           |                                                                                                                                                                                                                                                                                                                                  | AA-/A1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | South Carolina State Public Service Authority, 5.0%, 12/1/43                                                  | $ | 4,208,434 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Municipal Transportation - 0.2%                                                                               |
|   | 1,600,000           |                                                                                                                                                                                                                                                                                                                                  | AA+/Aa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Metropolitan Transit Authority of Harris County, 5.0%, 11/1/41                                                | $ | 1,714,528 |
|   | 600,000             |                                                                                                                                                                                                                                                                                                                                  | AA-/Aa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Port Authority of New York & New Jersey, 4.458%, 10/1/62                                                  | 560,478 |
|   | 1,000,000           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aaa                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Texas Transportation Commission State Highway Fund, 5.0%, 4/1/33                                              | 1,130,150 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 3,405,156 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Municipal Water - 0.7%                                                                                        |
|   | 2,800,000           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | City of Charleston South Carolina Waterworks & Sewer System Revenue, 5.0%, 1/1/41                         | $ | 3,015,516 |
|   | 3,275,000           |                                                                                                                                                                                                                                                                                                                                  | AA-/Aa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | City of San Francisco California Public Utilities Commission Water Revenue, 5.0%, 11/1/37                     | 3,534,380 |
|   | 800,000             |                                                                                                                                                                                                                                                                                                                                  | AAA/Aa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Hampton Roads Sanitation District, 5.0%, 4/1/38                                                               | 862,024 |
|   | 1,415,000           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Metropolitan Water Reclamation District of Greater Chicago, 5.0%, 12/1/30                                     | 1,536,747 |
|   | 1,200,000           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Metropolitan Water Reclamation District of Greater Chicago, 5.0%, 12/1/32                                     | 1,289,976 |
|   | 1,750,000           |                                                                                                                                                                                                                                                                                                                                  | AAA/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Tarrant Regional Water District, 5.0%, 3/1/52                                                                 | 1,846,408 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 12,085,051 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Municipal Obligation - 0.2%                                                                                   |
|   | 1,800,000           |                                                                                                                                                                                                                                                                                                                                  | AAA/Aa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | State of Florida, 4.0%, 6/1/27                                                                                | $ | 1,901,826 |
|   | 560,000             |                                                                                                                                                                                                                                                                                                                                  | AA+/Aa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | State of Washington, 3.0%, 7/1/28                                                                             | 537,342 |
|   | 1,400,000           |                                                                                                                                                                                                                                                                                                                                  | AA+/Aa1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | State of Washington, 5.0%, 8/1/39                                                                             | 1,510,292 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 3,949,460 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | TOTAL MUNICIPAL BONDS                                                                                         |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | (Cost $103,777,409)                                                                                           | $ | 108,153,944 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | SENIOR FLOATING RATE LOAN INTERESTS - 4.4% **                                                                 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Energy - 0.2%                                                                                                 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Integrated Oil & Gas - 0.1%                                                                               |
|   | 1,456,959           | 4.50                                                                                                                                                                                                                                                                                                                                  | BBB/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16                                                             | $ | 1,467,886 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Oil & Gas Refining & Marketing - 0.1%                                                                 |
|   | 1,435,197           | 3.75                                                                                                                                                                                                                                                                                                                                  | BB/Ba2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Pilot Travel Centers LLC, Refinancing Tranche B Term Loan, 3/30/18                                            | $ | 1,443,856 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Energy                                                                                                  | $ | 2,911,742 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Materials - 0.2%                                                                                              |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Commodity Chemicals - 0.1%                                                                                    |
|   | 775,922             | 4.50                                                                                                                                                                                                                                                                                                                                  | NR/Ba2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Tronox Pigments BV, New Term Loan, 3/19/20                                                                    | $ | 781,688 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Specialty Chemicals - 0.1%                                                                                    |
|   | 801,537             | 3.50                                                                                                                                                                                                                                                                                                                                  | BB+/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Chemtura Corp., New Term Loan, 8/29/16                                                                        | $ | 807,382 |
