UNITED STATESSECURITIES 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 811-22811

Bridge Builder Trust (Exact name of registrant as specified in charter)

615 East Michigan Street

Milwaukee, WI 53202 (Address of principal executive offices) (Zip code)

Elaine E. Richards, Secretary

Bridge Builder Trust

c/o 2020 East Financial Way

Glendora, CA 91741 (Name and address of agent for service)

414-287-3700

Registrant's telephone number, including area code

Date of fiscal year end: June 30, 2016

Date of reporting period:  March 31, 2016

Item 1. Schedule of Investments.

Bridge Builder Core Bond Fund
Schedule of Investments
March 31, 2016 (Unaudited)
	Principal
	Amount		Value
BONDS & NOTES - 97.36%
Asset-Backed Obligations - 9.79%
ABFC 2005-AQ1 Trust
4.91%, 06/25/2035	$	724,352	$	740,231
ABFC 2006-OPT1 Trust
0.58%, 09/25/2036		5,573,359		4,934,793
Academic Loan Funding Trust 2012-1
1.23%, 12/27/2022 (Acquired 10/28/2013, Cost $839,406) (2)		836,468		831,142
Academic Loan Funding Trust 2013-1
1.23%, 12/26/2044 (Acquired 11/15/2013, Cost $1,330,799) (2)		1,339,694		1,317,258
Accredited Mortgage Loan Trust 2006-2
0.58%, 09/25/2036		1,085,860		1,071,572
Ally Auto Receivables Trust 2014-SN2
1.03%, 09/20/2017		991,000		990,291
Ally Auto Receivables Trust 2015-2
1.49%, 11/15/2019		997,000		999,526
1.84%, 06/15/2020		2,078,000		2,095,811
Ally Auto Receivables Trust 2015-SN1
0.93%, 06/20/2017		1,644,480		1,644,084
1.21%, 12/20/2017		915,000		914,996
American Credit Acceptance Receivables Trust 2014-2
2.26%, 03/10/2020 (Acquired 04/15/2014, Cost $687,335) (2)		687,367		687,371
American Credit Acceptance Receivables Trust 2014-3
2.43%, 06/10/2020 (Acquired 01/28/2015, Cost $500,351) (2)		500,000		497,888
American Credit Acceptance Receivables Trust 2014-4
1.33%, 07/10/2018 (Acquired 11/19/2014, Cost $202,691) (2)		202,698		202,466
American Credit Acceptance Receivables Trust 2015-1
1.43%, 08/12/2019 (Acquired 03/11/2015, Cost $832,978) (2)		833,016		831,324
American Credit Acceptance Receivables Trust 2015-2
1.57%, 06/12/2019 (Acquired 06/17/2015, Cost $1,282,800) (2)		1,282,800		1,282,121
4.32%, 05/12/2021 (Acquired 06/17/2015, Cost $979,862) (2)		980,000		962,389
American Express Credit Account Master Trust 2013-1
1.14%, 02/16/2021		5,250,000		5,241,710
American Homes 4 Rent 2014-SFR2 Trust
3.79%, 10/17/2036 (Acquired 07/16/2015, Cost $2,005,109) (2)		1,953,677		2,034,911
4.29%, 10/17/2036 (Acquired 09/18/2014, Cost $300,433) (2)		300,000		307,677
6.23%, 10/17/2036 (Acquired 09/10/2014, Cost $1,087,006) (2)		1,000,000		988,789
American Homes 4 Rent 2014-SFR3 Trust
4.60%, 12/17/2036 (Acquired 04/06/2015, Cost $617,898) (2)		600,000		591,846
6.42%, 12/17/2036 (Acquired 04/01/2015 through 04/22/2015, Cost $1,102,507) (2)		1,000,000		990,555
American Homes 4 Rent 2015-SFR1
3.47%, 04/17/2052 (Acquired 04/01/2015 through 04/13/2015, Cost $2,249,289) (2)		2,212,980		2,251,790
5.64%, 04/17/2052 (Acquired 04/01/2015 through 04/22/2015, Cost $1,451,166) (2)		1,400,000		1,332,106
American Homes 4 Rent 2015-SFR2 Trust
3.73%, 10/17/2045 (Acquired 09/14/2015, Cost $1,744,009) (2)		1,737,783		1,799,955
AmeriCredit Automobile Receivables 2015-4
1.19%, 04/08/2019		16,463,000		16,474,175
1.70%, 07/08/2020		2,778,000		2,784,625
AmeriCredit Automobile Receivables 2016-1
1.19%, 06/10/2019		5,252,000		5,255,130
2.89%, 01/10/2022		1,870,000		1,887,461
AmeriCredit Automobile Receivables Trust 2013-4
0.96%, 04/09/2018		462,363		462,266
AmeriCredit Automobile Receivables Trust 2013-5
0.90%, 09/10/2018		857,392		856,622
AmeriCredit Automobile Receivables Trust 2014-1
0.90%, 02/08/2019		2,337,944		2,333,484
AmeriCredit Automobile Receivables Trust 2014-3
1.92%, 11/08/2019		463,000		464,177
AmeriCredit Automobile Receivables Trust 2015-2
0.83%, 09/10/2018		1,177,141		1,175,007
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Ctfs Ser 2003-13
4.99%, 01/25/2034		5,814		5,860
Apidos CLO IX
1.92%, 07/15/2023 (Acquired 3/27/2015, Cost $3,000,000) (2)		3,000,000		2,987,163
Argent Securities, Inc.
1.58%, 03/25/2034		3,570,651		3,344,277
Argent Securities, Inc. Asset Back Pass Thr Certs Ser 2004-W5
1.48%, 04/25/2034		3,667,317		3,272,597
Argent Securities, Inc. Asset-Backed Pass-Through Certificates Series 2005-W3
0.77%, 11/25/2035		5,596,748		5,409,168
ARLP Securitization Trust Series 2015-1
3.97%, 05/25/2055 (Acquired 06/26/2015, Cost $3,170,925) (2)		3,179,156		3,105,082
Asset Backed Securities Corp. Home Equity Loan Trust Series 2002-HE3
2.76%, 10/15/2032		546,906		545,116
Asset Backed Securities Corp. Home Equity Loan Trust Series 2003-HE6
1.11%, 11/25/2033		1,862,969		1,745,787
Asset Backed Securities Corp. Home Equity Loan Trust Series 2004-HE6
1.15%, 09/25/2034		5,384,258		5,322,132
Asset Backed Securities Corp. Home Equity Loan Trust Series OOMC 2006-HE3
0.60%, 03/25/2036		4,459,616		4,156,229
Asset-Backed Pass-Through Certificates Series 2004-R2
1.22%, 04/25/2034		569,349		558,510
Atlas Senior Loan Fund IV Ltd
2.12%, 02/17/2026 (Acquired 12/13/2013, Cost $15,214,270) (2)		15,250,000		15,105,704
Avis Budget Rental Car Funding AESOP LLC
1.92%, 09/20/2019 (Acquired 12/17/2014, Cost $4,885,607) (2)		4,900,000		4,855,997
2.46%, 07/20/2020 (Acquired 02/05/2014 through 06/27/2014, Cost $10,305,898) (2)		10,300,000		10,300,187
2.50%, 07/20/2021 (Acquired 01/22/2015, Cost $11,998,600) (2)		12,000,000		11,941,813
2.63%, 12/20/2021 (Acquired 05/20/2015, Cost $7,798,766) (2)		7,800,000		7,752,950
AXIS Equipment Finance Receivables II LLC
1.75%, 03/20/2017 (Acquired 11/13/2013, Cost $80,057) (2)		80,057		80,051
Axis Equipment Finance Receivables III LLC
1.90%, 03/20/2020 (Acquired 04/16/2015, Cost $1,519,584) (2)		1,519,637		1,516,498
B2R Mortgage Trust 2015-1
2.52%, 05/15/2048 (Acquired 04/07/2015, Cost $1,302,541) (2)		1,302,572		1,265,079
B2R Mortgage Trust 2015-2
3.34%, 11/15/2048 (Acquired 11/10/2015, Cost $3,006,702) (2)		3,006,721		3,070,500
BA Credit Card Trust
1.36%, 09/15/2020		1,304,000		1,308,433
Babson CLO Ltd 2013-I
1.72%, 04/20/2025 (Acquired 02/19/2015, Cost $766,531) (2)		775,000		754,284
Battalion CLO IV Ltd
2.02%, 10/22/2025 (Acquired 02/14/2014, Cost $7,958,307) (2)		8,000,000		7,922,952
Battalion CLO VIII Ltd
2.15%, 04/18/2027 (Acquired 02/27/2015, Cost $1,747,461) (2)		1,750,000		1,735,519
Bayview Financial Mortgage Pass-Through Trust 2007-B
6.83%, 08/28/2047		259,174		215,692
BCC Funding Corp. X
2.22%, 10/20/2020 (Acquired 06/17/2015, Cost $2,698,994) (2)		2,699,000		2,693,863
Bear Stearns Asset Backed Securities I Trust 2004-HE6
1.29%, 08/25/2034		7,536,175		6,889,203
Bear Stearns Asset Backed Securities I Trust 2004-HE7
1.33%, 08/25/2034		924,542		864,068
Bear Stearns Asset Backed Securities Trust 2003-2
1.93%, 03/25/2043		5,404,634		5,262,892
Bear Stearns Asset Backed Securities Trust 2006-SD1
0.80%, 04/25/2036		58,895		56,064
Benefit Street Partners CLO VII Ltd
2.15%, 07/18/2027 (Acquired 03/11/2016, Cost $1,976,421) (2)		2,000,000		1,980,160
Blue Elephant Loan Trust 2015-1
3.12%, 12/15/2022 (Acquired 03/17/2015, Cost $1,218,551) (2)		1,218,612		1,214,684
BMW Floorplan Master Owner Trust
0.94%, 07/15/2020 (Acquired 07/15/2015, Cost $8,600,000) (2)		8,600,000		8,603,462
BMW Vehicle Owner Trust 2014-A
0.53%, 04/25/2017		28,796		28,785
0.97%, 11/26/2018		680,000		680,098
BXG Receivables Note Trust 2012-A
2.66%, 12/02/2027 (Acquired 10/28/2013, Cost $464,228) (2)		468,212		466,831
Cabela's Credit Card Master Note Trust
1.63%, 02/18/2020 (Acquired 10/28/2013, Cost $786,680) (2)		784,000		785,603
California Republic Auto Receivables Trust 2014-2
1.57%, 12/16/2019		188,000		188,133
California Republic Auto Receivables Trust 2014-3
1.09%, 11/15/2018		1,675,602		1,673,984
California Republic Auto Receivables Trust 2015-2
1.31%, 08/15/2019		5,628,000		5,615,075
California Republic Auto Receivables Trust 2015-3
1.62%, 11/15/2019		4,201,000		4,201,106
CAM Mortgage LLC 2015-1
3.50%, 07/15/2064 (Acquired 06/24/2015, Cost $1,843,196) (2)		1,843,196		1,844,849
Capital Auto Receivables Asset Trust 2013-3
1.31%, 12/20/2017		509,228		509,389
Capital Auto Receivables Asset Trust 2013-4
1.09%, 03/20/2018		639,365		638,956
Capital Auto Receivables Asset Trust 2014-2
0.91%, 04/20/2017		53,764		53,746
Capital Auto Receivables Asset Trust 2015-3
1.72%, 01/22/2019		9,725,000		9,751,868
Capital Auto Receivables Asset Trust 2016-1
1.14%, 11/20/2018		5,945,000		5,947,746
Capital One Multi-Asset Execution Trust
0.48%, 07/15/2020		5,005,000		4,985,109
Carfinance Capital Auto Trust 2013-1
2.75%, 11/15/2018 (Acquired 10/28/2013, Cost $83,791) (2)		84,148		84,427
CarFinance Capital Auto Trust 2014-1
1.46%, 12/17/2018 (Acquired 03/17/2014, Cost $370,787) (2)		370,832		370,496
2.72%, 04/15/2020 (Acquired 03/17/2014, Cost $374,950) (2)		375,000		375,404
CarFinance Capital Auto Trust 2014-2
1.44%, 11/16/2020 (Acquired 07/29/2014, Cost $1,668,446) (2)		1,668,516		1,659,655
CarFinance Capital Auto Trust 2015-1
1.75%, 06/15/2021 (Acquired 02/18/2015, Cost $3,854,691) (2)		3,872,733		3,854,104
Carlyle Global Market Strategies CLO 2013-1 Ltd
1.92%, 02/14/2025 (Acquired 01/02/2014, Cost $5,057,405) (2)		5,100,000		5,053,468
Carlyle Global Market Strategies Commodities Funding 2014-1 Ltd
2.52%, 10/15/2021 (Acquired 05/22/2014, Cost $2,686,667) (1)(2)		2,686,667		2,648,414
CarMax Auto Owner Trust 2013-1
0.60%, 10/16/2017		20,420		20,409
CarMax Auto Owner Trust 2013-4
0.80%, 07/16/2018		159,650		159,503
1.28%, 05/15/2019		275,000		274,659
CarMax Auto Owner Trust 2014-2
0.98%, 01/15/2019		1,779,466		1,776,821
CarMax Auto Owner Trust 2015-2
0.82%, 06/15/2018		1,276,820		1,276,100
CarMax Auto Owner Trust 2015-4
1.56%, 11/16/2020		6,003,000		6,030,487
Carnow Auto Receivables Trust 2014-1
1.89%, 11/15/2018 (Acquired 09/17/2014, Cost $469,348) (2)		469,362		468,777
Carnow Auto Receivables Trust 2015-1
1.69%, 01/15/2020 (Acquired 09/11/2015, Cost $2,353,574) (2)		2,353,574		2,347,492
Carrington Mortgage Loan Trust Series 2006-OPT1
0.61%, 02/25/2036		1,276,542		1,240,917
Catamaran CLO 2014-1 Ltd
2.17%, 04/20/2026 (Acquired 04/02/2014, Cost $5,491,064) (2)		5,500,000		5,445,187
2.42%, 04/20/2026 (Acquired 04/02/2014, Cost $4,366,572) (2)		4,500,000		4,203,482
Catamaran CLO 2014-2 Ltd
2.13%, 10/18/2026 (Acquired 12/17/2014, Cost $991,834) (2)		1,000,000		996,490
Catamaran CLO 2015-1 Ltd
2.17%, 04/22/2027 (Acquired 03/31/2015, Cost $750,000) (2)		750,000		743,528
Chase Funding Trust Series 2003-4
5.42%, 05/25/2033		221,725		228,153
Chase Funding Trust Series 2003-6
4.28%, 11/25/2034		577,684		588,197
5.35%, 11/25/2034		339,290		352,575
Chase Issuance Trust
0.90%, 04/15/2019		16,700,000		16,630,857
1.38%, 11/15/2019		5,571,000		5,589,149
Chrysler Capital Auto Receivables Trust 2014-A
0.83%, 09/17/2018 (Acquired 05/15/2015, Cost $405,540) (2)		405,473		405,002
Citi Held For Asset Issuance 2015-PM1
1.85%, 12/15/2021 (Acquired 07/29/2015, Cost $1,527,921) (2)		1,527,933		1,524,863
Citi Held For Asset Issuance 2016-MF1
4.48%, 08/15/2022 (Acquired 02/26/2016, Cost $3,294,242) (2)		3,301,986		3,305,866
6.64%, 08/15/2022 (Acquired 02/26/2016, Cost $3,234,782) (2)		3,250,000		3,235,056
Citigroup Mortgage Loan Trust, Inc.
0.79%, 10/25/2035		5,160,679		5,089,463
Concord Funding Co LLC
3.15%, 01/15/2017 (Acquired 10/28/2013, Cost $3,096,000) (2)		3,096,000		3,098,836
Conseco Financial Corp
6.22%, 03/01/2030		131,716		138,700
Conseco Financial Corp.
6.40%, 10/15/2018		4,265		4,265
7.05%, 01/15/2019		1,577		1,606
6.24%, 12/01/2028		56,575		59,134
6.18%, 04/01/2030		37,369		39,438
Consumer Credit Origination Loan Trust 2015-1
2.82%, 03/15/2021 (Acquired 02/03/2015 through 02/17/2015, Cost $592,887) (2)		592,910		593,075
Contimortgage Home Equity Loan Trust 1997-2
7.09%, 04/15/2028		0		0
Countrywide Asset-Backed Certificates
5.12%, 02/25/2035		87,991		89,404
4.60%, 02/25/2036		728,022		740,473
0.69%, 04/25/2036		957,293		951,660
4.84%, 04/25/2036		295,904		262,694
4.82%, 09/25/2046		133,052		119,721
CPS Auto Receivables Trust 2011-C
4.21%, 03/15/2019 (Acquired 10/28/2013, Cost $151,566) (2)		150,702		150,774
CPS Auto Receivables Trust 2012-A
2.78%, 06/17/2019 (Acquired 10/28/2013, Cost $85,311) (2)		84,973		85,121
CPS Auto Receivables Trust 2012-B
2.52%, 09/16/2019 (Acquired 10/28/2013, Cost $439,190) (2)		437,407		437,759
CPS Auto Receivables Trust 2013-A
1.31%, 06/15/2020 (Acquired 10/28/2013, Cost $347,451) (2)		348,033		344,152
CPS Auto Receivables Trust 2013-C
1.64%, 04/16/2018 (Acquired 10/28/2013, Cost $281,726) (2)		281,987		281,854
CPS Auto Receivables Trust 2013-D
1.54%, 07/16/2018 (Acquired 12/10/2013, Cost $1,117,073) (2)		1,118,175		1,115,874
CPS Auto Receivables Trust 2014-A
1.21%, 08/15/2018 (Acquired 03/10/2014, Cost $863,593) (2)		865,019		862,062
CPS Auto Receivables Trust 2014-B
1.11%, 11/15/2018 (Acquired 06/06/2014, Cost $1,174,005) (2)		1,174,065		1,167,686
CPS Auto Receivables Trust 2014-C
1.31%, 02/15/2019 (Acquired 09/09/2014 through 06/18/2015, Cost $1,872,195) (2)		1,872,550		1,862,358
3.77%, 08/17/2020 (Acquired 09/09/2014, Cost $557,963) (2)		558,000		552,548
CPS Auto Receivables Trust 2014-D
1.49%, 04/15/2019 (Acquired 12/10/2014, Cost $1,776,275) (2)		1,776,299		1,766,259
4.35%, 11/16/2020 (Acquired 12/10/2014, Cost $524,964) (2)		525,000		507,129
CPS Auto Receivables Trust 2015-A
1.53%, 07/15/2019 (Acquired 03/19/2015, Cost $1,668,294) (2)		1,668,294		1,656,489
4.00%, 02/16/2021 (Acquired 03/19/2015, Cost $445,938) (2)		446,000		431,827
CPS Auto Receivables Trust 2015-B
1.65%, 11/15/2019 (Acquired 06/09/2015, Cost $3,687,979) (2)		3,687,980		3,663,782
4.20%, 05/17/2021 (Acquired 06/09/2015, Cost $1,904,908) (2)		1,905,000		1,889,546
CPS Auto Receivables Trust 2015-C
1.77%, 06/17/2019 (Acquired 09/11/2015, Cost $3,797,784) (2)		3,797,997		3,790,693
4.63%, 08/16/2021 (Acquired 09/11/2015, Cost $1,375,773) (2)		1,376,000		1,380,588
CPS Auto Receivables Trust 2016-A
2.25%, 10/15/2019 (Acquired 01/22/2016, Cost $2,244,832) (2)		2,244,869		2,244,786
CPS Auto Trust
1.82%, 12/16/2019 (Acquired 10/28/2013, Cost $333,021) (2)		332,632		332,055
1.48%, 03/16/2020 (Acquired 10/28/2013, Cost $190,786) (2)		190,725		189,735
Credit Acceptance Auto Loan Trust 2014-1
1.55%, 10/15/2021 (Acquired 01/21/2015, Cost $1,398,638) (2)		1,400,000		1,396,767
Credit Acceptance Auto Loan Trust 2014-2
1.88%, 03/15/2022 (Acquired 09/18/2014, Cost $3,643,764) (2)		3,650,000		3,644,887
Credit Acceptance Auto Loan Trust 2015-2
2.40%, 02/15/2023 (Acquired 08/12/2015, Cost $2,820,907) (2)		2,821,000		2,816,940
3.76%, 02/15/2024 (Acquired 08/12/2015, Cost $433,999) (2)		434,000		432,144
Credit-Based Asset Servicing and Securitization LLC
4.13%, 12/25/2035		26,134		25,813
CSMC Trust 2006-CF1
0.74%, 11/25/2035 (Acquired 10/28/2013, Cost $395) (2)		399		399
CWABS Asset-Backed Certificates Trust 2004-15
4.61%, 04/25/2035		131,706		132,311
CWABS Asset-Backed Certificates Trust 2005-1
5.03%, 07/25/2035		181,615		184,530
CWABS Asset-Backed Certificates Trust 2005-11
4.78%, 02/25/2036		777,913		792,697
CWABS Asset-Backed Certificates Trust 2005-17
4.72%, 05/25/2036		2,444		14,133
4.72%, 05/25/2036		62,957		88,089
CWABS, Inc. Asset-Backed Certificates Series 2003-5
5.41%, 01/25/2034		34,578		34,571
CWABS, Inc. Asset-Backed Certificates Series 2004-1
1.18%, 03/25/2034		79,202		75,377
1.26%, 03/25/2034		10,897		9,843
0.99%, 04/25/2034		1,112		997
CWABS, Inc. Asset-Backed Certificates Trust 2004-6
1.33%, 10/25/2034		46,688		43,864
1.21%, 11/25/2034		1,426,084		1,378,531
CWHEQ Home Equity Loan Trust Series 2007-S1
5.69%, 11/25/2036		40,606		39,962
Discover Card Execution Note Trust
1.64%, 07/15/2021		3,338,000		3,363,064
1.90%, 10/17/2022		3,525,000		3,548,910
Drive Auto Receivables Trust 2015-A
4.12%, 07/15/2022 (Acquired 03/12/2015, Cost $1,765,684) (2)		1,766,000		1,752,009
Drive Auto Receivables Trust 2015-B
0.93%, 12/15/2017 (Acquired 07/31/2015, Cost $123,334) (2)		123,411		123,370
2.12%, 06/17/2019 (Acquired 05/20/2015, Cost $1,631,932) (2)		1,632,000		1,632,745
3.84%, 07/15/2021 (Acquired 05/20/2015, Cost $1,920,580) (2)		1,921,000		1,890,499
Drive Auto Receivables Trust 2015-C
1.03%, 02/15/2018 (Acquired 07/15/2015, Cost $214,042) (2)		214,045		213,933
1.11%, 02/15/2018 (Acquired 07/15/2015, Cost $1,046,379) (2)		1,046,379		1,046,125
4.20%, 09/15/2021 (Acquired 07/15/2015, Cost $926,459) (2)		926,471		915,836
Drive Auto Receivables Trust 2015-D
1.23%, 06/15/2018 (Acquired 09/23/2015, Cost $5,374,919) (2)		5,375,038		5,371,739
Drive Auto Receivables Trust 2016-A
1.50%, 03/15/2018 (Acquired 01/21/2016, Cost $3,953,950) (2)		3,954,000		3,954,671
DT Auto Owner Trust 2014-3
0.98%, 04/16/2018 (Acquired 12/03/2014, Cost $351,707) (2)		351,715		351,330
DT Auto Owner Trust 2015-1
1.06%, 09/17/2018 (Acquired 02/18/2015, Cost $644,399) (2)		644,682		644,228
DT Auto Owner Trust 2015-2
1.24%, 09/17/2018 (Acquired 06/10/2015, Cost $1,272,293) (2)		1,272,327		1,271,056
4.25%, 02/15/2022 (Acquired 06/10/2015, Cost $1,355,966) (2)		1,356,000		1,336,759
DT Auto Owner Trust 2015-3
1.66%, 03/15/2019 (Acquired 10/07/2015, Cost $5,087,559) (2)		5,088,116		5,077,445
DT Auto Owner Trust 2016-1
2.00%, 09/16/2019 (Acquired 01/13/2016, Cost $2,996,992) (2)		2,997,063		3,003,678
Exeter Automobile Receivables Trust 2014-1
1.29%, 05/15/2018 (Acquired 01/29/2014, Cost $227,165) (2)		227,175		227,108
Exeter Automobile Receivables Trust 2014-2
1.06%, 08/15/2018 (Acquired 05/20/2014, Cost $638,033) (2)		638,343		637,204
3.26%, 12/16/2019 (Acquired 05/20/2014, Cost $334,967) (2)		335,000		330,676
Exeter Automobile Receivables Trust 2014-3
1.32%, 01/15/2019 (Acquired 10/09/2014, Cost $2,616,291) (2)		2,618,502		2,611,183
2.77%, 11/15/2019 (Acquired 10/09/2014, Cost $666,944) (2)		667,000		659,457
Exeter Automobile Receivables Trust 2015-1
1.60%, 06/17/2019 (Acquired 02/26/2015, Cost $1,314,303) (2)		1,314,351		1,311,937
2.84%, 03/16/2020 (Acquired 02/26/2015, Cost $1,124,819) (2)		1,125,000		1,115,000
Exeter Automobile Receivables Trust 2015-2
1.54%, 11/15/2019 (Acquired 05/12/2015, Cost $1,869,391) (2)		1,869,475		1,862,505
Exeter Automobile Receivables Trust 2016-1
2.35%, 07/15/2020 (Acquired 02/04/2016, Cost $3,313,373) (2)		3,313,645		3,314,102
5.27%, 10/15/2021 (Acquired 02/04/2016, Cost $2,229,854) (2)		2,230,000		2,233,393
Fifth Third Auto Trust 2014-3
0.57%, 05/15/2017		89,185		89,160
0.96%, 03/15/2019		413,000		412,188
First Investors Auto Owner Trust 2013-1
0.90%, 10/15/2018 (Acquired 10/28/2013, Cost $31,513) (2)		31,519		31,510
First Investors Auto Owner Trust 2013-2
1.23%, 03/15/2019 (Acquired 03/17/2015, Cost $297,460) (2)		297,314		297,003
First Investors Auto Owner Trust 2013-3
1.44%, 10/15/2019 (Acquired 11/06/2013, Cost $867,101) (2)		866,274		865,801
First Investors Auto Owner Trust 2014-2
0.86%, 08/15/2018 (Acquired 01/28/2015, Cost $84,654) (2)		84,716		84,659
First Investors Auto Owner Trust 2014-3
1.06%, 11/15/2018 (Acquired 11/07/2014, Cost $218,680) (2)		218,681		218,348
1.67%, 11/16/2020 (Acquired 11/07/2014, Cost $773,946) (2)		776,000		772,548
First Investors Auto Owner Trust 2015-1
1.21%, 04/15/2019 (Acquired 04/16/2015, Cost $1,324,830) (2)		1,324,840		1,322,021
First Investors Auto Owner Trust 2015-2
1.59%, 12/16/2019 (Acquired 08/16/2015, Cost $1,646,917) (2)		1,646,922		1,643,644
4.22%, 12/15/2021 (Acquired 08/18/2015, Cost $279,983) (2)		280,000		272,785
First Investors Auto Owner Trust 2016-1
1.92%, 05/15/2020 (Acquired 03/03/2016, Cost $1,160,758) (2)		1,162,381		1,164,018
FirstKey Lending 2015-SFR1 Trust
2.55%, 03/09/2047 (Acquired 04/09/2015, Cost $3,276,005) (2)		3,268,736		3,237,185
3.42%, 03/09/2047 (Acquired 04/09/2015, Cost $1,455,147) (2)		1,442,000		1,451,746
Flagship Credit Auto Trust 2013-1
1.32%, 04/16/2018 (Acquired 10/28/2013, Cost $35,712) (2)		35,726		35,715
Flagship Credit Auto Trust 2013-2
1.94%, 01/15/2019 (Acquired 10/28/2013, Cost $199,733) (2)		199,733		199,707
Flagship Credit Auto Trust 2014-1
1.21%, 04/15/2019 (Acquired 04/08/2014, Cost $1,353,702) (2)		1,355,905		1,349,788
2.55%, 02/18/2020 (Acquired 04/08/2014, Cost $279,967) (2)		280,000		276,638
Flagship Credit Auto Trust 2014-2
1.43%, 12/16/2019 (Acquired 10/09/2014, Cost $1,295,313) (2)		1,296,490		1,291,180
2.84%, 11/16/2020 (Acquired 10/09/2014, Cost $891,930) (2)		892,000		875,387
3.95%, 12/15/2020 (Acquired 10/09/2014, Cost $439,938) (2)		440,000		415,146
Flagship Credit Auto Trust 2015-1
1.63%, 06/15/2020 (Acquired 03/05/2015, Cost $2,123,953) (2)		2,124,113		2,098,621
Flagship Credit Auto Trust 2015-2
1.98%, 10/15/2020 (Acquired 07/29/2015, Cost $1,803,402) (2)		1,803,552		1,800,195
Flagship Credit Auto Trust 2015-3
2.38%, 10/15/2020 (Acquired 10/28/2015, Cost $2,003,751) (2)		2,003,757		1,998,771
3.68%, 03/15/2022 (Acquired 10/28/2015, Cost $567,893) (2)		568,000		561,045
4.65%, 03/15/2022 (Acquired 10/28/2015, Cost $566,839) (2)		567,000		536,191
Flagship Credit Auto Trust 2016-1
2.77%, 12/15/2020 (Acquired 02/19/2016, Cost $2,484,920) (2)		2,490,624		2,483,794
6.22%, 06/15/2022 (Acquired 02/19/2016, Cost $2,978,579) (2)		3,000,000		2,975,746
Flatiron CLO 2013-1 Ltd
2.02%, 01/17/2026 (Acquired 08/12/2014, Cost $746,262) (2)		750,000		734,813
Ford Credit Auto Lease Trust 2014-B
0.89%, 09/15/2017		1,288,413		1,288,131
1.10%, 11/15/2017		550,000		549,941
Ford Credit Auto Owner Trust 2014-B
0.90%, 10/15/2018		733,881		733,358
Ford Credit Auto Owner Trust 2014-C
0.61%, 08/15/2017		201,940		201,885
1.06%, 05/15/2019		1,040,000		1,039,562
Ford Credit Auto Owner Trust 2014-REV2
2.31%, 04/15/2026 (Acquired 10/07/2014, Cost $6,862,058) (2)		6,820,000		6,881,641
Ford Credit Auto Owner Trust 2015-A
0.81%, 01/15/2018		940,552		940,096
1.28%, 09/15/2019		942,000		943,722
Ford Credit Auto Owner Trust 2015-C
1.74%, 02/15/2021		3,338,000		3,366,310
Ford Credit Auto Owner Trust 2016-A
1.60%, 06/15/2021		2,514,000		2,521,275
Ford Credit Auto Owner Trust 2016-REV1
2.31%, 08/15/2027 (Acquired 02/23/2016, Cost $11,396,092) (2)		11,398,000		11,403,487
Ford Credit Auto Owner Trust/Ford Credit 2014-REV1
2.26%, 11/15/2025 (Acquired 05/06/2014, Cost $4,899,078) (2)		4,900,000		4,964,238
Freedom Trust 2011-2
5.00%, 08/01/2046 (Acquired 10/28/2013 through 06/25/2014, Cost $105,997) (2)		103,975		104,179
Fremont Home Loan Trust 2004-2
1.29%, 07/25/2034		1,229,294		1,049,124
FRT 2013-1 Trust
5.00%, 10/25/2033 (Acquired 01/08/2014, Cost $775,468) (1)(2)		788,934		777,268
Galaxy XVIII CLO Ltd
2.09%, 10/15/2026 (Acquired 07/11/2014, Cost $2,250,000) (2)		2,250,000		2,232,014
GCAT 2015-2
3.75%, 07/25/2020 (Acquired 07/22/2015 through 07/27/2015, Cost $2,894,306) (2)		2,896,417		2,882,254
GE Capital Mortgage Services, Inc. 1999-HE1 Trust