|   | 254,694             | 2.70                                                                                                                                                                                                                                                                                                                                  | BB+/Ba2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Huntsman International LLC, Extended Term B Loan, 4/19/17                                                     | 255,462 |
|   | 239,945             | 2.48                                                                                                                                                                                                                                                                                                                                  | BBB-/Ba2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | WR Grace & Co., Delayed Draw Term Loan, 1/23/21                                                           | 239,995 |
|   | 671,846             | 3.00                                                                                                                                                                                                                                                                                                                                  | BBB-/Ba2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | WR Grace & Co., U.S. Term Loan, 1/23/21                                                                   | 671,986 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 1,974,825 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Metal & Glass Containers - 0.0% †                                                                   |
|   | 419,688             | 4.50                                                                                                                                                                                                                                                                                                                                  | B/B1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | BWAY Holding Co., Initial Term Loan, 8/31/17                                                                  | $ | 422,638 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Materials                                                                                               | $ | 3,179,151 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Capital Goods - 0.4%                                                                                          |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Aerospace & Defense - 0.4%                                                                                |
|   | 1,344,309           | 4.23                                                                                                                                                                                                                                                                                                                                  | B/B2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | DAE Aviation Holdings, Inc., Replacement Tranche B-1 Loan, 11/2/18                                            | $ | 1,367,001 |
|   | 1,306,800           | 3.75                                                                                                                                                                                                                                                                                                                                  | BBB-/Ba2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | DigitalGlobe, Inc., Term Loan, 1/25/20                                                                        | 1,309,250 |
|   | 595,793             | 6.25                                                                                                                                                                                                                                                                                                                                  | BB-/WR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | DynCorp International, Inc., Term Loan, 7/7/16                                                                | 601,007 |
|   | 637,000             | 2.73                                                                                                                                                                                                                                                                                                                                  | BB+/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Spirit AeroSystems, Inc., Term Loan B, 9/30/20                                                                | 636,336 |
|   | 609,421             | 0.00                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Standard Aero, Ltd., Replacement Tranche B-2 Loan, 11/2/18                                                    | 619,579 |
|   | 1,553,244           | 4.50                                                                                                                                                                                                                                                                                                                                  | BB-/B2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | TASC, Inc. Virginia, New Tranche B Term Loan, 12/18/15                                                        | 1,467,168 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 6,000,341 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Trading Companies & Distributors - 0.0% †                                                           |
|   | 590,405             | 3.75                                                                                                                                                                                                                                                                                                                                  | BB/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19                                                          | $ | 592,619 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Capital Goods                                                                                           | $ | 6,592,960 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Automobiles & Components - 0.7%                                                                           |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Auto Parts & Equipment - 0.2%                                                                             |
|   | 49,442              | 3.16                                                                                                                                                                                                                                                                                                                                  | BB-/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Allison Transmission, Inc., New Term B-2 Loan, 8/7/17                                                         | $ | 49,504 |
|   | 1,146,827           | 3.75                                                                                                                                                                                                                                                                                                                                  | B+/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Allison Transmission, Inc., Term B-3 Loan, 8/23/19                                                            | 1,149,694 |
|   | 903,052             | 2.10                                                                                                                                                                                                                                                                                                                                  | B/B1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Federal-Mogul Corp., Tranche B Term Loan, 12/29/14                                                            | 900,512 |
|   | 530,026             | 2.10                                                                                                                                                                                                                                                                                                                                  | B/B1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Federal-Mogul Corp., Tranche C Term Loan, 12/28/15                                                            | 528,536 |
|   | 830,276             | 5.50                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | TI Group Automotive Systems LLC, Additional Term Loan, 3/27/19                                                | 837,282 |