6.27%, 04/25/2029		139		140
6.71%, 04/25/2029		50,126		43,561
GE Dealer Floorplan Master Note Trust
0.93%, 01/20/2020		5,300,000		5,281,392
GE Mortgage Services LLC
6.74%, 12/25/2028		8		6
GLC II Trust 2013-1
4.00%, 12/18/2020 (Acquired 12/23/2014, Cost $1,650,035) (2)		1,650,035		1,644,069
GLC Trust 2013-1
3.00%, 07/15/2021 (Acquired 07/01/2014, Cost $1,477,617) (2)		1,484,526		1,432,568
GLS Auto Receivables Trust 2015-1
2.25%, 12/15/2020 (Acquired 06/26/2015, Cost $2,148,505) (2)		2,148,505		2,136,664
4.43%, 12/15/2020 (Acquired 06/26/2015, Cost $953,965) (2)		954,000		945,992
GM Financial Automobile Leasing Trust 2015-1
1.10%, 12/20/2017		2,514,545		2,513,256
1.53%, 09/20/2018		1,198,000		1,199,162
1.73%, 06/20/2019		502,000		503,416
GMAT 2013-1 Trust
3.97%, 11/25/2043 (Acquired 11/06/2013, Cost $856,799) (2)		856,217		855,321
GMF Floorplan Owner Revolving Trust
0.94%, 05/15/2020 (Acquired 05/13/2015, Cost $4,600,000) (2)		4,600,000		4,564,657
GO Financial Auto Securitization Trust 2015-1
1.81%, 03/15/2018 (Acquired 03/18/2015, Cost $1,077,034) (2)		1,077,055		1,075,991
3.59%, 10/15/2020 (Acquired 05/19/2015, Cost $994,961) (2)		995,000		991,824
GO Financial Auto Securitization Trust 2015-2
3.27%, 11/15/2018 (Acquired 11/19/2015, Cost $2,616,857) (2)		2,616,857		2,601,353
4.80%, 08/17/2020 (Acquired 11/19/2015, Cost $1,872,809) (2)		1,873,000		1,835,532
Gold Key Resorts 2014-A LLC
3.22%, 03/17/2031 (Acquired 12/01/2014, Cost $1,360,519) (2)		1,360,763		1,349,501
Gramercy Park CLO Ltd
1.92%, 07/17/2023 (Acquired 07/10/2014, Cost $1,125,000) (2)		1,125,000		1,119,380
GSAA Trust
0.75%, 03/25/2035		8,898,308		8,677,872
0.70%, 06/25/2035		1,310,133		1,257,710
GSAMP Trust 2005-WMC2
0.74%, 11/25/2035		4,230,542		4,088,085
Hertz Vehicle Financing II LP
2.67%, 09/25/2021 (Acquired 09/30/2015, Cost $7,998,240) (2)		8,000,000		7,991,986
Hertz Vehicle Financing LLC 2016-1
2.32%, 03/25/2020 (Acquired 02/04/2016, Cost $8,697,997) (2)		8,700,000		8,700,271
Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2006-A
0.63%, 03/25/2036		75,205		67,142
Honda Auto Receivables 2014-2 Owner Trust
0.77%, 03/19/2018		723,936		722,795
Honda Auto Receivables 2015-1 Owner Trust
0.70%, 06/15/2017		325,114		325,021
Honda Auto Receivables 2015-3 Owner Trust
1.56%, 10/18/2021		1,936,000		1,946,279
Honda Auto Receivables 2016-1 Owner Trust
1.22%, 12/18/2019		4,808,000		4,804,312
HSBC Home Equity Loan Trust USA 2007-1
0.63%, 03/20/2036		25,177		25,069
HSBC Home Equity Loan Trust USA 2007-3
1.63%, 11/20/2036		368,963		367,785
Hyundai Auto Receivables Trust 2014-B
0.90%, 12/17/2018		1,677,528		1,675,174
Hyundai Auto Receivables Trust 2015-A
0.68%, 10/16/2017		399,712		399,651
Hyundai Auto Receivables Trust 2015-B
0.69%, 04/16/2018		1,006,130		1,005,317
1.12%, 11/15/2019		1,024,000		1,022,331
Hyundai Auto Receivables Trust 2015-C
1.46%, 02/18/2020		2,287,000		2,295,831
Imc Home Equity Loan Trust 1997-5
6.88%, 11/20/2028		329		328
Invitation Homes 2014-SFR1 Trust
1.44%, 06/17/2031 (Acquired 05/14/2015, Cost $1,986,033) (2)		1,992,860		1,947,874
JP Morgan Mortgage Acquisition Trust 2006-CH1
0.56%, 07/25/2036		4,742,217		4,538,889
KSBA 2012-2 A
0.00%, 08/25/2038 (Acquired 02/19/2014, Cost $544,475) (2)(8)		9,832,109		270,383
KVK CLO 2014-1 Ltd
2.21%, 05/15/2026 (Acquired 03/05/2014, Cost $7,785,707) (2)		7,800,000		7,663,765
3.67%, 05/15/2026 (Acquired 03/05/2014, Cost $2,000,000) (2)		2,000,000		2,036,744
KVK CLO 2014-2 Ltd
2.17%, 07/15/2026 (Acquired 06/02/2014, Cost $4,243,076) (2)		4,250,000		4,214,534
KVK CLO 2015-1 Ltd
2.20%, 05/20/2027 (Acquired 04/22/2015, Cost $249,854) (2)		250,000		247,904
Lendmark Funding Trust 2016-A
4.82%, 08/21/2023 (Acquired 02/26/2016, Cost $2,396,703) (2)(8)		2,397,000		2,396,521
Lila Mexican Holdings Llc
0.00%, 08/11/2022 (1)(8)		3,494,176		3,358,551
Limerock CLO II Ltd
2.12%, 04/18/2026 (Acquired 02/26/2014, Cost $248,937) (2)		250,000		248,279
Long Beach Mortgage Loan Trust 2004-1
1.18%, 02/25/2034		1,781,892		1,669,157
Long Beach Mortgage Loan Trust 2004-3
1.29%, 07/25/2034		76,245		72,872
Long Beach Mortgage Loan Trust 2006-WL2
0.63%, 01/25/2036		65,053		62,596
LV Tower 52 Issuer 2013-1
5.50%, 07/15/2019 (Acquired 08/03/2015, Cost $3,095,894) (1)(2)(8)		3,095,894		3,032,119
7.50%, 07/15/2019 (Acquired 08/03/2015, Cost $1,532,510) (1)(2)(8)		1,532,510		1,452,972
Magnetite IX Ltd
2.04%, 07/25/2026 (Acquired 08/18/2014, Cost $2,248,853) (2)		2,250,000		2,229,957
Magnetite VIII Ltd
2.10%, 04/15/2026 (Acquired 04/16/2014 through 01/21/2015, Cost $11,731,622) (2)		11,750,000		11,672,203
Magnetite XI Ltd
2.07%, 01/18/2027 (Acquired 12/04/2014, Cost $1,492,991) (2)		1,500,000		1,487,736
MarkePlace Loan Trust 2015-OD2
3.25%, 08/17/2017 (Acquired 08/06/2015, Cost $360,480) (2)(8)		360,836		360,114
5.25%, 08/17/2017 (Acquired 08/06/2015, Cost $710,508) (2)(8)		712,000		709,200
MarketPlace Loan Trust 2015-OD1
3.25%, 06/17/2017 (8)		284,432		283,471
5.25%, 06/17/2017 (8)		500,000		496,806
MarketPlace Loan Trust 2015-OD3
3.25%, 09/17/2017 (Acquired 09/10/2015, Cost $2,451,190) (2)(8)		2,455,595		2,442,023
5.25%, 09/17/2017 (Acquired 09/10/2015, Cost $747,081) (2)(8)		750,000		744,897
MarketPlace Loan Trust 2015-OD4
3.25%, 12/18/2017 (Acquired 12/22/2015, Cost $2,197,921) (2)		2,205,013		2,185,719
Mastr Asset Backed Securities Trust 2005-HE1
1.15%, 05/25/2035		1,939,036		1,895,599
Mastr Asset Backed Securities Trust 2006-NC1
0.73%, 01/25/2036		4,633,000		4,438,474
Mercedes-Benz Auto Receivables Trust 2015-1
0.82%, 06/15/2018		2,271,515		2,269,863
Mid-State Capital Corp. 2006-1 Trust
6.08%, 10/15/2040 (Acquired 10/28/2013, Cost $971,563) (2)		978,554		1,022,486
Mid-State Capital Trust 2010-1
3.50%, 12/15/2045 (Acquired 10/28/2013, Cost $491,768) (2)		479,992		492,021
5.25%, 12/15/2045 (Acquired 10/28/2013, Cost $890,954) (2)		863,727		900,295
Mill Creek CLO Ltd 2016-1
2.34%, 04/20/2028 (Acquired 03/21/2016, Cost $3,750,000) (2)		3,750,000		3,731,250
Morgan Stanley ABS Capital I, Inc. Trust 2004-OP1
1.30%, 11/25/2034		1,737,448		1,550,493
Morgan Stanley ABS Capital I, Inc. Trust 2006-NC3
0.60%, 03/25/2036		822,436		816,534
Nationstar HECM Loan Trust 2015-1A
3.84%, 05/25/2018 (Acquired 06/10/2015, Cost $1,455,547) (2)		1,455,547		1,454,820
Nationstar HECM Loan Trust 2015-2A
2.88%, 11/25/2025 (Acquired 11/19/2015, Cost $1,787,352) (2)		1,787,353		1,784,281
4.11%, 11/25/2025 (Acquired 11/19/2015, Cost $1,963,996) (2)(8)		1,964,000		1,965,846
Nationstar HECM Loan Trust 2016-1A
4.36%, 02/25/2026 (Acquired 02/25/2016, Cost $1,962,000) (2)(8)		1,962,000		1,965,747
Nationstar Home Equity Loan Trust 2006-B
0.60%, 09/25/2036		136,669		136,658
Navitas Equipment Receivables LLC 2013-1
1.95%, 11/15/2016 (Acquired 10/31/2013, Cost $60,118) (2)		60,118		60,095
Neuberger Berman CLO Ltd
2.72%, 07/25/2023 (Acquired 02/19/2015, Cost $249,703) (2)		250,000		246,034
New Century Home Equity Loan Trust Series 2003-5
5.17%, 11/25/2033		318,289		327,047
Nissan Auto Lease Trust 2015-A
0.99%, 11/15/2017		2,209,287		2,208,997
Nissan Auto Receivables 2014-B Owner Trust
1.11%, 05/15/2019		400,000		400,096
Nissan Auto Receivables 2016-A Owner Trust
1.34%, 10/15/2020		2,569,000		2,571,657
NRPL Trust 2015-1
3.88%, 11/01/2054 (Acquired 02/19/2015, Cost $2,133,681) (2)		2,133,682		2,128,593
3.88%, 11/01/2054 (Acquired 02/19/2015, Cost $957,437) (2)		1,000,000		986,882
NRPL Trust 2015-2
3.75%, 10/25/2057 (Acquired 06/04/2015, Cost $4,295,541) (2)		4,314,343		4,228,643
3.75%, 10/25/2057 (Acquired 03/08/2016, Cost $1,153,993) (2)		1,250,000		1,179,450
NRZ Advance Receivables Trust Advance Receivables Backed 2015-T1
2.31%, 08/15/2046 (Acquired 08/25/2015, Cost $1,750,000) (2)		1,750,000		1,747,836
3.10%, 08/15/2046 (Acquired 08/25/2015, Cost $799,242) (2)		800,000		798,000
3.60%, 08/15/2046 (Acquired 08/25/2015, Cost $1,246,154) (2)		1,250,000		1,246,484
NRZ Advance Receivables Trust Advance Receivables Backed 2015-T2
4.68%, 08/17/2048 (Acquired 08/25/2015, Cost $1,406,000) (2)		1,406,000		1,406,879
NRZ Advance Receivables Trust Advance Receivables Backed 2015-T3
4.27%, 11/15/2046 (Acquired 11/20/2015, Cost $3,750,000) (2)		3,750,000		3,746,790
NRZ Advance Receivables Trust Advance Receivables Backed 2015-T4
3.20%, 11/15/2047 (Acquired 11/20/2015, Cost $6,500,000) (2)		6,500,000		6,503,898
4.67%, 11/15/2047 (Acquired 11/20/2015, Cost $2,000,000) (2)		2,000,000		1,997,500
OAK Hill Advisors Residential Loan Trust 2014-NPL2
3.35%, 04/25/2054 (Acquired 11/05/2014, Cost $2,420,436) (2)		2,420,436		2,400,026
4.00%, 04/25/2054 (Acquired 11/05/2014, Cost $1,000,347) (2)		1,028,000		1,017,699
Oak Hill Advisors Residential Loan Trust 2015-NPL1
4.00%, 01/25/2055 (Acquired 03/05/2015, Cost $1,511,056) (2)		1,558,000		1,529,811
Oak Hill Advisors Residential Loan Trust 2015-NPL2
3.72%, 07/25/2055 (Acquired 08/04/2015, Cost $3,030,206) (2)		3,030,206		3,010,651
4.00%, 07/25/2055 (Acquired 08/04/2015, Cost $620,996) (2)		641,000		628,690
Oakwood Mortgage Investors, Inc.
6.45%, 11/15/2017		3,928		4,049
Ocwen Master Advance Receivables Trus
2.54%, 09/17/2046 (Acquired 09/11/2015, Cost $1,107,999) (2)		1,108,000		1,107,386
4.10%, 09/17/2046 (Acquired 09/11/2015, Cost $2,624,010) (2)		2,628,000		2,623,073
Ocwen Master Advance Receivables Trust
4.26%, 11/15/2046 (Acquired 11/06/2015, Cost $750,999) (2)		751,000		749,649
3.21%, 11/15/2047 (Acquired 11/06/2015, Cost $4,767,959) (2)		4,768,000		4,771,786
4.20%, 11/15/2047 (Acquired 11/06/2015, Cost $729,998) (2)(8)		730,000		730,000
4.69%, 11/15/2047 (Acquired 11/06/2015, Cost $1,749,999) (2)		1,750,000		1,753,771
OnDeck Asset Securitization Trust 2014-1 LLC
3.15%, 05/17/2018 (Acquired 04/30/2014, Cost $2,839,743) (2)		2,842,000		2,830,942
OneMain Financial Issuance Trust 2014-1
2.43%, 06/18/2024 (Acquired 04/09/2014, Cost $3,390,247) (2)		3,390,000		3,381,485
3.24%, 06/18/2024 (Acquired 04/09/2014, Cost $401,946) (2)		402,000		393,184
OneMain Financial Issuance Trust 2014-2
2.47%, 09/18/2024 (Acquired 07/23/2014, Cost $5,050,761) (2)		5,049,000		5,029,296
3.02%, 09/18/2024 (Acquired 07/23/2014, Cost $1,864,000) (2)		1,864,000		1,801,393
OneMain Financial Issuance Trust 2015-1
3.19%, 03/18/2026 (Acquired 01/28/2015, Cost $3,451,122) (2)		3,452,000		3,417,758
3.85%, 03/18/2026 (Acquired 02/13/2015, Cost $500,269) (2)		500,000		478,142
OneMain Financial Issuance Trust 2015-2
2.57%, 07/18/2025 (Acquired 05/12/2015, Cost $18,062,069) (2)		18,062,000		17,816,940
3.10%, 07/18/2025 (Acquired 05/12/2015, Cost $1,626,585) (2)		1,627,000		1,538,186
Oportun Funding II LLC
4.70%, 03/08/2021 (Acquired 02/12/2016, Cost $2,900,771) (2)(8)		2,901,000		2,892,848
6.41%, 03/08/2021 (Acquired 02/12/2016, Cost $810,931) (2)(8)		811,000		811,000
Option One Mortgage Loan Trust
1.27%, 02/25/2033		16,945		15,628
Option One Mortgage Loan Trust 2004-3
1.33%, 11/25/2034		1,691,802		1,542,821
Palmer Square CLO 2015-1 Ltd
2.12%, 05/21/2027 (Acquired 04/10/2015, Cost $249,398) (2)		250,000		248,386
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates Series 2004-MCW
1.37%, 10/25/2034		148,646		148,485
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates Series 2005-WCH
1.27%, 01/25/2036		4,800,000		4,557,440
PFS Tax Lien Trust 2014-1
1.44%, 05/15/2029 (Acquired 04/29/2014, Cost $400,624) (2)		400,640		399,393
Prestige Auto Receivables Trust 2014-1
0.97%, 03/15/2018 (Acquired 05/06/2015, Cost $112,445) (2)		112,399		112,332
Pretium Mortgage Credit Partners I 2015-NPL2 LLC
3.75%, 07/27/2030 (Acquired 07/22/2015, Cost $1,307,209) (2)		1,308,339		1,291,536
4.25%, 07/27/2030 (Acquired 07/22/2015, Cost $1,475,810) (2)		1,500,000		1,475,354
Progreso Receivables Funding II LLC
3.50%, 07/08/2019 (Acquired 6/18/2014 through 7/21/2014, Cost $3,500,287) (2)		3,500,000		3,486,630
Progreso Receivables Funding III LLC
3.63%, 02/08/2020 (Acquired 01/20/2015, Cost $3,090,000) (2)		3,090,000		3,053,288
5.50%, 02/08/2020 (Acquired 01/20/2015, Cost $793,000) (2)		793,000		785,316
Progreso Receivables Funding LLC
3.00%, 07/28/2020 (Acquired 06/30/2015, Cost $1,203,000) (2)		1,203,000		1,196,433
5.00%, 07/28/2020 (Acquired 06/30/2015, Cost $605,000) (2)(8)		605,000		592,900
Progress Residential 2015-SFR2 Trust
2.74%, 06/12/2032 (Acquired 05/20/2015, Cost $3,404,477) (2)		3,404,538		3,402,233
3.14%, 06/12/2032 (Acquired 05/20/2015, Cost $2,011,968) (2)		2,012,000		1,987,326
3.44%, 06/12/2032 (Acquired 05/20/2015, Cost $2,137,960) (2)		2,138,000		2,067,777
4.43%, 06/12/2032 (Acquired 05/20/2015, Cost $891,979) (2)		892,000		837,702
Progress Residential 2015-SFR3 Trust
3.07%, 11/12/2032 (Acquired 10/23/2015, Cost $5,256,805) (2)		5,257,000		5,316,335
4.67%, 11/12/2032 (Acquired 10/23/2015, Cost $294,989) (2)		295,000		290,024
5.66%, 11/12/2032 (Acquired 10/23/2015, Cost $999,985) (2)		1,000,000		966,356
PURCHASING POWER FUNDING 2015-A LLC
4.75%, 12/15/2019 (Acquired 11/03/2015, Cost $3,500,000) (2)(8)		3,500,000		3,482,500
RAAC Series 2004-SP1 Trust
5.29%, 08/25/2027		3,708		3,752
Race Point VIII CLO Ltd
1.87%, 02/20/2025 (Acquired 02/19/2015, Cost $248,134) (2)		250,000		245,078
RAMP Series 2003-RS7 Trust
5.34%, 08/25/2033		19,203		19,249
RAMP Series 2004-RS11 Trust
1.36%, 11/25/2034		181,486		179,827
RAMP Series 2005-RS1 Trust
4.71%, 01/25/2035		26,578		26,857
RAMP Series 2006-RZ1 Trust
0.73%, 03/25/2036		886,189		866,325
RASC Series 2002-KS4 Trust
0.93%, 07/25/2032		4,895		4,269
RASC Series 2003-KS2 Trust
3.99%, 04/25/2033		34,166		34,125
RASC Series 2003-KS5 Trust
1.01%, 07/25/2033		5,582		4,899
3.62%, 07/25/2033		1,994		1,933
RASC Series 2003-KS9 Trust
1.07%, 11/25/2033		7,029		5,835
RASC Series 2004-KS2 Trust
4.30%, 03/25/2034		4,116		4,157
RASC Series 2005-KS6 Trust
1.05%, 07/25/2035		1,550,000		1,470,545
RBSHD 2013-1 Trust
4.69%, 10/25/2047 (Acquired 02/20/2014, Cost $745,883) (1)(2)		743,413		743,394
Regatta V Funding Ltd
2.18%, 10/25/2026 (Acquired 04/16/2015, Cost $999,360) (2)		1,000,000		993,444
Renaissance Home Equity Loan Trust
5.61%, 04/25/2037		310,658		146,235
Renaissance Home Equity Loan Trust 2005-3
4.81%, 11/25/2035		183,699		185,195
RMAT 2015-NPL1 LLC
3.75%, 05/25/2055 (Acquired 06/03/2015, Cost $1,572,038) (2)		1,572,038		1,560,691
Santander Drive Auto Receivables Trust
1.84%, 11/18/2019 (Acquired 06/10/2015, Cost $201,737) (2)(8)		201,738		200,225
1.97%, 03/16/2021 (Acquired 06/10/2015, Cost $808,171) (2)(8)		808,190		802,128
Santander Drive Auto Receivables Trust 2013-2
1.33%, 03/15/2018		139,760		139,736
Santander Drive Auto Receivables Trust 2013-3
1.19%, 05/15/2018		153,710		153,703
Santander Drive Auto Receivables Trust 2014-1
1.59%, 10/15/2018		4,694,573		4,696,031
Santander Drive Auto Receivables Trust 2014-2
0.80%, 04/16/2018		516,037		515,946
Santander Drive Auto Receivables Trust 2014-3
0.81%, 07/16/2018		966,294		965,882
Santander Drive Auto Receivables Trust 2014-4
1.82%, 05/15/2019		363,000		363,289
Santander Drive Auto Receivables Trust 2014-5
0.84%, 04/16/2018		755,088		755,046
Santander Drive Auto Receivables Trust 2015-3
2.07%, 04/15/2020		2,311,000		2,308,919
Santander Drive Auto Receivables Trust 2015-4
1.14%, 12/17/2018		5,096,510		5,099,433
1.20%, 12/17/2018		3,307,243		3,306,792
2.97%, 03/15/2021		2,418,000		2,423,258
Santander Drive Auto Receivables Trust 2015-5
1.19%, 12/17/2018		12,807,000		12,809,375
2.74%, 12/15/2021		1,217,000		1,217,650
Santander Drive Auto Receivables Trust 2015-S1
1.93%, 09/17/2019 (Acquired 06/10/2015, Cost $933,597) (2)(8)		933,615		926,613
Santander Drive Auto Receivables Trust 2016-1
2.47%, 12/15/2020		1,639,000		1,644,101
3.09%, 04/15/2022		1,480,000		1,474,833
Saxon Asset Securities Trust 2003-1
4.80%, 06/25/2033		140,881		142,242
Securitized Asset Backed Receivables LLC Trust 2005-EC1
1.05%, 01/25/2035		45,236		44,909
Securitized Asset Backed Receivables LLC Trust 2005-OP2
0.76%, 10/25/2035 (Acquired 03/13/2014, Cost $1,270,786) (2)		1,284,129		1,268,832
Securitized Asset Backed Receivables LLC Trust 2006-CB1
3.39%, 01/25/2036		82,386		58,655
Selene Non-Performing Loans LLC
2.98%, 05/25/2054 (Acquired 05/23/2014, Cost $756,940) (2)		758,724		751,858
Skopos Auto Receivables Trust 2015-2
3.55%, 02/15/2020 (Acquired 11/05/2015, Cost $731,282) (2)		731,338		730,525
SNAAC Auto Receivables Trust 2014-1
1.03%, 09/17/2018 (Acquired 04/01/2014, Cost $52,114) (2)		52,114		52,113
Specialty Underwriting & Residential Finance Trust Series 2004-BC4
1.10%, 10/25/2035		370,828		360,105
Specialty Underwriting & Residential Finance Trust Series 2006-BC1
0.73%, 12/25/2036		2,225,000		2,154,585
SpringCastle America Funding LLC
2.70%, 05/25/2023 (Acquired 09/18/2014, Cost $5,309,261) (2)		5,309,504		5,287,634
4.61%, 10/25/2027 (Acquired 09/18/2014, Cost $1,749,702) (2)		1,750,000		1,750,533
Springleaf Funding Trust 2014-A
2.41%, 12/15/2022 (Acquired 03/19/2014, Cost $14,629,447) (2)		14,639,583		14,600,110
3.45%, 12/15/2022 (Acquired 03/19/2014, Cost $582,876) (2)		583,000		573,858
Springleaf Funding Trust 2015-A
3.16%, 11/15/2024 (Acquired 02/18/2015, Cost $18,642,417) (2)		18,692,000		18,496,674
3.62%, 11/15/2024 (Acquired 02/18/2015, Cost $1,086,729) (2)		1,087,000		1,032,547
SPS Servicer Advance Receivables Trust Advance Receivables Backed Notes 2015-T2
4.23%, 01/15/2047 (Acquired 12/10/2015, Cost $1,718,919) (2)		1,719,000		1,715,329
SPS Servicer Advance Receivables Trust Advance Receivables Backed Notes 2015-T3
4.43%, 07/15/2047 (Acquired 12/10/2015, Cost $1,781,922) (2)		1,782,000		1,784,715
Structured Asset Investment Loan Trust 2004-4
1.23%, 04/25/2034		720,327		659,293
Structured Asset Sec Corp. Pass Through Cert Series 2002-al1
3.45%, 02/25/2032		65,733		65,428
3.45%, 02/25/2032		149,390		147,438
Structured Asset Securities Corp. Mortgage Loan Trust 2005-7XS
5.44%, 04/25/2035		18,506		19,260
Structured Asset Securities Corp. Mortgage Pass-Through Ctfs Ser 2004-6XS
5.53%, 03/25/2034		225,469		225,769
5.55%, 03/25/2034		180,317		182,436
Sunset Mortgage Loan Co 2014-NPL2 LLC
3.72%, 11/16/2044 (Acquired 11/25/2014, Cost $2,498,006) (2)		2,498,006		2,484,267
Synchrony Credit Card Master Note Trust
0.89%, 03/15/2020		17,700,000		17,691,221
Synchrony Credit Card Master Note Trust 2015-1
2.37%, 03/15/2023		4,950,000		5,033,857
Synchrony Credit Card Master Note Trust 2015-2
1.60%, 04/15/2021		4,000,000		4,005,690
Synchrony Credit Card Master Note Trust 2015-3
1.74%, 09/15/2021		3,800,000		3,806,525
Synchrony Credit Card Master Note Trust 2016-1
2.04%, 03/15/2022		1,194,000		1,203,984
TCF Auto Receivables Owner Trust 2015-2
2.06%, 04/15/2020 (Acquired 11/18/2015, Cost $9,999,271) (2)		10,000,000		10,008,289
THL Credit Wind River 2014-3 CLO Ltd
2.24%, 01/22/2027 (Acquired 12/17/2014, Cost $5,730,306) (2)		5,750,000		5,713,522
Tidewater Auto Receivables Trust 2014-A
1.40%, 07/15/2018 (Acquired 06/06/2014 through 06/23/2014, Cost $686,054) (2)		686,148		685,709
1.85%, 12/15/2018 (Acquired 06/06/2014, Cost $2,384,875) (2)		2,385,000		2,385,033
Toyota Auto Receivables 2014-C Owner Trust
0.51%, 02/15/2017		64,858		64,847
0.93%, 07/16/2018		691,000		690,816
Trafigura Securitisation Finance Plc. 2014-1
1.39%, 10/15/2018 (Acquired 10/23/2014, Cost $3,719,000) (1)(2)		3,719,000		3,659,139
Tricon American Homes 2015-SFR1 Trust
1.69%, 05/17/2032 (Acquired 04/28/2015, Cost $957,000) (2)		957,000		932,343
Truman Capital Mortgage Loan Trust 2014-NPL1
3.23%, 07/25/2053 (Acquired 08/19/2014, Cost $585,795) (2)		586,478		583,888
Truman Capital Mortgage Loan Trust 2014-NPL2
4.00%, 06/25/2054 (Acquired 09/09/2014, Cost $576,041) (2)		587,298		582,047
Truman Capital Mortgage Loan Trust 2014-NPL3
3.13%, 04/25/2053 (Acquired 09/09/2014, Cost $341,968) (2)		342,337		342,033
United Auto Credit Securitization Trust 2016-1
2.00%, 10/15/2017 (Acquired 01/21/2016, Cost $1,755,582) (2)		1,755,582		1,754,357
US Residential Opportunity Fund II Trust 2015-1
3.63%, 02/27/2035 (Acquired 02/19/2015, Cost $2,057,124) (2)		2,060,275		2,025,165
US Residential Opportunity Fund III Trust 2015-1
3.72%, 01/27/2035 (Acquired 02/06/2015, Cost $3,541,689) (2)		3,540,617		3,511,213
Vericrest Opportunity Loan Trust 2015-NPL3
3.38%, 10/25/2058 (Acquired 02/06/2015, Cost $4,608,531) (2)		4,616,521		4,552,504
Vibrant CLO Ltd 2015-3
2.25%, 04/20/2026 (Acquired 02/05/2015, Cost $5,236,808) (2)		5,250,000		5,212,484
Volkswagen Auto Lease Trust 2015-A
0.87%, 06/20/2017		946,585		944,602
VOLT NPL X LLC
3.38%, 10/26/2054 (Acquired 11/13/2014, Cost $531,229) (2)		531,716		526,069
VOLT XIX LLC
3.88%, 04/25/2055 (Acquired 12/15/2014, Cost $1,609,529) (2)		1,610,856		1,610,934
VOLT XL LLC
4.38%, 11/27/2045 (Acquired 12/08/2015, Cost $2,404,967) (2)		2,406,778		2,402,331
VOLT XXII LLC
3.50%, 02/25/2055 (Acquired 02/25/2015, Cost $2,052,911) (2)		2,054,840		2,042,730
4.25%, 02/25/2055 (Acquired 02/25/2015, Cost $656,072) (2)		666,826		637,539
VOLT XXIV LLC
3.50%, 02/25/2055 (Acquired 03/23/2015, Cost $3,743,061) (2)		3,746,706		3,713,797
VOLT XXV LLC
3.50%, 06/26/2045 (Acquired 06/17/2015, Cost $6,689,761) (2)		6,696,693		6,585,358
VOLT XXVI LLC
3.13%, 09/25/2043 (Acquired 09/19/2014, Cost $2,993,538) (2)		2,996,619		2,952,387
4.25%, 09/25/2043 (Acquired 09/19/2014, Cost $1,357,555) (2)		1,380,166		1,355,493
VOLT XXVII LLC
3.38%, 08/27/2057 (Acquired 10/24/2014, Cost $3,755,848) (2)		3,759,778		3,702,164
VOLT XXX LLC
3.63%, 10/25/2057 (Acquired 02/19/2016, Cost $4,144,827) (2)		4,145,723		4,083,788
VOLT XXXI LLC
3.38%, 02/25/2055 (Acquired 01/22/2015, Cost $2,155,654) (2)		2,157,756		2,126,224
VOLT XXXIII LLC
3.50%, 03/25/2055 (Acquired 03/13/2015, Cost $3,211,625) (2)		3,214,648		3,157,317
VOLT XXXIV LLC
3.25%, 02/25/2055 (Acquired 01/21/2016, Cost $1,198,838) (2)		1,220,244		1,196,840
VOLT XXXV LLC
3.50%, 06/26/2045 (Acquired 06/26/2015, Cost $2,396,330) (2)		2,398,456		2,369,758
VOLT XXXVIII LLC
3.88%, 09/25/2045 (Acquired 09/10/2015, Cost $1,109,257) (2)		1,110,144		1,095,099
Voya CLO 2013-3 Ltd
2.07%, 01/18/2026 (Acquired 11/26/2013, Cost $7,400,000) (2)		7,400,000		7,333,585
2.42%, 01/18/2026 (Acquired 11/26/2013, Cost $8,885,505) (2)		9,000,000		8,782,569
Westgate Resorts 2012-A LLC
2.25%, 08/20/2025 (Acquired 01/12/2015, Cost $762,502) (2)		761,567		761,629
Westgate Resorts 2015-1 LLC
2.75%, 05/20/2027 (Acquired 02/20/2015, Cost $446,747) (2)		446,785		443,477
Westgate Resorts LLC
2.50%, 03/20/2025 (Acquired 10/28/2013, Cost $139,560) (2)		139,672		139,585
Westlake Automobile Receivables Trust 2015-3
4.40%, 05/17/2021 (Acquired 02/10/2016, Cost $994,320) (2)		1,000,000		995,334
World Omni Auto Receivables Trust 2015-A
0.79%, 07/16/2018		521,292		521,136
1.34%, 05/15/2020		643,000		642,849
Total Asset-Backed Obligations (Cost $994,938,775)			$	990,455,925