|   | 672,809             | 3.75                                                                                                                                                                                                                                                                                                                                  | BB/Ba2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Tomkins LLC, Term B-2 Loan, 9/29/16                                                                           | 674,824 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 4,140,352 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Tires & Rubber - 0.3%                                                                                     |
|   | 4,190,000           | 4.75                                                                                                                                                                                                                                                                                                                                  | BB/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | The Goodyear Tire & Rubber Co., Term Loan (Second Lien), 3/27/19                                          | $ | 4,213,518 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Automobile Manufacturers - 0.2%                                                                               |
|   | 3,807,338           | 3.50                                                                                                                                                                                                                                                                                                                                  | BB+/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Chrysler Group LLC, Term Loan B, 5/24/17                                                                      | $ | 3,814,476 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Automobiles & Components                                                                            | $ | 12,168,346 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Consumer Durables & Apparel - 0.0% †                                                                |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Apparel, Accessories & Luxury Goods - 0.0% †                                                        |
|   | 619,793             | 3.25                                                                                                                                                                                                                                                                                                                                  | BBB-/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | PVH Corp., Tranche B Term Loan, 12/19/19                                                                      | $ | 621,873 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Consumer Durables & Apparel                                                                         | $ | 621,873 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Consumer Services - 0.1%                                                                                      |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Casinos & Gaming - 0.1%                                                                                   |
|   | 1,042,125           | 3.75                                                                                                                                                                                                                                                                                                                                  | BB+/Ba2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Pinnacle Entertainment, Inc., Tranche B-2 Term Loan, 8/13/20                                                  | $ | 1,046,522 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Restaurants - 0.0% †                                                                                    |
|   | 482,650             | 3.75                                                                                                                                                                                                                                                                                                                                  | BB/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Burger King Corp., Tranche B Term Loan (2012), 9/28/19                                                        | $ | 485,931 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Consumer Services                                                                                       | $ | 1,532,453 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Media - 0.6%                                                                                                  |   |   |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Advertising - 0.1%                                                                                            |
|   | 1,072,978           | 6.75                                                                                                                                                                                                                                                                                                                                  | B-/B1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Affinion Group, Inc., Tranche B Term Loan, 10/9/16                                                            | $ | 1,059,417 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Broadcasting - 0.2%                                                                                           |
|   | 2,283,156           | 0.00                                                                                                                                                                                                                                                                                                                                  | B+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20                                      | $ | 2,285,297 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Cable & Satellite - 0.1%                                                                                  |
|   | 1,712,063           | 3.00                                                                                                                                                                                                                                                                                                                                  | BB+/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Charter Communications Operating LLC, Term F Loan, 1/1/21                                                     | $ | 1,700,078 |
|   | 196,515             | 4.75                                                                                                                                                                                                                                                                                                                                  | B/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | WideOpenWest Finance LLC, Term B Loan, 4/1/19                                                                 | 197,287 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 1,897,365 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Movies & Entertainment - 0.1%                                                                             |
|   | 556,842             | 3.75                                                                                                                                                                                                                                                                                                                                  | NR/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Cinedigm Digital Funding I LLC, Term Loan, 2/28/18                                                            | $ | 557,886 |
|   | 1,417,875           | 3.50                                                                                                                                                                                                                                                                                                                                  | BB/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Live Nation Entertainment, Inc., Term B-1 Loan, 8/17/20                                                       | 1,422,306 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 1,980,192 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Publishing - 0.1%                                                                                             |
|   | 2,197,768           | 3.75                                                                                                                                                                                                                                                                                                                                  | BB-/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Interactive Data Corp., Refinanced Term Loan, 2/11/18                                                         | $ | 2,201,340 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Media                                                                                                   | $ | 9,423,611 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Food, Beverage & Tobacco - 0.1%                                                                           |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Agricultural Products - 0.1%                                                                                  |