Corporate Bonds - 30.76%
Basic Materials - 1.29%
Agrium, Inc.
3.15%, 10/01/2022	875,000	$	859,162
3.38%, 03/15/2025	430,000		414,032
4.13%, 03/15/2035	1,960,000		1,703,565
6.13%, 01/15/2041	2,850,000		3,125,136
5.25%, 01/15/2045	712,000		703,283
Anglo American Capital PLC
9.38%, 04/08/2019 (Acquired 10/28/2013, Cost $247,872) (2)	215,000		225,750
Barrick North America Finance LLC
5.75%, 05/01/2043	1,118,000		1,010,906
BHP Billiton Finance USA Ltd
5.40%, 03/29/2017	165,000		171,181
6.50%, 04/01/2019	284,000		319,573
3.85%, 09/30/2023	646,000		665,547
5.00%, 09/30/2043	5,254,000		5,346,376
6.25%, 10/19/2075 (Acquired 10/14/2015, Cost $2,655,000) (2)	2,655,000		2,678,231
CF Industries, Inc.
7.13%, 05/01/2020	900,000		1,024,866
5.38%, 03/15/2044	2,040,000		1,877,004
Corp. Nacional del Cobre de Chile
4.88%, 11/04/2044 (Acquired 07/28/2015, Cost $342,761) (2)	370,000		347,181
Dow Chemical Co/The
8.55%, 05/15/2019	96,000		114,214
4.13%, 11/15/2021	940,000		1,026,031
3.00%, 11/15/2022	448,000		458,332
7.38%, 11/01/2029	339,000		434,821
5.25%, 11/15/2041	199,000		211,663
4.38%, 11/15/2042	1,570,000		1,507,434
Eastman Chemical Co
2.70%, 01/15/2020	7,390,000		7,543,764
4.50%, 01/15/2021	5,175,000		5,599,924
Ecolab, Inc.
1.45%, 12/08/2017	5,928,000		5,914,324
2.25%, 01/12/2020	233,000		235,456
3.25%, 01/14/2023	452,000		464,642
5.50%, 12/08/2041	103,000		118,598
EI du Pont de Nemours & Co
5.60%, 12/15/2036	155,000		173,845
4.90%, 01/15/2041	161,000		169,670
Freeport-McMoRan, Inc.
2.15%, 03/01/2017	1,001,000		955,955
3.55%, 03/01/2022	5,025,000		3,504,938
3.88%, 03/15/2023	844,000		577,397
5.40%, 11/14/2034	1,314,000		804,825
5.45%, 03/15/2043	682,000		412,610
Georgia-Pacific LLC
5.40%, 11/01/2020 (Acquired 11/22/2013, Cost $3,445,102) (2)	3,160,000		3,531,509
3.73%, 07/15/2023 (Acquired 12/10/2013, Cost $5,268,103) (2)	5,380,000		5,602,264
Glencore Finance Canada Ltd
5.80%, 11/15/2016 (Acquired 10/28/2013 through 11/26/2013, Cost $192,108) (2)	188,000		190,331
4.25%, 10/25/2022 (Acquired 11/20/2013, Cost $4,842,247) (2)	5,000,000		4,175,000
Glencore Funding LLC
2.50%, 01/15/2019 (Acquired 10/28/2013, Cost $525,978) (2)	537,000		491,355
4.13%, 05/30/2023 (Acquired 12/02/2013, Cost $52,001) (2)	54,000		44,145
4.63%, 04/29/2024 (Acquired 04/22/2014, Cost $1,025,789) (2)	1,000,000		830,500
Goldcorp, Inc.
3.63%, 06/09/2021	1,810,000		1,822,149
International Paper Co
5.00%, 09/15/2035	2,065,000		2,127,615
6.00%, 11/15/2041	3,150,000		3,422,024
5.15%, 05/15/2046	1,085,000		1,092,335
Lubrizol Corp.
8.88%, 02/01/2019	1,205,000		1,435,186
LYB International Finance BV
5.25%, 07/15/2043	760,000		788,232
4.88%, 03/15/2044	1,500,000		1,495,982
LyondellBasell Industries NV
5.00%, 04/15/2019	3,690,000		3,942,905
4.63%, 02/26/2055	545,000		487,029
MeadWestvaco Corp.
7.38%, 09/01/2019	3,300,000		3,775,583
9.75%, 06/15/2020	17,000		21,089
8.20%, 01/15/2030	537,000		692,086
Monsanto Co
4.40%, 07/15/2044	605,000		561,796
4.70%, 07/15/2064	91,000		78,657
Mosaic Co/The
3.75%, 11/15/2021	1,227,000		1,274,912
4.25%, 11/15/2023	9,279,000		9,696,499
5.45%, 11/15/2033	814,000		837,071
4.88%, 11/15/2041	52,000		48,860
5.63%, 11/15/2043	3,515,000		3,653,407
Nucor Corp.
4.00%, 08/01/2023	176,000		183,498
Placer Dome, Inc.
6.45%, 10/15/2035	203,000		186,553
Potash Corp. of Saskatchewan, Inc.
3.25%, 12/01/2017	31,000		31,541
6.50%, 05/15/2019	392,000		438,659
3.00%, 04/01/2025	1,100,000		1,053,073
PPG Industries, Inc.
6.65%, 03/15/2018	112,000		121,877
9.00%, 05/01/2021	217,000		278,964
5.50%, 11/15/2040	118,000		134,054
Rio Tinto Alcan, Inc.
5.75%, 06/01/2035	54,000		54,540
Rio Tinto Finance USA Ltd
9.00%, 05/01/2019	797,000		943,297
3.50%, 11/02/2020	132,000		136,680
3.75%, 09/20/2021	388,000		402,903
3.75%, 06/15/2025	8,735,000		8,566,415
Rio Tinto Finance USA PLC
1.63%, 08/21/2017	461,000		458,036
Samarco Mineracao SA
5.75%, 10/24/2023 (Acquired 10/28/2013, Cost $537,561) (2)	537,000		322,200
Solvay Finance America LLC
3.40%, 12/03/2020 (Acquired 11/30/2015, Cost $3,996,420) (2)	4,000,000		4,068,144
Southern Copper Corp.
5.88%, 04/23/2045	2,300,000		2,033,642
Teck Resources Ltd
4.75%, 01/15/2022	1,709,000		1,179,210
3.75%, 02/01/2023	453,000		298,699
Union Carbide Corp.
7.50%, 06/01/2025	624,000		760,670
7.75%, 10/01/2096	681,000		795,314
Vale Overseas Ltd
4.38%, 01/11/2022	5,000,000		4,261,950
8.25%, 01/17/2034	424,000		390,080
6.88%, 11/21/2036	556,000		439,557
6.88%, 11/10/2039	107,000		83,524
			130,441,837

Communications - 2.63%
21st Century Fox America, Inc.
8.00%, 10/17/2016	114,000	118,080
7.25%, 05/18/2018	203,000	225,248
8.88%, 04/26/2023	108,000	144,959
9.50%, 07/15/2024	175,000	251,337
3.70%, 10/15/2025	380,000	398,063
7.30%, 04/30/2028	454,000	596,282
7.63%, 11/30/2028	310,000	420,689
6.20%, 12/15/2034	258,000	310,399
6.65%, 11/15/2037	310,000	386,080
6.90%, 08/15/2039	155,000	193,018
4.75%, 09/15/2044	2,006,000	2,077,095
Alibaba Group Holding Ltd
3.60%, 11/28/2024	3,132,000	3,158,515
Amazon.com, Inc.
3.80%, 12/05/2024	1,086,000	1,187,163
4.80%, 12/05/2034	854,000	955,514
America Movil SAB de CV
2.38%, 09/08/2016	441,000	442,856
5.00%, 10/16/2019	3,500,000	3,842,496
5.00%, 03/30/2020	7,300,000	8,080,144
3.13%, 07/16/2022	374,000	384,084
6.13%, 03/30/2040	283,000	334,246
AT&T, Inc.
5.50%, 02/01/2018	543,000	582,079
4.60%, 02/15/2021	578,000	632,612
4.45%, 05/15/2021	362,000	395,640
3.88%, 08/15/2021	494,000	525,926
3.00%, 02/15/2022	1,219,000	1,244,460
3.80%, 03/15/2022	1,665,000	1,755,474
3.00%, 06/30/2022	2,649,000	2,688,984
3.60%, 02/17/2023	11,128,000	11,564,507
3.90%, 03/11/2024	3,750,000	3,959,138
3.95%, 01/15/2025	205,000	213,150
3.40%, 05/15/2025	4,538,000	4,549,300
4.50%, 05/15/2035	5,949,000	5,875,893
6.30%, 01/15/2038	743,000	852,888
6.00%, 08/15/2040	2,106,000	2,346,486
5.35%, 09/01/2040	1,094,000	1,147,587
6.38%, 03/01/2041	329,000	383,168
5.15%, 03/15/2042	730,000	735,995
4.30%, 12/15/2042	2,472,000	2,263,272
4.80%, 06/15/2044	4,305,000	4,213,635
4.35%, 06/15/2045	511,000	470,009
4.75%, 05/15/2046	3,860,000	3,766,337
5.65%, 02/15/2047	3,519,000	3,885,043
BellSouth Corp.
6.88%, 10/15/2031	1,100,000	1,273,624
6.55%, 06/15/2034	2,520,000	2,780,742
British Telecommunications PLC
5.95%, 01/15/2018	289,000	311,675
2.35%, 02/14/2019	220,000	224,248
9.63%, 12/15/2030	721,000	1,127,571
CBS Corp.
1.95%, 07/01/2017	4,840,000	4,866,605
3.70%, 08/15/2024	848,000	873,928
4.00%, 01/15/2026	1,000,000	1,044,971
5.50%, 05/15/2033	77,000	81,075
5.90%, 10/15/2040	67,000	72,717
4.90%, 08/15/2044	315,000	307,407
CCO Safari II LLC
3.58%, 07/23/2020 (Acquired 07/09/2015, Cost $4,314,180) (2)	4,319,000	4,415,016
4.46%, 07/23/2022 (Acquired 07/09/2015, Cost $1,753,000) (2)	1,753,000	1,836,573
6.38%, 10/23/2035 (Acquired 07/09/2015 through 07/29/2015, Cost $2,035,501) (2)	2,005,000	2,208,882
6.83%, 10/23/2055 (Acquired 07/09/2015, Cost $690,000) (2)	690,000	744,816
Centel Capital Corp.
9.00%, 10/15/2019	464,000	535,626
CenturyLink, Inc.
5.15%, 06/15/2017	322,000	328,440
Cisco Systems, Inc.
2.90%, 03/04/2021	186,000	195,810
3.00%, 06/15/2022	889,000	944,709
3.63%, 03/04/2024	550,000	608,157
3.50%, 06/15/2025	467,000	506,843
5.90%, 02/15/2039	515,000	666,068
5.50%, 01/15/2040	481,000	599,304
Comcast Cable Communications Holdings, Inc.
9.46%, 11/15/2022	542,000	766,701
Comcast Cable Communications LLC
8.88%, 05/01/2017	103,000	111,555
Comcast Cable Holdings LLC
10.13%, 04/15/2022	186,000	248,014
Comcast Corp.
6.50%, 01/15/2017	103,000	107,467
4.25%, 01/15/2033	1,895,000	2,018,597
4.20%, 08/15/2034	4,915,000	5,196,620
6.50%, 11/15/2035	1,342,000	1,781,474
6.45%, 03/15/2037	310,000	411,049
6.95%, 08/15/2037	107,000	150,149
Cox Communications, Inc.
3.25%, 12/15/2022 (Acquired 10/28/2013, Cost $323,827) (2)	348,000	335,902
3.85%, 02/01/2025 (Acquired 12/01/2014, Cost $1,997,060) (2)	2,000,000	1,930,068
4.80%, 02/01/2035 (Acquired 12/05/2014, Cost $7,148,472) (2)	7,150,000	6,255,464
8.38%, 03/01/2039 (Acquired 10/28/2013, Cost $163,959) (2)	134,000	152,963
Cox Enterprises, Inc.
7.38%, 07/15/2027 (Acquired 10/28/2013, Cost $315,305) (2)	273,000	321,207
Crown Castle Towers LLC
3.22%, 05/15/2022 (Acquired 04/30/2015, Cost $589,000) (2)	589,000	589,883
Deutsche Telekom International Finance BV
2.25%, 03/06/2017 (Acquired 10/28/2013 through 12/11/2013, Cost $4,559,202) (2)	4,529,000	4,569,245
6.00%, 07/08/2019	209,000	235,443
8.75%, 06/15/2030	648,000	972,006
4.88%, 03/06/2042 (Acquired 10/28/2013, Cost $233,237) (2)	240,000	269,994
Discovery Communications LLC
4.38%, 06/15/2021	752,000	788,611
4.95%, 05/15/2042	1,161,000	1,013,741
eBay, Inc.
2.60%, 07/15/2022	2,356,000	2,258,765
3.45%, 08/01/2024	669,000	660,574
4.00%, 07/15/2042	213,000	166,373
Grupo Televisa SAB
6.13%, 01/31/2046	382,000	404,920
GTE Corp.
8.75%, 11/01/2021	11,000	14,111
GTP Acquisition Partners I LLC
2.35%, 06/15/2020 (Acquired 05/20/2015, Cost $271,000) (2)	271,000	266,669
3.48%, 06/16/2025 (Acquired 05/20/2015, Cost $314,000) (2)	314,000	318,239
Historic TW, Inc.
9.15%, 02/01/2023	347,000	463,209
NBCUniversal Media LLC
4.38%, 04/01/2021	700,000	783,092
6.40%, 04/30/2040	372,000	497,881
5.95%, 04/01/2041	527,000	673,964
4.45%, 01/15/2043	1,765,000	1,901,562
New Cingular Wireless Services, Inc.
8.75%, 03/01/2031	1,140,000	1,672,720
Nippon Telegraph & Telephone Corp.
1.40%, 07/18/2017	237,000	237,045
Ooredoo International Finance Ltd
3.88%, 01/31/2028 (Acquired 07/30/2015, Cost $1,172,169) (2)	1,210,000	1,184,929
Orange SA
2.75%, 09/14/2016	437,000	440,256
2.75%, 02/06/2019	3,000,000	3,092,682
9.00%, 03/01/2031	1,393,000	2,114,861
Qwest Corp.
6.75%, 12/01/2021	3,866,000	4,155,950
Rogers Communications, Inc.
4.10%, 10/01/2023	1,255,000	1,352,743
3.63%, 12/15/2025	4,350,000	4,530,591
8.75%, 05/01/2032	258,000	357,689
SK Telecom Co Ltd
6.63%, 07/20/2027 (Acquired 10/28/2013 through 11/27/2013, Cost $427,354) (2)	361,000	480,888
Sky PLC
3.75%, 09/16/2024 (Acquired 10/08/2015, Cost $286,040) (2)	287,000	296,306
Sprint Capital Corp.
6.90%, 05/01/2019	301,000	260,365
8.75%, 03/15/2032	38,000	29,735
TCI Communications, Inc.
7.13%, 02/15/2028	138,000	185,812
Telecom Italia Capital SA
7.00%, 06/04/2018	5,000,000	5,437,500
7.18%, 06/18/2019	215,000	241,875
7.20%, 07/18/2036	1,644,000	1,676,880
Telefonica Emisiones SAU
6.42%, 06/20/2016	468,000	473,020
6.22%, 07/03/2017	545,000	575,409
3.19%, 04/27/2018	221,000	226,761
5.13%, 04/27/2020	500,000	553,490
5.46%, 02/16/2021	233,000	264,814
Telstra Corp. Ltd.
3.13%, 04/07/2025 (Acquired 03/30/2015, Cost $2,281,427) (2)	2,285,000	2,301,872
Thomson Reuters Corp.
4.70%, 10/15/2019	222,000	239,882
3.95%, 09/30/2021	934,000	983,611
3.85%, 09/29/2024	342,000	351,466
4.50%, 05/23/2043	312,000	285,467
Time Warner Cable, Inc.
5.85%, 05/01/2017	100,000	104,249
6.75%, 07/01/2018	5,490,000	6,041,004
8.75%, 02/14/2019	184,000	215,481
8.25%, 04/01/2019	222,000	258,493
6.55%, 05/01/2037	375,000	411,681
7.30%, 07/01/2038	758,000	889,324
6.75%, 06/15/2039	539,000	606,800
5.88%, 11/15/2040	475,000	491,701
5.50%, 09/01/2041	385,000	381,902
Time Warner Cos, Inc.
7.57%, 02/01/2024	330,000	415,314
Time Warner Entertainment Co LP
8.38%, 07/15/2033	879,000	1,116,856
Time Warner, Inc.
4.75%, 03/29/2021	585,000	645,419
4.00%, 01/15/2022	900,000	966,597
3.60%, 07/15/2025	4,311,000	4,426,949
7.63%, 04/15/2031	4,513,000	5,763,764
7.70%, 05/01/2032	842,000	1,081,198
6.50%, 11/15/2036	257,000	298,201
6.20%, 03/15/2040	323,000	370,712
6.25%, 03/29/2041	170,000	196,552
5.38%, 10/15/2041	181,000	193,908
4.65%, 06/01/2044	2,145,000	2,098,408
4.85%, 07/15/2045	1,670,000	1,699,324
Verizon Communications, Inc.
2.63%, 02/21/2020	2,094,000	2,154,778
4.50%, 09/15/2020	1,070,000	1,183,464
3.00%, 11/01/2021	1,975,000	2,053,078
5.15%, 09/15/2023	2,630,000	3,036,664
6.40%, 09/15/2033	7,360,000	9,054,625
4.40%, 11/01/2034	2,056,000	2,078,976
5.85%, 09/15/2035	149,000	173,036
4.27%, 01/15/2036	6,861,000	6,828,280
4.86%, 08/21/2046	8,698,000	9,174,911
4.52%, 09/15/2048	7,717,000	7,732,504
5.01%, 08/21/2054	6,261,000	6,283,151
4.67%, 03/15/2055	8,143,000	7,817,280
Viacom, Inc.
6.25%, 04/30/2016	32,000	32,122
2.75%, 12/15/2019	149,000	151,798
3.88%, 12/15/2021	581,000	603,998
3.13%, 06/15/2022	286,000	281,148
3.25%, 03/15/2023	69,000	66,784
4.85%, 12/15/2034	156,000	138,491
4.50%, 02/27/2042	209,000	167,642
4.38%, 03/15/2043	718,000	555,181
Vodafone Group PLC
1.63%, 03/20/2017	857,000	860,368
1.50%, 02/19/2018	784,000	783,338
2.50%, 09/26/2022	38,000	37,148
2.95%, 02/19/2023	40,000	39,931
Walt Disney Co/The
3.00%, 02/13/2026	1,000,000	1,060,818
		265,776,140