|   | 1,255,000           | 3.25                                                                                                                                                                                                                                                                                                                                  | BBB-/Ba2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Darling International, Inc., Term B USD Loan, 12/19/20                                                        | $ | 1,257,730 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Packaged Foods & Meats - 0.0% †                                                                     |
|   | 23,760              | 3.25                                                                                                                                                                                                                                                                                                                                  | BB-/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Pinnacle Foods Finance LLC, New Term Loan G, 4/29/20                                                          | $ | 23,682 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Food, Beverage & Tobacco                                                                            | $ | 1,281,412 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Household & Personal Products - 0.1%                                                                      |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Household Products - 0.0% †                                                                             |
|   | 160,794             | 4.50                                                                                                                                                                                                                                                                                                                                  | B-/B2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | WASH Multifamily Laundry Systems LLC, U.S. Term Loan, 2/21/19                                                 | $ | 161,799 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Personal Products - 0.1%                                                                                      |
|   | 861,429             | 3.50                                                                                                                                                                                                                                                                                                                                  | BB-/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | NBTY, Inc., Term B-2 Loan, 10/1/17                                                                            | $ | 864,982 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Household & Personal Products                                                                       | $ | 1,026,781 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Health Care Equipment & Services - 0.7%                                                                   |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Health Care Equipment - 0.1%                                                                                  |
|   | 559,896             | 3.25                                                                                                                                                                                                                                                                                                                                  | BBB-/Ba2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Hologic, Inc., Refinancing Tranche B Term Loan, 8/1/19                                                        | $ | 558,496 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Health Care Supplies - 0.1%                                                                                   |
|   | 2,150,301           | 5.00                                                                                                                                                                                                                                                                                                                                  | BB-/B1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Immucor, Inc., Term B-2 Loan, 8/19/18                                                                         | $ | 2,163,741 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Health Care Services - 0.1%                                                                                   |
|   | 543,125             | 6.75                                                                                                                                                                                                                                                                                                                                  | B+/B1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Ardent Medical Services, Inc., 1st Lien Term Loan, 5/2/18                                                     | $ | 545,841 |
|   | 387,000             | 4.50                                                                                                                                                                                                                                                                                                                                  | BB-/Ba2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | DaVita HealthCare Partners, Inc., Tranche B Term Loan, 10/20/16                                               | 389,707 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 935,548 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Health Care Facilities - 0.4%                                                                                 |
|   | 598,645             | 3.47                                                                                                                                                                                                                                                                                                                                  | BB/Ba2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | CHS, 2017 Term E Loan, 1/25/17                                                                                | $ | 603,554 |
|   | 3,212,630           | 0.00                                                                                                                                                                                                                                                                                                                                  | BB/Ba2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | CHS, 2021 Term D Loan, 1/27/21                                                                                | 3,243,741 |
|   | 744,160             | 3.00                                                                                                                                                                                                                                                                                                                                  | BB/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | HCA, Inc., Tranche B-4 Term Loan, 5/1/18                                                                      | 745,091 |
|   | 1,784,645           | 2.90                                                                                                                                                                                                                                                                                                                                  | BB/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | HCA, Inc., Tranche B-5 Term Loan, 3/31/17                                                                     | 1,786,319 |
|   | 704,687             | 2.40                                                                                                                                                                                                                                                                                                                                  | BB+/Ba2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Universal Health Services, Inc., Tranche B-1 Term Loan, 11/15/16                                              | 709,418 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 7,088,123 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Health Care Technology - 0.0% †                                                                         |
|   | 457,240             | 3.75                                                                                                                                                                                                                                                                                                                                  | BB-/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | IMS Health, Inc., Term B Dollar Loan, 3/17/21                                                                 | $ | 457,026 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Health Care Equipment & Services                                                                    | $ | 11,202,934 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Pharmaceuticals, Biotechnology & Life Sciences - 0.3%                                                     |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Pharmaceuticals - 0.2%                                                                                        |
|   | 390,000             | 0.00                                                                                                                                                                                                                                                                                                                                  | NR/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Grifols Worldwide Operations USA, Inc., U.S. Tranche B Term Loam, 4/1/21                                      | $ | 390,244 |
|   | 1,684,745           | 3.25                                                                                                                                                                                                                                                                                                                                  | BBB-/Baa2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          | RPI Finance Trust, Term B-2 Term Loan, 5/9/18                                                                 | 1,693,169 |
|   | 615,625             | 3.75                                                                                                                                                                                                                                                                                                                                  | BB/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Valeant Pharmaceuticals International, Inc., Series C-2 Tranche B Term Loan, 12/11/19                         | 618,703 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 2,702,116 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Life Sciences Tools & Services - 0.1%                                                                     |
|   | 2,680,079           | 3.65                                                                                                                                                                                                                                                                                                                                  | BB-/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Catalent Pharma Solutions, Inc., Refinancing Dollar Term-1 (2016), 9/15/16                                    | $ | 2,694,149 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Pharmaceuticals, Biotechnology & Life Sciences                                                      | $ | 5,396,265 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Diversified Financials - 0.1%                                                                                 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Other Diversified Financial Services - 0.1%                                                                   |
|   | 999,288             | 5.25                                                                                                                                                                                                                                                                                                                                  | BB/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | WorldPay, Facility B2A Term Loan, 8/6/17                                                                      | $ | 1,010,780 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Diversified Financials                                                                                  | $ | 1,010,780 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Insurance - 0.4%                                                                                              |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Insurance Brokers - 0.4%                                                                                      |
|   | 6,256,050           | 3.25                                                                                                                                                                                                                                                                                                                                  | NR/B1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | USI Insurance Services LLC, Term B Loan, 12/30/19                                                             | $ | 6,287,330 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Insurance                                                                                               | $ | 6,287,330 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Software & Services - 0.1%                                                                                |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | IT Consulting & Other Services - 0.1%                                                                     |
|   | 953,650             | 3.91                                                                                                                                                                                                                                                                                                                                  | BB/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | SunGard Data Systems, Inc., Tranche C Term Loan, 2/28/17                                                      | $ | 958,204 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Application Software - 0.0% †                                                                           |
|   | 373,564             | 2.91                                                                                                                                                                                                                                                                                                                                  | BB+/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | Nuance Communications, Inc., Term C Loan, 8/7/19                                                              | $ | 370,015 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Systems Software - 0.0% †                                                                               |
|   | 114,516             | 2.15                                                                                                                                                                                                                                                                                                                                  | BB/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | The Reynolds & Reynolds Co., Tranche B Term Loan, 4/21/16                                                 | $ | 114,897 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Software & Services                                                                                 | $ | 1,443,116 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Technology Hardware & Equipment - 0.0% †                                                            |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Communications Equipment - 0.0% †                                                                       |
|   | 329,829             | 2.73                                                                                                                                                                                                                                                                                                                                  | BB+/Ba2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Commscope, Inc., Tranche 3 Term Loan, 1/21/17                                                                 | $ | 331,066 |
|   | 494,743             | 3.25                                                                                                                                                                                                                                                                                                                                  | BB+/Ba2                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Commscope, Inc., Tranche 4 Term Loan, 1/14/18                                                                 | 497,681 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 828,747 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Technology Hardware & Equipment                                                                     | $ | 828,747 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Semiconductors & Semiconductor Equipment - 0.2%                                                           |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Semiconductor Equipment - 0.2%                                                                                |
|   | 3,048,411           | 4.50                                                                                                                                                                                                                                                                                                                                  | NR/B1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              | Aeroflex, Inc., Tranche B-1 Term Loan, 11/9/19                                                                | $ | 3,080,420 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Semiconductors - 0.0% †                                                                                 |