Consumer, Cyclical - 1.56%
Air Canada 2013-1 Class A Pass Through Trust
4.13%, 05/15/2025 (Acquired 07/14/2015, Cost $345,805) (2)	360,035	365,436
American Airlines 2011-1 Class A Pass Through Trust
5.25%, 01/31/2021	110,032	116,359
American Airlines 2013-2 Class A Pass Through Trust
4.95%, 01/15/2023	4,321,767	4,623,945
American Airlines 2015-1 Class A Pass Through Trust
3.38%, 05/01/2027	2,934,443	2,861,082
American Honda Finance Corp.
2.13%, 10/10/2018	352,000	358,395
2.25%, 08/15/2019	739,000	756,387
Arrow Electronics, Inc.
3.00%, 03/01/2018	197,000	199,431
6.88%, 06/01/2018	279,000	302,587
6.00%, 04/01/2020	478,000	526,705
4.50%, 03/01/2023	183,000	191,784
7.50%, 01/15/2027	992,000	1,190,332
Bed Bath & Beyond, Inc.
4.92%, 08/01/2034	1,865,000	1,682,549
Continental Airlines 1997-4 Class A Pass Through Trust
6.90%, 01/02/2018	6,583	6,699
Continental Airlines 1999-2 Class A-1 Pass Through Trust
7.26%, 03/15/2020	30,876	33,076
Continental Airlines 2007-1 Class A Pass Through Trust
5.98%, 04/19/2022	5,966,596	6,593,088
Continental Airlines 2012-2 Class A Pass Through Trust
4.00%, 10/29/2024	196,437	202,330
CVS Health Corp.
3.50%, 07/20/2022	3,401,000	3,647,555
4.00%, 12/05/2023	6,000,000	6,606,756
4.88%, 07/20/2035	2,771,000	3,090,286
5.30%, 12/05/2043	3,260,000	3,850,044
CVS Pass-Through Trust
5.93%, 01/10/2034 (Acquired 10/28/2013, Cost $734,884) (2)	667,928	739,321
Daimler Finance North America LLC
2.63%, 09/15/2016 (Acquired 08/12/2014 through 12/22/2014, Cost $544,908) (2)	542,000	545,397
2.95%, 01/11/2017 (Acquired 10/28/2013, Cost $1,020,854) (2)	1,011,000	1,025,190
1.38%, 08/01/2017 (Acquired 07/24/2014, Cost $3,294,069) (2)	3,300,000	3,309,260
1.88%, 01/11/2018 (Acquired 10/28/2013 through 12/10/2013, Cost $3,077,179) (2)	3,080,000	3,096,302
2.38%, 08/01/2018 (Acquired 10/28/2013, Cost $195,598) (2)	195,000	198,170
2.00%, 08/03/2018 (Acquired 07/28/2015, Cost $299,522) (2)	300,000	302,584
2.25%, 07/31/2019 (Acquired 11/19/2013 through 11/20/2013, Cost $3,224,363) (2)	3,250,000	3,296,979
2.25%, 03/02/2020 (Acquired 02/23/2015, Cost $3,568,478) (2)	3,575,000	3,598,420
2.88%, 03/10/2021 (Acquired 03/03/2014, Cost $698,940) (2)	700,000	715,791
8.50%, 01/18/2031	155,000	237,718
Delta Air Lines 2007-1 Class A Pass Through Trust
6.82%, 08/10/2022	2,805,474	3,226,295
Delta Air Lines 2010-2 Class A Pass Through Trust
4.95%, 05/23/2019	273,700	288,069
Delta Air Lines 2011-1 Class A Pass Through Trust
5.30%, 04/15/2019	94,012	100,358
Delta Air Lines 2012-1 Class A Pass Through Trust
4.75%, 05/07/2020	316,806	335,815
DR Horton, Inc.
6.50%, 04/15/2016	107,000	107,000
Ford Motor Co
4.75%, 01/15/2043	7,240,000	7,225,346
Ford Motor Credit Co LLC
3.98%, 06/15/2016	1,249,000	1,256,917
1.46%, 03/27/2017	5,710,000	5,702,446
2.15%, 01/09/2018	386,000	385,584
2.24%, 06/15/2018	942,000	941,668
2.55%, 10/05/2018	1,500,000	1,506,368
3.16%, 08/04/2020	1,300,000	1,326,618
4.13%, 08/04/2025	265,000	275,420
4.39%, 01/08/2026	1,200,000	1,271,612
Gap, Inc./The
5.95%, 04/12/2021	368,000	398,878
General Motors Co
4.00%, 04/01/2025	8,070,000	7,873,149
6.60%, 04/01/2036	891,000	980,647
6.25%, 10/02/2043	2,018,000	2,155,835
General Motors Financial Co, Inc.
3.10%, 01/15/2019	1,541,000	1,567,428
3.20%, 07/13/2020	1,682,000	1,678,895
3.70%, 11/24/2020	2,602,000	2,652,822
3.45%, 04/10/2022	4,820,000	4,735,125
Home Depot, Inc./The
2.00%, 04/01/2021	147,000	148,597
2.63%, 06/01/2022	347,000	359,045
3.00%, 04/01/2026	148,000	155,357
5.88%, 12/16/2036	5,490,000	7,145,411
4.40%, 03/15/2045	268,000	298,161
4.25%, 04/01/2046	655,000	720,885
Hyundai Capital America
2.40%, 10/30/2018 (Acquired 10/27/2015, Cost $2,716,718) (2)	2,717,000	2,735,546
3.00%, 03/18/2021 (Acquired 03/14/2016, Cost $6,839,004) (2)	6,849,000	6,932,394
Johnson Controls, Inc.
4.25%, 03/01/2021	344,000	363,922
3.75%, 12/01/2021	475,000	490,297
3.63%, 07/02/2024	161,000	164,106
6.00%, 01/15/2036	107,000	117,970
5.25%, 12/01/2041	722,000	722,232
4.63%, 07/02/2044	858,000	829,635
4.95%, 07/02/2064	1,380,000	1,249,441
Lowe's Cos, Inc.
3.38%, 09/15/2025	477,000	511,676
5.50%, 10/15/2035	550,000	667,753
7.11%, 05/15/2037	361,000	495,815
5.13%, 11/15/2041	238,000	277,641
4.65%, 04/15/2042	449,000	508,481
Macy's Retail Holdings, Inc.
7.45%, 07/15/2017	134,000	143,509
3.45%, 01/15/2021	201,000	207,143
3.88%, 01/15/2022	950,000	974,539
2.88%, 02/15/2023	421,000	400,014
4.38%, 09/01/2023	192,000	197,283
6.90%, 01/15/2032	400,000	425,486
4.50%, 12/15/2034	368,000	298,877
6.38%, 03/15/2037	300,000	295,284
5.13%, 01/15/2042	101,000	86,410
Marriott International, Inc./MD
3.00%, 03/01/2019	7,250,000	7,406,868
McDonald's Corp.
4.70%, 12/09/2035	216,000	232,168
6.30%, 10/15/2037	1,054,000	1,329,118
Newell Rubbermaid, Inc.
3.15%, 04/01/2021	2,591,000	2,662,714
5.50%, 04/01/2046	1,553,000	1,681,284
Nissan Motor Acceptance Corp.
1.80%, 03/15/2018 (Acquired 10/28/2013, Cost $721,232) (2)	727,000	727,947
2.65%, 09/26/2018 (Acquired 02/25/2014, Cost $504,143) (2)	500,000	511,079
Nordstrom, Inc.
4.00%, 10/15/2021	398,000	420,825
PACCAR Financial Corp.
1.24%, 12/06/2018	3,000,000	3,006,426
Starbucks Corp.
4.30%, 06/15/2045	604,000	671,968
Target Corp.
6.00%, 01/15/2018	217,000	236,184
3.50%, 07/01/2024	355,000	389,543
Toyota Motor Credit Corp.
1.75%, 05/22/2017	516,000	520,546
1.45%, 01/12/2018	193,000	194,004
2.80%, 07/13/2022	640,000	663,262
US Airways 1998-1A Pass Through Trust
6.85%, 01/30/2018	19,448	20,128
Walgreen Co
3.10%, 09/15/2022	871,000	879,541
Walgreens Boots Alliance, Inc.
3.30%, 11/18/2021	907,000	934,420
3.80%, 11/18/2024	670,000	689,711
4.50%, 11/18/2034	1,079,000	1,048,082
Wal-Mart Stores, Inc.
3.30%, 04/22/2024	3,820,000	4,121,260
7.55%, 02/15/2030	72,000	107,461
5.25%, 09/01/2035	124,000	153,628
6.20%, 04/15/2038	108,000	146,193
WW Grainger, Inc.
4.60%, 06/15/2045	423,000	474,780
		157,414,303

Consumer, Non-cyclical - 3.68%
AbbVie, Inc.
1.75%, 11/06/2017	866,000	870,075
1.80%, 05/14/2018	7,230,000	7,279,482
2.90%, 11/06/2022	574,000	584,309
3.20%, 11/06/2022	469,000	485,139
3.60%, 05/14/2025	12,060,000	12,665,038
4.50%, 05/14/2035	1,682,000	1,748,014
Actavis Funding SCS
3.00%, 03/12/2020	3,660,000	3,765,939
3.45%, 03/15/2022	1,198,000	1,244,162
3.80%, 03/15/2025	2,355,000	2,450,752
4.55%, 03/15/2035	7,123,000	7,366,108
4.75%, 03/15/2045	1,020,000	1,080,500
Actavis, Inc.
3.25%, 10/01/2022	271,000	277,630
ADT Corp./The
3.50%, 07/15/2022	577,000	499,105
4.88%, 07/15/2042	323,000	218,025
Aetna, Inc.
6.75%, 12/15/2037	341,000	445,985
4.50%, 05/15/2042	205,000	208,433
4.75%, 03/15/2044	1,800,000	1,912,293
Allergan, Inc./United States
3.38%, 09/15/2020	539,000	560,647
2.80%, 03/15/2023	700,000	690,359
Amgen, Inc.
5.70%, 02/01/2019	204,000	227,562
2.13%, 05/01/2020	123,000	124,554
3.88%, 11/15/2021	722,000	782,922
2.70%, 05/01/2022	5,600,000	5,708,887
3.13%, 05/01/2025	525,000	532,104
5.75%, 03/15/2040	4,215,000	4,965,422
4.95%, 10/01/2041	464,000	499,788
5.15%, 11/15/2041	1,496,000	1,651,340
5.65%, 06/15/2042	522,000	614,009
5.38%, 05/15/2043	1,020,000	1,161,897
4.40%, 05/01/2045	630,000	643,214
Anheuser-Busch Cos LLC
5.50%, 01/15/2018	103,000	110,915
5.75%, 04/01/2036	114,000	136,499
Anheuser-Busch InBev Finance, Inc.
2.65%, 02/01/2021	8,329,000	8,562,528
2.63%, 01/17/2023	160,000	160,694
3.30%, 02/01/2023	1,906,000	1,982,087
3.70%, 02/01/2024	960,000	1,027,445
4.70%, 02/01/2036	9,266,000	10,016,148
4.00%, 01/17/2043	810,000	797,301
4.90%, 02/01/2046	3,867,000	4,320,719
Anheuser-Busch InBev Worldwide, Inc.
7.75%, 01/15/2019	132,000	153,874
Anthem, Inc.
2.30%, 07/15/2018	289,000	292,292
3.13%, 05/15/2022	484,000	486,825
3.30%, 01/15/2023	271,000	274,518
3.50%, 08/15/2024	694,000	702,662
4.63%, 05/15/2042	400,000	398,459
4.65%, 01/15/2043	391,000	387,382
5.10%, 01/15/2044	1,881,000	1,984,382
4.65%, 08/15/2044	395,000	392,592
BAT International Finance PLC
3.95%, 06/15/2025 (Acquired 06/10/2015, Cost $6,990,161) (2)	7,010,000	7,676,889
Baxalta, Inc.
3.60%, 06/23/2022 (Acquired 06/18/2015, Cost $366,716) (2)	367,000	371,956
5.25%, 06/23/2045 (Acquired 06/18/2015, Cost $2,098,254) (2)	2,112,000	2,245,221
Bayer US Finance LLC
3.38%, 10/08/2024 (Acquired 10/01/2014, Cost $466,869) (2)	471,000	496,762
Baylor Scott & White Holdings
4.19%, 11/15/2045	1,800,000	1,823,000
Becton Dickinson and Co
5.00%, 05/15/2019	72,000	78,345
2.68%, 12/15/2019	154,000	157,910
3.73%, 12/15/2024	4,267,000	4,544,543
Biogen, Inc.
3.63%, 09/15/2022	673,000	712,026
5.20%, 09/15/2045	366,000	406,080
Brown-Forman Corp.
4.50%, 07/15/2045	375,000	410,416
Bunge Ltd Finance Corp.
3.20%, 06/15/2017	4,010,000	4,037,949
8.50%, 06/15/2019	7,456,000	8,662,560
3.50%, 11/24/2020	283,000	287,303
Bunge NA Finance LP
5.90%, 04/01/2017	470,000	489,299
Cardinal Health, Inc.
3.75%, 09/15/2025	412,000	435,641
4.90%, 09/15/2045	315,000	333,652
Cargill, Inc.
6.00%, 11/27/2017 (Acquired 10/28/2013, Cost $170,446) (2)	160,000	171,795
7.35%, 03/06/2019 (Acquired 10/28/2013, Cost $332,991) (2)	294,000	340,115
4.31%, 05/14/2021 (Acquired 10/28/2013, Cost $294,995) (2)	281,000	309,007
3.30%, 03/01/2022 (Acquired 12/28/2013, Cost $793,118) (2)	800,000	832,451
Celgene Corp.
3.25%, 08/15/2022	1,220,000	1,259,994
4.00%, 08/15/2023	298,000	316,580
3.63%, 05/15/2024	686,000	709,327
5.00%, 08/15/2045	302,000	326,656
Cigna Corp.
3.25%, 04/15/2025	970,000	963,865
5.38%, 02/15/2042	3,040,000	3,343,036
City of Hope
5.62%, 11/15/2043	1,522,000	1,830,605
Cleveland Clinic Foundation/The
4.86%, 01/01/2114	957,000	1,003,559
Coca-Cola Femsa SAB de CV
2.38%, 11/26/2018	9,890,000	10,041,752
ConAgra Foods, Inc.
5.82%, 06/15/2017	644,000	676,323
2.10%, 03/15/2018	189,000	189,415
4.95%, 08/15/2020	93,000	100,139
9.75%, 03/01/2021	1,750,000	2,245,572
7.00%, 10/01/2028	1,250,000	1,521,436
Danaher Corp.
2.40%, 09/15/2020	280,000	289,201
Diageo Investment Corp.
8.00%, 09/15/2022	516,000	665,529
DP World Ltd
6.85%, 07/02/2037 (Acquired 09/25/2013, Cost $1,275,489) (2)	1,160,000	1,182,574
ERAC USA Finance LLC
2.75%, 03/15/2017 (Acquired 10/28/2013, Cost $277,635) (2)	275,000	278,283
6.38%, 10/15/2017 (Acquired 10/28/2013, Cost $43,710) (2)	41,000	43,803
2.80%, 11/01/2018 (Acquired 01/07/2014, Cost $4,925,032) (2)	4,875,000	4,950,645
2.35%, 10/15/2019 (Acquired 06/30/2014, Cost $7,038,778) (2)	7,055,000	7,069,442
4.50%, 08/16/2021 (Acquired 10/28/2013, Cost $416,214) (2)	400,000	435,230
6.70%, 06/01/2034 (Acquired 10/28/2013, Cost $579,497) (2)	508,000	626,947
5.63%, 03/15/2042 (Acquired 10/28/2013, Cost $368,768) (2)	357,000	401,910
4.50%, 02/15/2045 (Acquired 02/10/2015, Cost $296,605) (2)	300,000	295,605
Express Scripts Holding Co
2.65%, 02/15/2017	7,518,000	7,616,509
4.75%, 11/15/2021	4,000,000	4,347,884
3.50%, 06/15/2024	897,000	889,377
4.50%, 02/25/2026	455,000	472,528
Fomento Economico Mexicano SAB de CV
4.38%, 05/10/2043	526,000	513,280
Forest Laboratories LLC
4.38%, 02/01/2019 (Acquired 01/27/2014 through 02/04/2014, Cost $5,363,623) (2)	5,100,000	5,412,192
5.00%, 12/15/2021 (Acquired 04/01/2014, Cost $5,089,561) (2)	4,738,000	5,292,123
Gilead Sciences, Inc.
3.25%, 09/01/2022	431,000	455,361
3.70%, 04/01/2024	900,000	965,767
3.65%, 03/01/2026	374,000	398,038
4.60%, 09/01/2035	333,000	361,492
5.65%, 12/01/2041	2,910,000	3,530,284
GlaxoSmithKline Capital PLC
2.85%, 05/08/2022	320,000	335,376
GlaxoSmithKline Capital, Inc.
6.38%, 05/15/2038	217,000	293,352
Grupo Bimbo SAB de CV
3.88%, 06/27/2024 (Acquired 06/27/2014, Cost $3,004,210) (2)	3,000,000	3,015,543
Heineken NV
1.40%, 10/01/2017 (Acquired 10/28/2013, Cost $297,642) (2)	299,000	300,119
Humana, Inc.
7.20%, 06/15/2018	215,000	239,070
JM Smucker Co/The
3.00%, 03/15/2022	4,750,000	4,885,185
Johnson & Johnson
4.38%, 12/05/2033	1,070,000	1,219,189
3.55%, 03/01/2036	1,050,000	1,090,549
4.50%, 12/05/2043	2,780,000	3,192,410
3.70%, 03/01/2046	1,505,000	1,580,161
Kellogg Co
1.75%, 05/17/2017	262,000	263,954
3.25%, 05/21/2018	234,000	242,393
Kimberly-Clark Corp.
7.50%, 11/01/2018	52,000	60,118
2.40%, 03/01/2022	140,000	142,544
Kraft Foods Group, Inc.
6.13%, 08/23/2018	531,000	585,350
5.38%, 02/10/2020	138,000	154,095
3.50%, 06/06/2022	768,000	806,757
6.88%, 01/26/2039	2,365,000	3,022,108
6.50%, 02/09/2040	310,000	386,883
5.00%, 06/04/2042	505,000	549,864
Kraft Heinz Foods Co
1.60%, 06/30/2017 (Acquired 06/23/2015 through 06/26/2015, Cost $6,647,712) (2)	6,640,000	6,661,866
2.80%, 07/02/2020 (Acquired 06/23/2015, Cost $3,767,637) (2)	3,775,000	3,867,865
3.95%, 07/15/2025 (Acquired 06/23/2015 through 06/24/2015, Cost $1,476,787) (2)	1,478,000	1,574,398
5.00%, 07/15/2035 (Acquired 06/23/2015, Cost $2,065,658) (2)	2,085,000	2,300,005
Kroger Co/The
6.40%, 08/15/2017	62,000	66,266
6.15%, 01/15/2020	206,000	237,790
4.00%, 02/01/2024	63,000	68,208
7.50%, 04/01/2031	1,417,000	1,851,218
5.40%, 07/15/2040	95,000	109,533
5.00%, 04/15/2042	1,434,000	1,625,339
Laboratory Corp. of America Holdings
4.63%, 11/15/2020	6,630,000	7,176,809
3.20%, 02/01/2022	1,127,000	1,143,096
Massachusetts Institute of Technology
4.68%, 07/01/2114	1,645,000	1,783,940
Mead Johnson Nutrition Co
4.13%, 11/15/2025	891,000	946,465
Medtronic, Inc.
3.15%, 03/15/2022	815,000	863,394
3.50%, 03/15/2025	13,000,000	13,876,603
4.38%, 03/15/2035	2,887,000	3,126,286
4.63%, 03/15/2045	1,183,000	1,321,651
Merck & Co, Inc.
2.40%, 09/15/2022	376,000	383,523
2.80%, 05/18/2023	361,000	376,830
4.15%, 05/18/2043	4,000,000	4,370,620
3.70%, 02/10/2045	70,000	71,257
Mondelez International, Inc.
2.25%, 02/01/2019	6,550,000	6,688,578
4.00%, 02/01/2024	1,590,000	1,707,738
Mylan, Inc.
2.55%, 03/28/2019	600,000	600,750
New York and Presbyterian Hospital/The
4.02%, 08/01/2045	125,000	124,842
Novartis Capital Corp.
2.40%, 09/21/2022	6,440,000	6,599,004
3.40%, 05/06/2024	922,000	990,486
NYU Hospitals Center
5.75%, 07/01/2043	936,000	1,132,970
PepsiCo, Inc.
7.90%, 11/01/2018	24,000	27,964
3.00%, 08/25/2021	258,000	275,567
3.10%, 07/17/2022	593,000	632,990
4.88%, 11/01/2040	82,000	92,319
4.60%, 07/17/2045	196,000	221,040
Perrigo Co PLC
2.30%, 11/08/2018	4,223,000	4,219,588
Pfizer, Inc.
3.00%, 06/15/2023	449,000	474,000
5.80%, 08/12/2023	4,000,000	4,853,812
4.30%, 06/15/2043	4,170,000	4,566,204
Procter & Gamble - Esop
9.36%, 01/01/2021	149,463	179,588
Procter & Gamble Co/The
5.50%, 02/01/2034	103,000	128,409
Quest Diagnostics, Inc.
3.50%, 03/30/2025	4,820,000	4,850,434
Reynolds American, Inc.
2.30%, 06/12/2018	7,430,000	7,579,358
4.00%, 06/12/2022	4,590,000	4,990,684
Roche Holdings, Inc.
3.35%, 09/30/2024 (Acquired 11/13/2014, Cost $790,314) (2)	780,000	828,084
RR Donnelley & Sons Co
8.60%, 08/15/2016	269,000	274,328
6.13%, 01/15/2017	11,000	11,247
7.63%, 06/15/2020	107,000	107,803
SABMiller Holdings, Inc.
2.20%, 08/01/2018 (Acquired 12/17/2013, Cost $5,100,428) (2)	5,080,000	5,194,153
3.75%, 01/15/2022 (Acquired 10/28/2013, Cost $1,481,301) (2)	1,441,000	1,529,826
Stryker Corp.
3.50%, 03/15/2026	213,000	220,883
Sysco Corp.
2.50%, 07/15/2021	1,078,000	1,090,070
3.75%, 10/01/2025	277,000	290,857
3.30%, 07/15/2026	1,140,000	1,153,378
4.50%, 04/01/2046	1,057,000	1,076,720
Texas Health Resources
4.33%, 11/15/2055	1,000,000	1,022,958
Tyson Foods, Inc.
4.50%, 06/15/2022	4,750,000	5,205,587
3.95%, 08/15/2024	1,451,000	1,547,461
4.88%, 08/15/2034	400,000	430,272
UnitedHealth Group, Inc.
1.90%, 07/16/2018	291,000	295,593
3.38%, 11/15/2021	685,000	732,138
3.35%, 07/15/2022	334,000	355,141
2.75%, 02/15/2023	186,000	189,438
2.88%, 03/15/2023	310,000	318,356
3.10%, 03/15/2026	550,000	563,125
4.63%, 07/15/2035	227,000	253,193
6.63%, 11/15/2037	562,000	769,051
4.38%, 03/15/2042	5,170,000	5,560,506
Ventas Realty LP
3.75%, 05/01/2024	382,000	381,842
Wm Wrigley Jr Co
2.90%, 10/21/2019 (Acquired 12/10/2013, Cost $4,976,445) (2)	4,960,000	5,095,522
Wyeth LLC
6.45%, 02/01/2024	82,000	104,464
Zimmer Biomet Holdings, Inc.
2.70%, 04/01/2020	3,790,000	3,844,542
3.55%, 04/01/2025	6,000,000	6,064,944
Zoetis, Inc.
3.45%, 11/13/2020	150,000	154,164
3.25%, 02/01/2023	1,000,000	989,172
4.50%, 11/13/2025	336,000	359,463
4.70%, 02/01/2043	300,000	282,203
		372,696,990
Diversified - 0.08%
Hutchison Whampoa International 09 Ltd
7.63%, 04/09/2019 (Acquired 10/28/2013, Cost $688,939) (2)	612,000	710,234
Hutchison Whampoa International 09/19 Ltd
5.75%, 09/11/2019 (Acquired 12/03/2013, Cost $6,717,567) (2)	6,175,000	6,920,366
Hutchison Whampoa International 12 II Ltd
3.25%, 11/08/2022 (Acquired 10/28/2013, Cost $426,087) (2)	450,000	465,848
MUFG Americas Holdings Corp.
2.25%, 02/10/2020	360,000	358,301
		8,454,749