|   | 395,014             | 0.00                                                                                                                                                                                                                                                                                                                                  | BB+/NR                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             | Microsemi Corp., Term Loan (First Lien), 3/14/21                                                              | $ | 394,768 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Semiconductors & Semiconductor Equipment                                                            | $ | 3,475,188 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Telecommunication Services - 0.1%                                                                             |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Integrated Telecommunication Services - 0.1%                                                                  |
|   | 1,950,113           | 4.00                                                                                                                                                                                                                                                                                                                                  | BB-/Ba3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | Cincinnati Bell, Inc., Tranche B Term Loan, 9/10/20                                                           | $ | 1,953,525 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Telecommunication Services                                                                              | $ | 1,953,525 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Utilities - 0.1%                                                                                              |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Independent Power Producers & Energy Traders - 0.1%                                                       |
|   | 1,332,565           | 2.75                                                                                                                                                                                                                                                                                                                                  | BB+/Baa3                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           | NRG Energy, Inc., Term Loan (2013), 7/1/18                                                                    | $ | 1,323,154 |
|   | 791,428             | 3.75                                                                                                                                                                                                                                                                                                                                  | BB+/Ba1                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            | NSG Holdings LLC, New Term Loan, 12/11/19                                                                     | 794,395 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          | $ | 2,117,549 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Utilities                                                                                               | $ | 2,117,549 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | TOTAL SENIOR FLOATING RATE LOAN INTERESTS                                                                     |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | (Cost $70,996,558)                                                                                            | $ | 72,453,763 |
|   | Shares              |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | RIGHTS / WARRANTS - 0.0% †                                                                              |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Automobiles & Components - 0.0% †                                                                   |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Auto Parts & Equipment - 0.0% †                                                                     |
|   | 247                 |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Lear Corp., 11/9/14                                                                                           | $ | 41,350 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Total Automobiles & Components                                                                            | $ | 41,350 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | TOTAL RIGHTS / WARRANTS                                                                                       |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | (Cost $13,341)                                                                                                | $ | 41,350 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | TOTAL INVESTMENT IN SECURITIES - 96.1%                                                                        |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | (Cost $1,526,987,602) (a)                                                                                     | $ | 1,585,689,517 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | OTHER ASSETS & LIABILITIES - 3.9%                                                                         | $ | 64,607,398 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | TOTAL NET ASSETS - 100.0%                                                                                     | $ | 1,650,296,915 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |
|   | NR                  | Not rated by either S&P or Moody's.                                                                                                                                                                                                                                                                                               |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |
|   | WR                  | Withdrawn rating.                                                                                                                                                                                                                                                                                                                     |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |
|   | REIT                | Real Estate Investment Trust.                                                                                                                                                                                                                                                                                                         |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |
|   | †             |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Rounds to less than 0.01%.                                                                                    |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |
|   | (Perpetual)         | Security with no stated maturity date.                                                                                                                                                                                                                                                                                                |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |
|   | (Cat Bond)          | Catastrophe bond is a high-yield debt instrument that is usually insurance linked and meant to raise money in case of a catastrophe.                                                                                                                                                                                                  |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |
|   | (Step)              | Bond issued with an initial coupon rate which converts to a higher rate at a later date.                                                                                                                                                                                                                                              |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |
|   | (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 March 31, 2014, the value of these securities amounted to $394,020,469 or 23.9% of total net assets. |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |
|   | **                  |                                                                                                                                                                                                                                                                                                                                  | Senior floating rate loan interests in which the Fund invests generally pay interest at rates that are periodically redetermined by reference to a base lending rate plus a premium. These base lending rates are generally (i) the lending rate offered by one or more major European banks, such as LIBOR (London InterBank Offered Rate), (ii) the prime rate offered by one or more major U.S. banks, (iii) the rate of a certificate of deposit or (iv) other base lending rates used by commercial lenders. The rate shown is the coupon rate at period end. |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |
|   | (a)                 |                                                                                                                                                                                                                                                                                                                                  | At  March 31, 2014, the net unrealized appreciation on investments based on                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | cost for federal income tax purposes of $1,529,605,149 was as follows:                                        |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Aggregate gross unrealized appreciation for all investments in which                                          |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | there is an excess of value over tax cost                                                                     | $ |           69,852,483 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Aggregate gross unrealized depreciation for all investments in which                                          |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | there is an excess of tax cost over value                                                                     |          (13,768,115) |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               | Net unrealized appreciation                                                                                   | $ |           56,084,368 |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |
|   | (b)                 |                                                                                                                                                                                                                                                                                                                                  | Debt obligation with a variable interest rate. Rate shown is rate at end of period.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |
|   | (c)                 |                                                                                                                                                                                                                                                                                                                                  | Security represents the interest only portion of payments on a pool of underlying mortgages or mortgage-backed securities.                                                                                                                                                                                                                                                                                                                                                                                                                                         |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |
|   | (d)                 |                                                                                                                                                                                                                                                                                                                                  | Security issued with a zero coupon. Income is earned through accretion of discount.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |
|   | (e)                 |                                                                                                                                                                                                                                                                                                                                  | Security is valued using fair value methods (other than prices supplied by independent pricing services).                                                                                                                                                                                                                                                                                                                                                                                                                                                          |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |
|   |                |                                                                                                                                                                                                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |                                                                                                          |   |   |

| CREDIT DEFAULT SWAP AGREEMENTS - SELL PROTECTION                                                                                                           |   |
|------------------------------------------------------------------------------------------------------------------------------------------------------------|--------|
|                                                                                                                                                       |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
|                                                                                                                                                       |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
|                                                                                                                                                       |   |   | Notional Principal ($) (1) | Counterparty | Obligation Entity/Index |   | Coupon |   |   | Expiration Date |   |   | Premiums Received (Paid) |   |   | Net Unrealized Appreciation (Depreciation) |   |
|                                                                                                                                                       |   |   | 8,100,000 | JPMorgan Chase & Co. | NA.HY.21.V1 |   |   | 5.00 | % |   | 12/20/18 |   |   | $ | (567,810 | ) |   | $ | (75,776 | ) |
|                                                                                                                                                       |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
|                                                                                                                                                       |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
|                                                                                                                                                       |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
|                                                                                                                                                       |   |            (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. |   |
|                                                                                                                                                       |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
|                                                                                                                                                       |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| 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) as Level 3.                                                          |   |
|                                                                                                                                                       |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| The following is a summary of the inputs used as of March 31, 2014, in valuing the Fund's assets:                                                          |   |
|                                                                                                                                                       |   |   |   |   |   |   |   | Level 1 |   |   | Level 2 |   |   | Level 3 |   |   | Total |   |
|                                                                                                                                                       |   |   |   |   |   | Convertible Corporate Bonds |   | $ | - |   |   | $ | 6,378,439 |   |   | $ | - |   |   | $ | 6,378,439 |   |
|                                                                                                                                                       |   |   |   |   |   | Preferred Stocks |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
|                                                                                                                                                       |   |   |   |   |   |      Banks |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
|                                                                                                                                                       |   |   |   |   |   |         Regional Banks |   |   | - |   |   |   | 2,847,250 |   |   |   | - |   |   |   | 2,847,250 |   |
|                                                                                                                                                       |   |   |   |   |   |      Insurance |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
|                                                                                                                                                       |   |   |   |   |   |         Life & Health Insurance |   |   | - |   |   |   | 3,840,201 |   |   |   | - |   |   |   | 3,840,201 |   |
|                                                                                                                                                       |   |   |   |   |   |         Reinsurance |   |   | - |   |   |   | - |   |   |   | 2,593,400 |   |   |   | 2,593,400 |   |
|                                                                                                                                                       |   |   |   |   |   |   All Other Preferred Stocks |   |   | 34,166,702 |   |   |   | - |   |   |   | - |   |   |   | 34,166,702 |   |
|                                                                                                                                                       |   |   |   |   |   | Convertible Preferred Stocks |   |   | 6,580,530 |   |   |   | - |   |   |   | - |   |   |   | 6,580,530 |   |
|                                                                                                                                                       |   |   |   |   |   | Asset Backed Securities |   |   | - |   |   |   | 124,374,598 |   |   |   | - |   |   |   | 124,374,598 |   |
|                                                                                                                                                       |   |   |   |   |   | Collateralized Mortgage Obligations |   |   | - |   |   |   | 309,007,748 |   |   |   | - |   |   |   | 309,007,748 |   |
|                                                                                                                                                       |   |   |   |   |   | Corporate Bonds |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
|                                                                                                                                                       |   |   |   |   |   |      Diversified Financials |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
|                                                                                                                                                       |   |   |   |   |   |        Other Diversified Financial Services |   |   | - |   |   |   | - |   |   |   | 875,682 |   |   |   | 875,682 |   |
|                                                                                                                                                       |   |   |   |   |   |      Insurance |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
|                                                                                                                                                       |   |   |   |   |   | Reinsurance |   |   |   | - |   |   |   | 1,281,572 |   |   |   | 1,281,572 |   |
|                                                                                                                                                       |   |   |   |   |   |   All Other Corporate Bonds |   |   | - |   |   |   | 572,054,369 |   |   |   | - |   |   |   | 572,054,369 |   |
|                                                                                                                                                       |   |   |   |   |   | U.S. Government Agency Obligations |   |   | - |   |   |   | 341,039,969 |   |   |   | - |   |   |   | 341,039,969 |   |
|                                                                                                                                                       |   |   |   |   |   | Municipal Bonds |   |   | - |   |   |   | 108,153,944 |   |   |   | - |   |   |   | 108,153,944 |   |
|                                                                                                                                                       |   |   |   |   |   | Senior Floating Rate Loan Interests |   |   | - |   |   |   | 72,453,763 |   |   |   | - |   |   |   | 72,453,763 |   |
|                                                                                                                                                       |   |   |   |   |   | Rights/Warrants |   |   | 41,350 |   |   |   | - |   |   |   | - |   |   |   | 41,350 |   |
|                                                                                                                                                       |   |   |   |   |   | Total |   | $ | 40,788,582 |   |   | $ | 1,540,150,281 |   |   | $ | 4,750,654 |   |   | $ | 1,585,689,517 |   |
|                                                                                                                                                       |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
|                                                                                                                                                       |   |   |   |   |   | Other Financial Instruments |   |
|                                                                                                                                                       |   |   |   |   |   | Unrealized Appreciation on Futures Contracts |   | $ | 1,425,567 |   |   |   | - |   |   |   | - |   |   | $ | 1,425,567 |   |
|                                                                                                                                                       |   |   |   |   |   | Unrealized Depreciation on Credit Default Swap |   |   | - |   |   |   | (75,776 | ) |   |   | - |   |   |   | (75,776 | ) |
|                                                                                                                                                       |   |   |   |   |   | Total Other Financial Instruments |   | $ | 1,425,567 |   |   | $ | (75,776 | ) |   | $ | - |   |   | $ | 1,349,791 |   |
|                                                                                                                                                       |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Following is a reconciliation of assets using significant unobservable inputs (Level 3):                                                                   |   |
|                                                                                                                                                       |   |   |   |   |   |   |   | Preferred Stocks |   |   | CorporateBonds |   |   | Total |   |
|                                                                                                                                                       |   |   |   |   |   | Balance as of 6/30/13 |   | $ | 2,241,535 |   |   | $ | 787,549 |   |   | $ | 3,029,084 |   |   |   |   |   |
|                                                                                                                                                       |   |   |   |   |   | Realized gain (loss) |   |   | 55,421 |   |   |   | - |   |   |   | 55,421 |   |   |   |   |   |
|                                                                                                                                                       |   |   |   |   |   | Change in unrealized appreciation (depreciation) |   |   | 139,382 |   |   |   | 115,705 |   |   |   | 255,087 |   |   |   |   |   |
|                                                                                                                                                       |   |   |   |   |   | Net purchases (sales) |   |   | 157,062 |   |   |   | 1,254,000 |   |   |   | 1,411,062 |   |   |   |   |   |
|                                                                                                                                                       |   |   |   |   |   | Transfers in and out of Level 3* |   |   | - |   |   |   | - |   |   |   | - |   |   |   |   |   |
|                                                                                                                                                       |   |   |   |   |   | Balance as of 3/31/14 |   | $ | 2,593,400 |   |   | $ | 2,157,254 |   |   | $ | 4,750,654 |   |   |   |   |   |
|                                                                                                                                                       |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
|                                                                                                                                                       |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
|                                                                                                                                                       |   |   |   |   | * | Transfers are calculated on the beginning of period values. |   |
|                                                                                                                                                       |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
|                                                                                                                                                       |   |   |   |   |   | During the period ended March 31, 2014, there were no transfers between Levels 1, 2 and 3. |   |
|                                                                                                                                                       |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
|                                                                                                                                                       |   |   |   |   |   | Net change in unrealized appreciation (depreciation) of investments |   |
|                                                                                                                                                       |   |   |   |   |   | still held as of 3/31/14 |   | $ | 255,087 |   |   |   |   |   |   |   |   |   |   |   |   |   |