Energy - 3.42%
Alberta Energy Co Ltd
7.38%, 11/01/2031	274,000	241,435
Anadarko Finance Co
7.50%, 05/01/2031	206,000	223,170
Anadarko Holding Co
7.15%, 05/15/2028	170,000	175,104
Anadarko Petroleum Corp.
6.38%, 09/15/2017	1,833,000	1,919,552
8.70%, 03/15/2019	664,000	742,049
6.95%, 06/15/2019	2,975,000	3,220,738
4.85%, 03/15/2021	2,572,000	2,619,659
6.45%, 09/15/2036	2,685,000	2,683,062
0.00%, 10/10/2036	4,000,000	1,486,000
4.50%, 07/15/2044	1,432,000	1,123,606
6.60%, 03/15/2046	1,029,000	1,050,772
ANR Pipeline Co
9.63%, 11/01/2021	337,000	434,369
Apache Corp.
6.90%, 09/15/2018	258,000	279,490
3.25%, 04/15/2022	99,000	95,635
5.10%, 09/01/2040	600,000	544,538
4.75%, 04/15/2043	416,000	373,510
Boardwalk Pipelines LP
4.95%, 12/15/2024	257,000	235,122
BP Capital Markets PLC
1.38%, 11/06/2017	229,000	228,278
2.24%, 05/10/2019	400,000	404,930
3.06%, 03/17/2022	757,000	775,626
3.25%, 05/06/2022	262,000	269,186
2.75%, 05/10/2023	262,000	257,068
3.81%, 02/10/2024	4,633,000	4,818,621
3.54%, 11/04/2024	700,000	715,458
3.51%, 03/17/2025	45,000	45,825
Buckeye Partners LP
2.65%, 11/15/2018	2,900,000	2,879,778
4.88%, 02/01/2021	704,000	711,286
4.15%, 07/01/2023	348,000	313,839
4.35%, 10/15/2024	390,000	350,412
5.85%, 11/15/2043	591,000	515,674
Burlington Resources Finance Co
7.40%, 12/01/2031	53,000	60,013
Burlington Resources, Inc.
8.20%, 03/15/2025	206,000	255,654
Cameron International Corp.
3.60%, 04/30/2022	5,900,000	5,992,689
4.00%, 12/15/2023	163,000	166,364
Canadian Natural Resources Ltd
1.75%, 01/15/2018	687,000	669,969
5.90%, 02/01/2018	41,000	42,541
3.45%, 11/15/2021	2,727,000	2,525,469
7.20%, 01/15/2032	41,000	39,571
6.45%, 06/30/2033	675,000	624,704
6.50%, 02/15/2037	118,000	110,455
6.25%, 03/15/2038	478,000	439,770
6.75%, 02/01/2039	1,415,000	1,291,023
Cenovus Energy, Inc.
3.00%, 08/15/2022	5,166,000	4,595,705
6.75%, 11/15/2039	468,000	448,177
4.45%, 09/15/2042	310,000	240,264
CenterPoint Energy Resources Corp.
6.13%, 11/01/2017	55,000	58,266
4.50%, 01/15/2021	103,000	109,624
Chevron Corp.
2.36%, 12/05/2022	315,000	314,975
Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP
1.70%, 05/01/2018 (Acquired 07/13/2015 through 07/28/2015, Cost $2,226,293) (2)	2,230,000	2,214,386
CNOOC Finance 2013 Ltd
3.00%, 05/09/2023	2,200,000	2,129,512
CNOOC Finance 2015 Australia Pty Ltd
2.63%, 05/05/2020	1,583,000	1,584,953
CNOOC Finance 2015 USA LLC
3.50%, 05/05/2025	670,000	658,921
CNOOC Nexen Finance 2014 ULC
1.63%, 04/30/2017	1,000,000	997,946
4.25%, 04/30/2024	1,165,000	1,204,637
Conoco Funding Co
7.25%, 10/15/2031	54,000	59,911
ConocoPhillips
5.20%, 05/15/2018	155,000	163,965
5.75%, 02/01/2019	206,000	223,536
6.00%, 01/15/2020	150,000	166,856
6.50%, 02/01/2039	150,000	166,028
ConocoPhillips Canada Funding Co I
5.63%, 10/15/2016	126,000	128,940
ConocoPhillips Co
2.20%, 05/15/2020	328,000	322,286
4.20%, 03/15/2021	3,277,000	3,418,946
3.35%, 11/15/2024	598,000	577,932
4.95%, 03/15/2026	1,801,000	1,880,961
4.15%, 11/15/2034	608,000	543,397
ConocoPhillips Holding Co
6.95%, 04/15/2029	400,000	450,165
DCP Midstream LLC
9.75%, 03/15/2019 (Acquired 10/28/2013 through 12/09/2013, Cost $5,744,152) (2)	4,960,000	4,860,636
Devon Energy Corp.
1.17%, 12/15/2016	4,000,000	3,920,120
2.25%, 12/15/2018	3,000,000	2,800,311
6.30%, 01/15/2019	1,174,000	1,188,067
3.25%, 05/15/2022	896,000	758,193
7.95%, 04/15/2032	2,500,000	2,542,908
4.75%, 05/15/2042	323,000	236,934
Diamond Offshore Drilling, Inc.
5.70%, 10/15/2039	500,000	343,637
4.88%, 11/01/2043	767,000	505,093
Ecopetrol SA
4.13%, 01/16/2025	383,000	324,593
5.38%, 06/26/2026	537,000	488,240
Enbridge Energy Partners LP
4.38%, 10/15/2020	6,575,000	6,420,244
Encana Corp.
6.50%, 05/15/2019	240,000	238,800
6.50%, 08/15/2034	118,000	100,097
Energy Transfer Partners LP
9.70%, 03/15/2019	107,000	118,336
3.60%, 02/01/2023	716,000	621,312
4.75%, 01/15/2026	682,000	625,551
5.15%, 03/15/2045	140,000	108,856
Eni SpA
5.70%, 10/01/2040 (Acquired 10/28/2013, Cost $546,921) (2)	557,000	534,555
EnLink Midstream Partners LP
4.15%, 06/01/2025	1,129,000	874,177
5.05%, 04/01/2045	378,000	254,362
Ensco PLC
4.70%, 03/15/2021	500,000	347,950
5.20%, 03/15/2025	422,000	236,847
5.75%, 10/01/2044	333,000	164,835
Enterprise Products Operating LLC
5.25%, 01/31/2020	417,000	451,242
4.05%, 02/15/2022	400,000	416,666
3.35%, 03/15/2023	600,000	597,404
3.90%, 02/15/2024	3,000,000	3,033,432
3.75%, 02/15/2025	515,000	514,278
3.70%, 02/15/2026	304,000	301,825
6.65%, 10/15/2034	672,000	747,684
5.75%, 03/01/2035	1,075,000	1,096,040
5.95%, 02/01/2041	201,000	206,318
4.85%, 08/15/2042	4,000,000	3,709,776
4.90%, 05/15/2046	199,000	191,330
4.95%, 10/15/2054	177,000	153,667
EOG Resources, Inc.
6.88%, 10/01/2018	186,000	205,642
4.10%, 02/01/2021	547,000	578,555
2.63%, 03/15/2023	249,000	236,367
5.10%, 01/15/2036	784,000	809,228
EQT Midstream Partners LP
4.00%, 08/01/2024	2,000,000	1,737,274
Exxon Mobil Corp.
2.73%, 03/01/2023	1,338,000	1,361,202
4.11%, 03/01/2046	716,000	759,413
Freeport-McMoran Oil & Gas LLC / FCX Oil & Gas, Inc.
6.75%, 02/01/2022	649,000	499,730
Gazprom OAO Via Gaz Capital SA
9.25%, 04/23/2019 (Acquired 11/21/2013, Cost $1,997,722) (2)	1,750,000	1,984,062
Gulf South Pipeline Co LP
4.00%, 06/15/2022	2,000,000	1,824,366
Halliburton Co
6.15%, 09/15/2019	77,000	87,068
3.38%, 11/15/2022	305,000	310,475
3.50%, 08/01/2023	1,032,000	1,042,443
3.80%, 11/15/2025	2,500,000	2,501,507
6.70%, 09/15/2038	350,000	421,708
7.45%, 09/15/2039	521,000	655,003
7.60%, 08/15/2096 (Acquired 10/28/2013, Cost $350,990) (2)	258,000	303,464
Helmerich & Payne International Drilling Co
4.65%, 03/15/2025	4,710,000	4,742,056
Hess Corp.
7.88%, 10/01/2029	173,000	188,222
5.60%, 02/15/2041	1,606,000	1,432,847
Husky Energy, Inc.
6.20%, 09/15/2017	3,630,000	3,791,201
6.15%, 06/15/2019	119,000	125,464
Kerr-McGee Corp.
6.95%, 07/01/2024	127,000	134,472
7.88%, 09/15/2031	1,191,000	1,301,774
Kinder Morgan Energy Partners LP
9.00%, 02/01/2019	454,000	515,336
5.00%, 10/01/2021	4,875,000	4,976,181
7.30%, 08/15/2033	1,650,000	1,680,673
6.95%, 01/15/2038	242,000	242,122
6.50%, 09/01/2039	107,000	101,313
7.50%, 11/15/2040	483,000	500,079
Kinder Morgan, Inc./DE
5.30%, 12/01/2034	2,045,000	1,768,301
5.05%, 02/15/2046	1,891,000	1,606,028
Korea National Oil Corp.
3.13%, 04/03/2017 (Acquired 11/26/2014, Cost $203,043) (2)	200,000	203,334
Magellan Midstream Partners LP
6.55%, 07/15/2019	206,000	230,000
4.25%, 02/01/2021	502,000	525,646
3.20%, 03/15/2025	386,000	369,943
5.15%, 10/15/2043	941,000	880,294
Marathon Oil Corp.
6.00%, 10/01/2017	289,000	292,969
5.90%, 03/15/2018	291,000	291,022
2.80%, 11/01/2022	700,000	570,362
6.60%, 10/01/2037	410,000	337,872
Marathon Petroleum Corp.
3.40%, 12/15/2020	2,228,000	2,192,350
3.63%, 09/15/2024	1,241,000	1,135,257
4.75%, 09/15/2044	1,437,000	1,150,262
Murphy Oil Corp.
4.00%, 06/01/2022	537,000	425,450
Nabors Industries, Inc.
2.35%, 09/15/2016	5,000,000	4,980,615
6.15%, 02/15/2018	118,000	117,469
5.00%, 09/15/2020	595,000	514,421
4.63%, 09/15/2021	1,195,000	1,014,423
National Oilwell Varco, Inc.
1.35%, 12/01/2017	162,000	158,406
Nexen Energy ULC
6.40%, 05/15/2037	408,000	463,006
7.50%, 07/30/2039	4,000,000	5,167,680
Noble Energy, Inc.
8.25%, 03/01/2019	3,626,000	3,991,160
5.63%, 05/01/2021	355,000	356,775
4.15%, 12/15/2021	550,000	549,456
5.25%, 11/15/2043	2,675,000	2,313,241
5.05%, 11/15/2044	386,000	328,841
Noble Holding International Ltd
5.00%, 03/16/2018	158,000	146,763
3.95%, 03/15/2022	90,000	54,900
6.05%, 03/01/2041	500,000	245,000
5.25%, 03/15/2042	64,000	31,850
7.95%, 04/01/2045	254,000	142,494
Occidental Petroleum Corp.
2.60%, 04/15/2022	2,671,000	2,693,987
2.70%, 02/15/2023	100,000	98,750
3.50%, 06/15/2025	455,000	466,173
3.40%, 04/15/2026	246,000	247,918
4.63%, 06/15/2045	158,000	164,962
Oleoducto Central SA
4.00%, 05/07/2021 (Acquired 04/30/2014, Cost $422,801) (2)	425,000	403,219
ONEOK Partners LP
6.15%, 10/01/2016	365,000	374,610
3.20%, 09/15/2018	1,300,000	1,258,548
8.63%, 03/01/2019	353,000	384,104
3.80%, 03/15/2020	515,000	491,314
3.38%, 10/01/2022	485,000	435,376
4.90%, 03/15/2025	2,500,000	2,356,283
6.65%, 10/01/2036	1,050,000	976,897
6.20%, 09/15/2043	2,500,000	2,276,467
Petrobras Global Finance BV
2.00%, 05/20/2016	3,000,000	2,988,900
3.50%, 02/06/2017	537,000	527,978
3.00%, 03/17/2017	1,050,000	1,013,355
3.25%, 03/17/2017	1,000,000	981,250
5.88%, 03/01/2018	4,000,000	3,839,200
7.88%, 03/15/2019	206,000	197,554
5.75%, 01/20/2020	107,000	92,180
4.38%, 05/20/2023	215,000	156,886
Petro-Canada
6.05%, 05/15/2018	263,000	278,191
5.95%, 05/15/2035	350,000	355,561
6.80%, 05/15/2038	330,000	361,728
Petrofac Ltd
3.40%, 10/10/2018 (Acquired 10/28/2013 through 11/14/2013, Cost $5,076,805) (2)	5,029,000	4,631,020
Petroleos Mexicanos
5.75%, 03/01/2018	301,000	316,802
5.50%, 02/04/2019 (Acquired 01/28/2016, Cost $1,488,000) (2)	1,488,000	1,558,680
5.50%, 01/21/2021	2,920,000	3,029,500
6.38%, 02/04/2021 (Acquired 01/28/2016, Cost $448,000) (2)	448,000	477,792
4.88%, 01/24/2022	6,000,000	5,955,000
4.88%, 01/18/2024	363,000	355,831
4.25%, 01/15/2025	306,000	283,432
4.50%, 01/23/2026	1,193,000	1,111,280
6.88%, 08/04/2026 (Acquired 01/28/2016, Cost $537,015) (2)	538,000	582,385
6.63%, 06/15/2035	647,000	621,120
6.38%, 01/23/2045	3,002,000	2,782,854
5.63%, 01/23/2046	3,427,000	2,880,051
Phillips 66
2.95%, 05/01/2017	241,000	245,408
4.30%, 04/01/2022	5,736,000	6,110,125
Phillips 66 Partners LP
2.65%, 02/15/2020	3,650,000	3,516,384
Pioneer Natural Resources Co
5.88%, 07/15/2016	211,000	213,115
Plains All American Pipeline LP / PAA Finance Corp.
2.60%, 12/15/2019	3,243,000	3,071,669
3.60%, 11/01/2024	1,050,000	905,846
4.65%, 10/15/2025	4,813,000	4,452,915
4.90%, 02/15/2045	875,000	673,988
QEP Resources, Inc.
6.80%, 03/01/2020	107,000	99,644
Regency Energy Partners LP / Regency Energy Finance Corp.
5.88%, 03/01/2022	5,000,000	4,859,805
4.50%, 11/01/2023	4,990,000	4,404,414
Reliance Holding USA, Inc.
5.40%, 02/14/2022 (Acquired 11/20/2013, Cost $1,773,331) (2)	1,750,000	1,953,721
Rockies Express Pipeline LLC
5.63%, 04/15/2020 (Acquired 10/28/2013, Cost $191,372) (2)	215,000	203,175
Schlumberger Holdings Corp.
3.63%, 12/21/2022 (Acquired 12/10/2015, Cost $9,087,150) (2)	9,099,000	9,364,573
Schlumberger Investment SA
3.30%, 09/14/2021 (Acquired 10/28/2013, Cost $339,280) (2)	337,000	347,277
3.65%, 12/01/2023	3,754,000	3,899,772
Shell International Finance BV
4.30%, 09/22/2019	310,000	335,434
4.38%, 03/25/2020	885,000	966,478
2.13%, 05/11/2020	699,000	705,945
3.25%, 05/11/2025	7,025,000	7,082,633
4.13%, 05/11/2035	625,000	640,549
6.38%, 12/15/2038	619,000	758,019
Sinopec Group Overseas Development 2012 Ltd
3.90%, 05/17/2022 (Acquired 06/22/2015, Cost $613,897) (2)	600,000	630,782
Sinopec Group Overseas Development 2013 Ltd
4.38%, 10/17/2023 (Acquired 10/28/2013, Cost $475,953) (2)	475,000	508,411
Sinopec Group Overseas Development 2014 Ltd
1.75%, 04/10/2017 (Acquired 04/02/2014 through 06/22/2015, Cost $4,396,112) (2)	4,400,000	4,410,296
Sinopec Group Overseas Development 2015 Ltd
2.50%, 04/28/2020 (Acquired 04/21/2015, Cost $8,968,546) (2)	9,000,000	9,040,932
Southern Natural Gas Co LLC
5.90%, 04/01/2017 (Acquired 10/28/2013, Cost $156,083) (2)	150,000	154,708
Spectra Energy Capital LLC
8.00%, 10/01/2019	515,000	566,323
5.65%, 03/01/2020	253,000	260,115
3.30%, 03/15/2023	467,000	413,622
7.50%, 09/15/2038	1,457,000	1,511,630
Spectra Energy Partners LP
2.95%, 09/25/2018	306,000	307,245
3.50%, 03/15/2025	787,000	760,458
5.95%, 09/25/2043	207,000	218,239
4.50%, 03/15/2045	3,000,000	2,662,563
Statoil ASA
3.13%, 08/17/2017	304,000	312,123
1.20%, 01/17/2018	221,000	220,502
5.25%, 04/15/2019	382,000	419,994
3.15%, 01/23/2022	237,000	243,593
2.45%, 01/17/2023	280,000	271,548
2.65%, 01/15/2024	663,000	646,167
3.25%, 11/10/2024	508,000	513,876
4.25%, 11/23/2041	193,000	186,944
Suncor Energy, Inc.
6.10%, 06/01/2018	2,333,000	2,494,334
3.60%, 12/01/2024	677,000	670,528
5.95%, 12/01/2034	248,000	249,924
6.50%, 06/15/2038	719,000	773,650
6.85%, 06/01/2039	93,000	103,330
Sunoco Logistics Partners Operations LP
5.50%, 02/15/2020	410,000	416,046
4.25%, 04/01/2024	833,000	764,950
5.95%, 12/01/2025	200,000	201,019
4.95%, 01/15/2043	1,482,000	1,169,406
5.30%, 04/01/2044	200,000	165,022
5.35%, 05/15/2045	633,000	531,756
Talisman Energy, Inc.
7.75%, 06/01/2019	129,000	133,317
TC PipeLines LP
4.38%, 03/13/2025	3,500,000	3,038,088
Texas Eastern Transmission LP
2.80%, 10/15/2022 (Acquired 10/28/2013, Cost $670,825) (2)	714,000	678,132
Tosco Corp.
7.80%, 01/01/2027	392,000	479,545
8.13%, 02/15/2030	361,000	444,755
Total Capital International SA
1.50%, 02/17/2017	218,000	219,016
1.55%, 06/28/2017	581,000	583,389
2.75%, 06/19/2021	900,000	926,409
2.70%, 01/25/2023	144,000	143,435
3.75%, 04/10/2024	229,000	241,044
TransCanada PipeLines Ltd
1.63%, 11/09/2017	3,081,000	3,086,731
1.88%, 01/12/2018	205,000	204,733
6.50%, 08/15/2018	196,000	212,390
7.13%, 01/15/2019	273,000	303,159
4.88%, 01/15/2026	5,792,000	6,120,435
6.20%, 10/15/2037	155,000	163,286
7.25%, 08/15/2038	217,000	251,295
Transocean, Inc.
6.50%, 11/15/2020	200,000	140,000
7.13%, 12/15/2021	697,000	470,475
4.30%, 10/15/2022	287,000	158,568
7.50%, 04/15/2031	52,000	27,040
8.10%, 12/15/2041	153,000	79,177
Ultramar Diamond Shamrock Corp.
7.20%, 10/15/2017	1,800,000	1,914,898
Union Electric Co
3.65%, 04/15/2045	1,370,000	1,336,257
Valero Energy Corp.
6.63%, 06/15/2037	5,000,000	5,424,480
Western Gas Partners LP
5.45%, 04/01/2044	680,000	540,367
Williams Cos, Inc./The
5.75%, 06/24/2044	2,500,000	1,662,500
Williams Partners LP
5.25%, 03/15/2020	3,410,000	3,268,928
4.30%, 03/04/2024	2,500,000	2,079,795
6.30%, 04/15/2040	333,000	276,059
4.90%, 01/15/2045	1,886,000	1,352,983
Woodside Finance Ltd
3.65%, 03/05/2025 (Acquired 02/26/2015, Cost $3,298,249) (2)	3,300,000	3,066,848
		345,897,053

Financials - 13.67%
Abbey National Treasury Services PLC/London
2.38%, 03/16/2020	7,325,000	7,329,336
ABN AMRO Bank NV
1.80%, 06/04/2018 (Acquired 05/28/2015, Cost $1,593,290) (2)	1,594,000	1,592,119
2.50%, 10/30/2018 (Acquired 10/28/13 through 11/15/13, Cost $6,558,948) (2)	6,542,000	6,631,455
2.45%, 06/04/2020 (Acquired 05/28/2015, Cost $1,996,290) (2)	2,000,000	2,012,654
4.75%, 07/28/2025 (Acquired 07/21/2015, Cost $230,414) (2)	231,000	232,672
ACE INA Holdings, Inc.
2.30%, 11/03/2020	7,000,000	7,119,546
2.88%, 11/03/2022	312,000	322,045
2.70%, 03/13/2023	300,000	303,251
3.15%, 03/15/2025	3,409,000	3,508,025
3.35%, 05/03/2026	2,070,000	2,160,674
4.35%, 11/03/2045	305,000	332,495
AIA Group Ltd
3.20%, 03/11/2025 (Acquired 03/04/2015, Cost $9,274,522) (2)	9,545,000	9,607,987
4.50%, 03/16/2046 (Acquired 03/09/2016, Cost $1,298,364) (2)	1,315,000	1,329,870
AIG Global Funding
1.65%, 12/15/2017 (Acquired 12/08/2014, Cost $452,755) (2)	453,000	452,394
AIG SunAmerica Global Financing X
6.90%, 03/15/2032 (Acquired 10/28/2013, Cost $1,172,150) (2)	955,000	1,185,751
Allstate Corp./The
3.15%, 06/15/2023	420,000	431,949
Ally Financial, Inc.
2.75%, 01/30/2017	5,000,000	4,975,000
8.00%, 12/31/2018	43,000	46,763
3.50%, 01/27/2019	1,000,000	985,000
American Express Centurion Bank
6.00%, 09/13/2017	506,000	537,323
American Express Co
7.00%, 03/19/2018	284,000	311,797
American Express Credit Corp.
2.38%, 03/24/2017	287,000	290,381
1.80%, 07/31/2018	456,000	458,036
1.88%, 11/05/2018	831,000	836,255
2.13%, 03/18/2019	637,000	644,606
2.25%, 08/15/2019	500,000	506,336
2.38%, 05/26/2020	644,000	653,794
2.60%, 09/14/2020	333,000	341,218
American Honda Finance Corp.
2.13%, 02/28/2017 (Acquired 10/28/2013, Cost $427,238) (2)	425,000	430,026
1.60%, 02/16/2018 (Acquired 10/28/2013, Cost $300,512) (2)	302,000	303,859
American International Group, Inc.
6.40%, 12/15/2020	5,100,000	5,928,760
4.13%, 02/15/2024	879,000	916,274
3.75%, 07/10/2025	444,000	443,666
3.90%, 04/01/2026	2,144,000	2,151,997
3.88%, 01/15/2035	376,000	335,948
4.80%, 07/10/2045	2,125,000	2,095,722
8.18%, 05/15/2058	107,000	132,948
American Tower Corp.
3.50%, 01/31/2023	341,000	344,332
American Tower Trust I
1.55%, 03/15/2018 (Acquired 10/28/2013, Cost $388,826) (2)	396,000	395,708
3.07%, 03/15/2023 (Acquired 12/05/2014, Cost $2,879,817) (2)	2,900,000	2,900,050
Ameriprise Financial, Inc.
7.30%, 06/28/2019	215,000	250,491
4.00%, 10/15/2023	650,000	687,407
Ameritech Capital Funding Corp.
9.10%, 06/01/2016	83,490	84,341
6.45%, 01/15/2018	321,000	345,741
AmSouth Bancorp
6.75%, 11/01/2025	527,000	618,558
ANZ New Zealand Int'l Ltd/London
1.75%, 03/29/2018 (Acquired 03/24/2015, Cost $2,436,777) (2)	2,437,000	2,437,504
2.60%, 09/23/2019 (Acquired 09/16/2014, Cost $3,648,285) (2)	3,650,000	3,688,442
2.85%, 08/06/2020 (Acquired 07/30/2015, Cost $249,818) (2)	250,000	256,311
Aon Corp.
3.13%, 05/27/2016	256,000	256,864
6.25%, 09/30/2040	172,000	200,533
Aon PLC
4.00%, 11/27/2023	5,000,000	5,167,350
3.50%, 06/14/2024	815,000	819,118
3.88%, 12/15/2025	500,000	509,590
Australia & New Zealand Banking Group Ltd
2.40%, 11/23/2016 (Acquired 10/28/2013, Cost $1,036,698) (2)	1,028,000	1,037,337
4.88%, 01/12/2021 (Acquired 10/28/2013, Cost $318,307) (2)	296,000	330,224
Australia & New Zealand Banking Group Ltd/New York NY
1.45%, 05/15/2018	640,000	639,462
AXIS Specialty Finance PLC
2.65%, 04/01/2019	2,890,000	2,890,272
BAC Capital Trust VI
5.63%, 03/08/2035	43,000	46,686
Bank Nederlandse Gemeenten NV
2.63%, 04/28/2021 (Acquired 01/25/2016, Cost $6,546,898) (2)	6,350,000	6,657,010
2.38%, 03/16/2026 (Acquired 03/08/2016, Cost $5,070,276) (2)	5,090,000	5,158,098
Bank of America Corp.
6.50%, 08/01/2016	515,000	523,863
5.63%, 10/14/2016	670,000	685,600
6.40%, 08/28/2017	2,293,000	2,437,406
5.75%, 12/01/2017	480,000	510,108
2.00%, 01/11/2018	1,893,000	1,901,000
6.88%, 04/25/2018	843,000	925,743
5.65%, 05/01/2018	825,000	885,722
1.95%, 05/12/2018	3,913,000	3,918,016
6.88%, 11/15/2018	1,500,000	1,678,413
2.60%, 01/15/2019	1,363,000	1,386,296
2.65%, 04/01/2019	1,400,000	1,424,849
7.63%, 06/01/2019	360,000	419,040
2.25%, 04/21/2020	750,000	745,838
5.63%, 07/01/2020	2,625,000	2,949,747
2.63%, 10/19/2020	2,500,000	2,518,478
5.88%, 01/05/2021	15,340,000	17,547,978
5.00%, 05/13/2021	1,830,000	2,031,015
3.30%, 01/11/2023	5,843,000	5,893,793
4.10%, 07/24/2023	217,000	228,962
4.13%, 01/22/2024	1,600,000	1,695,499
4.00%, 04/01/2024	2,390,000	2,507,985
4.20%, 08/26/2024	5,765,000	5,869,260
4.00%, 01/22/2025	654,000	655,265
3.95%, 04/21/2025	5,201,000	5,180,050
3.88%, 08/01/2025	621,000	646,101
4.45%, 03/03/2026	10,076,000	10,404,175
4.25%, 10/22/2026	544,000	553,192
6.11%, 01/29/2037	3,580,000	4,117,476
7.75%, 05/14/2038	137,000	187,196
Bank of America NA
5.30%, 03/15/2017	5,191,000	5,372,311
2.05%, 12/07/2018	10,128,000	10,205,034
Bank of Montreal
1.40%, 09/11/2017	201,000	201,586
2.38%, 01/25/2019	215,000	219,160
2.55%, 11/06/2022	878,000	889,291
Bank of New York Mellon Corp./The
4.60%, 01/15/2020	387,000	423,419
2.60%, 08/17/2020	663,000	683,112
2.45%, 11/27/2020	247,000	252,041
2.50%, 04/15/2021	215,000	219,347
3.55%, 09/23/2021	355,000	378,643
3.65%, 02/04/2024	93,000	98,548
3.25%, 09/11/2024	650,000	669,860
3.00%, 02/24/2025	5,360,000	5,427,434
Bank of Nova Scotia/The
1.45%, 04/25/2018	867,000	866,317
1.70%, 06/11/2018	2,825,000	2,831,893
1.85%, 04/14/2020	1,900,000	1,893,103
2.45%, 03/22/2021	2,149,000	2,162,448
Bank of Tokyo-Mitsubishi UFJ Ltd/The
2.35%, 02/23/2017 (Acquired 10/28/2013, Cost $986,676) (2)	980,000	988,335
2.15%, 09/14/2018 (Acquired 09/08/2015, Cost $349,917) (2)	350,000	351,883
2.30%, 03/10/2019 (Acquired 03/04/2014 through 06/26/2015, Cost $5,519,534) (2)	5,525,000	5,572,675
2.35%, 09/08/2019 (Acquired 09/02/2014, Cost $339,921) (2)	340,000	342,876
4.10%, 09/09/2023 (Acquired 10/28/2013, Cost $244,846) (2)	239,000	258,651
3.75%, 03/10/2024 (Acquired 03/04/2014, Cost $3,209,013) (2)	3,215,000	3,405,106
BanPonce Trust I
8.33%, 02/01/2027	234,000	200,563
Banque Federative du Credit Mutuel SA
1.70%, 01/20/2017 (Acquired 01/14/2014, Cost $1,649,305) (2)	1,650,000	1,654,566
Barclays Bank PLC
5.00%, 09/22/2016	114,000	116,065
2.25%, 05/10/2017 (Acquired 10/28/2013, Cost $278,294) (2)	275,000	278,137
6.05%, 12/04/2017 (Acquired 10/28/2013, Cost $402,263) (2)	382,000	404,375
Barclays PLC
2.00%, 03/16/2018	2,915,000	2,863,139
3.25%, 01/12/2021	1,743,000	1,735,531
3.65%, 03/16/2025	2,522,000	2,364,771
4.38%, 01/12/2026	3,514,000	3,448,359
5.25%, 08/17/2045	413,000	414,748
BB&T Corp.
1.60%, 08/15/2017	384,000	384,555
6.85%, 04/30/2019	170,000	194,582
5.25%, 11/01/2019	284,000	311,612
2.63%, 06/29/2020	1,100,000	1,124,061
Bear Stearns Cos LLC/The
7.25%, 02/01/2018	4,806,000	5,278,982
Berkshire Hathaway Finance Corp.
3.00%, 05/15/2022	268,000	279,368
5.75%, 01/15/2040	134,000	168,152
4.40%, 05/15/2042	1,524,000	1,649,768
4.30%, 05/15/2043	322,000	340,530
Berkshire Hathaway, Inc.
3.75%, 08/15/2021	605,000	662,500
3.40%, 01/31/2022	1,798,000	1,924,484
2.75%, 03/15/2023	7,844,000	8,002,033
3.13%, 03/15/2026	11,715,000	12,041,333
BlackRock, Inc.
5.00%, 12/10/2019	484,000	541,623
4.25%, 05/24/2021	475,000	525,895
3.38%, 06/01/2022	493,000	525,898
3.50%, 03/18/2024	405,000	429,455
Blackstone Holdings Finance Co LLC
5.88%, 03/15/2021 (Acquired 10/28/2013, Cost $1,578,273) (2)	1,445,000	1,675,089
4.45%, 07/15/2045 (Acquired 04/22/2015 through 04/23/2015, Cost $168,868) (2)	170,000	160,570
BNP Paribas SA
2.38%, 05/21/2020	1,390,000	1,398,893
3.25%, 03/03/2023	430,000	443,252
4.38%, 09/28/2025 (Acquired 09/21/2015, Cost $1,783,602) (2)	1,800,000	1,793,389
BNZ International Funding Ltd/London
2.35%, 03/04/2019 (Acquired 02/25/2014, Cost $515,885) (2)	516,000	518,909
Boston Properties LP
4.13%, 05/15/2021	2,975,000	3,189,429
3.65%, 02/01/2026	3,711,000	3,837,812
BPCE SA
1.47%, 02/10/2017	306,000	306,748
1.63%, 01/26/2018	1,300,000	1,298,517
2.50%, 12/10/2018	2,500,000	2,544,860
2.50%, 07/15/2019	1,000,000	1,011,384
5.70%, 10/22/2023 (Acquired 10/28/2013 through 11/04/2013, Cost $3,733,176) (2)	3,645,000	3,860,831
4.88%, 04/01/2026 (Acquired 03/29/2016, Cost $593,970) (2)	600,000	595,021
Branch Banking & Trust Co
5.63%, 09/15/2016	480,000	489,013
0.92%, 05/23/2017	2,500,000	2,492,182
Caisse Centrale Desjardins
1.28%, 01/29/2018 (Acquired 01/26/2015, Cost $7,000,000) (2)	7,000,000	6,978,314
Capital One Bank USA NA
2.15%, 11/21/2018	5,000,000	4,996,950
3.38%, 02/15/2023	2,164,000	2,181,349
Capital One Financial Corp.
2.45%, 04/24/2019	353,000	356,838
4.75%, 07/15/2021	7,058,000	7,737,876
3.50%, 06/15/2023	942,000	953,649
3.75%, 04/24/2024	2,580,000	2,655,769
3.20%, 02/05/2025	350,000	346,642
4.20%, 10/29/2025	440,000	445,700
Capital One NA/Mclean VA
1.30%, 02/05/2018	3,000,000	2,986,047
1.65%, 02/05/2018	4,640,000	4,607,088
2.95%, 07/23/2021	4,120,000	4,149,277
CDP Financial, Inc.
4.40%, 11/25/2019 (Acquired 10/28/2013, Cost $332,861) (2)	310,000	340,789
Charles Schwab Corp./The
3.23%, 09/01/2022	165,000	172,615
Chubb Corp./The
5.75%, 05/15/2018	117,000	128,709
CIT Group, Inc.
6.63%, 04/01/2018 (Acquired 11/22/2013, Cost $1,381,467) (2)	1,300,000	1,366,625
Citigroup, Inc.
1.70%, 04/27/2018	1,500,000	1,494,783
1.75%, 05/01/2018	800,000	797,909
2.15%, 07/30/2018	658,000	661,439
2.05%, 12/07/2018	3,600,000	3,615,714
2.40%, 02/18/2020	2,500,000	2,507,143
2.70%, 03/30/2021	5,349,000	5,390,465
4.50%, 01/14/2022	10,000,000	10,953,150
3.50%, 05/15/2023	5,000,000	5,000,670
3.88%, 10/25/2023	972,000	1,018,257
3.75%, 06/16/2024	4,508,000	4,671,203
4.40%, 06/10/2025	10,157,000	10,361,643
5.50%, 09/13/2025	494,000	540,817
3.70%, 01/12/2026	10,200,000	10,472,279
4.60%, 03/09/2026	3,102,000	3,182,022
4.30%, 11/20/2026	1,570,000	1,563,181
6.63%, 01/15/2028	387,000	486,247
8.13%, 07/15/2039	164,000	242,663
5.88%, 01/30/2042	212,000	255,183
4.65%, 07/30/2045	222,000	232,554
Citizens Bank NA/Providence RI
2.45%, 12/04/2019	8,000,000	7,990,960
Citizens Financial Group, Inc.
4.30%, 12/03/2025	343,000	355,272
CME Group, Inc./IL
3.00%, 09/15/2022	1,135,000	1,177,373
3.00%, 03/15/2025	838,000	849,647
5.30%, 09/15/2043	115,000	137,543
CNA Financial Corp.
7.35%, 11/15/2019	700,000	808,203
7.25%, 11/15/2023	7,470,000	8,816,759
3.95%, 05/15/2024	523,000	520,064
Comerica Bank
2.50%, 06/02/2020	8,000,000	8,034,992
Comerica, Inc.
3.80%, 07/22/2026	984,000	955,103
Commonwealth Bank of Australia
2.25%, 03/16/2017 (Acquired 10/28/2013, Cost $843,821) (2)	836,000	847,931
4.50%, 12/09/2025 (Acquired 12/02/2015, Cost $776,430) (2)	778,000	787,818
Commonwealth Bank of Australia/New York NY
2.05%, 03/15/2019	2,750,000	2,774,541
Compass Bank
3.88%, 04/10/2025	840,000	788,180
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands
3.38%, 01/19/2017	258,000	262,618
3.88%, 02/08/2022	5,323,000	5,680,599
4.38%, 08/04/2025	316,000	326,731
5.80%, 09/30/2110 (Acquired 10/28/2013, Cost $375,765) (2)	361,000	410,314
Cooperatieve Rabobank UA
4.63%, 12/01/2023	400,000	422,395
Cooperatieve Rabobank UA/NY
2.50%, 01/19/2021	6,397,000	6,461,194
Countrywide Financial Corp.
6.25%, 05/15/2016	1,461,000	1,469,297
Credit Agricole SA
1.48%, 10/03/2016 (Acquired 10/28/2013, Cost $751,381) (2)	750,000	751,526
6.64%, 05/29/2049 (Acquired 10/28/2013, Cost $104,228) (2)	107,000	104,860
Credit Suisse Group Funding Guernsey Ltd
2.75%, 03/26/2020	3,541,000	3,495,696
3.80%, 09/15/2022	4,113,000	4,094,677
4.88%, 05/15/2045	250,000	238,237
Credit Suisse/New York NY
1.75%, 01/29/2018	375,000	375,708
2.30%, 05/28/2019	2,413,000	2,436,351
5.30%, 08/13/2019	169,000	185,505
3.00%, 10/29/2021	1,265,000	1,290,988
3.63%, 09/09/2024	560,000	568,030
Dai-ichi Life Insurance Co Ltd/The
5.10%, 10/29/2049 (Acquired 10/23/2014, Cost $695,000) (2)	695,000	750,600
Danske Bank A/S
2.80%, 03/10/2021 (Acquired 03/07/2016, Cost $1,085,752) (2)	1,086,000	1,103,057
Deutsche Bank AG
2.95%, 08/20/2020	1,140,000	1,144,858
3.13%, 01/13/2021	2,000,000	1,989,308
4.10%, 01/13/2026	850,000	837,947
Deutsche Bank AG/London
6.00%, 09/01/2017	901,000	948,358
1.88%, 02/13/2018	2,429,000	2,413,811
2.50%, 02/13/2019	6,000,000	6,074,406
3.70%, 05/30/2024	3,610,000	3,565,012
Discover Bank/Greenwood DE
3.10%, 06/04/2020	8,000,000	8,061,688
3.20%, 08/09/2021	1,600,000	1,599,009
4.20%, 08/08/2023	6,711,000	7,017,344
Discover Financial Services
3.75%, 03/04/2025	2,920,000	2,843,353
Duke Realty LP

4.38%, 06/15/2022	344,000	362,370
Equity Commonwealth
6.65%, 01/15/2018	401,000	421,471
5.88%, 09/15/2020	1,393,000	1,515,851
ERP Operating LP
2.38%, 07/01/2019	646,000	650,377
4.63%, 12/15/2021	260,000	289,441
Fifth Third Bancorp
5.45%, 01/15/2017	150,000	153,672
2.88%, 07/27/2020	3,007,000	3,048,918
Fifth Third Bank/Cincinnati OH
2.38%, 04/25/2019	1,100,000	1,112,148
First Tennessee Bank NA
5.65%, 04/01/2016	1,344,000	1,344,000
2.95%, 12/01/2019	5,000,000	5,013,430
FMR LLC
4.95%, 02/01/2033 (Acquired 10/28/2013, Cost $247,422) (2)	250,000	258,232
6.45%, 11/15/2039 (Acquired 10/28/2013, Cost $298,173) (2)	258,000	320,636
Ford Motor Credit Co LLC
4.21%, 04/15/2016	345,000	345,307
1.87%, 05/09/2016	332,000	332,252
3.00%, 06/12/2017	905,000	917,001
6.63%, 08/15/2017	3,473,000	3,684,040
1.68%, 09/08/2017	944,000	940,167
1.72%, 12/06/2017	2,000,000	1,985,420
2.38%, 03/12/2019	2,672,000	2,688,468
2.60%, 11/04/2019	1,800,000	1,808,354
4.25%, 09/20/2022	397,000	424,876
GE Capital International Funding Co
0.96%, 04/15/2016 (Acquired 01/06/2015, Cost $3,477,123) (2)	3,483,000	3,483,191
2.34%, 11/15/2020 (Acquired 10/28/2013 through 07/28/2015, Cost $11,270,067) (2)	11,841,000	12,141,134
3.37%, 11/15/2025 (Acquired 10/28/2013 through 07/15/2015, Cost $2,648,814) (2)	2,789,000	2,977,520
4.42%, 11/15/2035 (Acquired 10/28/2013 through 04/08/2014 , Cost $9,234,067) (2)	10,513,000	11,378,052
General Electric Capital Corp.
0.79%, 02/15/2017	361,000	360,702
5.40%, 02/15/2017	155,000	161,157
2.30%, 04/27/2017	790,000	800,784
1.60%, 11/20/2017	328,000	331,196
6.00%, 08/07/2019	157,000	181,039
2.10%, 12/11/2019	152,000	155,647
5.50%, 01/08/2020	581,000	666,667
2.20%, 01/09/2020	161,000	165,784
5.55%, 05/04/2020	191,000	220,013
4.38%, 09/16/2020	426,000	475,331
4.63%, 01/07/2021	2,862,000	3,237,512
5.30%, 02/11/2021	184,000	213,780
3.15%, 09/07/2022	554,000	590,826
3.10%, 01/09/2023	516,000	546,562
6.75%, 03/15/2032	274,000	374,404
5.88%, 01/14/2038	196,000	255,679
6.88%, 01/10/2039	2,782,000	4,036,401
Genworth Holdings, Inc.
4.90%, 08/15/2023	161,000	119,543
Goldman Sachs Capital I
6.35%, 02/15/2034	127,000	147,848
Goldman Sachs Group, Inc./The
5.95%, 01/18/2018	1,711,000	1,835,054
6.15%, 04/01/2018	2,084,000	2,254,721
2.63%, 01/31/2019	263,000	268,248
7.50%, 02/15/2019	3,617,000	4,167,012
2.55%, 10/23/2019	1,000,000	1,016,013
5.38%, 03/15/2020	2,367,000	2,627,431
2.60%, 04/23/2020	1,328,000	1,339,434
6.00%, 06/15/2020	1,514,000	1,726,740
2.75%, 09/15/2020	396,000	402,143
5.25%, 07/27/2021	694,000	781,545
5.75%, 01/24/2022	17,947,000	20,716,061
3.63%, 01/22/2023	3,915,000	4,039,192
3.85%, 07/08/2024	723,000	747,341
3.50%, 01/23/2025	6,509,000	6,572,463
3.75%, 05/22/2025	288,000	294,909
3.75%, 02/25/2026	9,638,000	9,861,977
6.75%, 10/01/2037	4,938,000	5,876,452
5.15%, 05/22/2045	128,000	130,069
Great-West Life & Annuity Insurance Capital LP II
7.15%, 05/16/2046 (Acquired 10/28/2013, Cost $301,769) (2)	301,000	284,069
Guardian Life Insurance Co of America/The
7.38%, 09/30/2039 (Acquired 08/27/2015, Cost $5,304,256) (2)	4,083,000	5,164,383
Hartford Financial Services Group, Inc./The
6.00%, 01/15/2019	4,591,000	5,057,469
5.13%, 04/15/2022	5,500,000	6,154,538
8.13%, 06/15/2038	236,000	251,930
HCP, Inc.
2.63%, 02/01/2020	474,000	467,648
4.20%, 03/01/2024	241,000	237,954
3.88%, 08/15/2024	1,507,000	1,455,055
3.40%, 02/01/2025	662,000	609,419
Highmark, Inc.
4.75%, 05/15/2021 (Acquired 10/30/2013 through 11/20/2013, Cost $3,331,570) (2)	3,322,000	3,400,203
HSBC Bank PLC
1.50%, 05/15/2018 (Acquired 10/28/2013, Cost $936,105) (2)	944,000	940,739
4.13%, 08/12/2020 (Acquired 10/28/2013, Cost $643,292) (2)	615,000	658,695
4.75%, 01/19/2021 (Acquired 10/28/2013, Cost $1,482,107) (2)	1,382,000	1,523,095
HSBC Finance Corp.
1.07%, 06/01/2016	2,605,000	2,604,289
6.68%, 01/15/2021	2,500,000	2,873,120
7.35%, 11/27/2032	32,000	37,857
HSBC Holdings PLC
3.40%, 03/08/2021	6,086,000	6,211,591
4.88%, 01/14/2022	743,000	813,234
4.00%, 03/30/2022	1,494,000	1,570,927
4.25%, 03/14/2024	1,795,000	1,814,327
4.25%, 08/18/2025	587,000	579,768
4.30%, 03/08/2026	2,976,000	3,069,030
6.50%, 09/15/2037	226,000	265,497
6.10%, 01/14/2042	743,000	927,470
HSBC USA, Inc.
1.63%, 01/16/2018	769,000	767,519
2.35%, 03/05/2020	1,256,000	1,243,684
2.75%, 08/07/2020	247,000	248,249
5.00%, 09/27/2020	3,000,000	3,238,182
9.13%, 05/15/2021	75,000	94,767
Huntington Bancshares, Inc./OH
3.15%, 03/14/2021	225,000	228,337
Huntington National Bank/The
2.00%, 06/30/2018	440,000	440,629
2.20%, 11/06/2018	3,328,000	3,342,277
2.88%, 08/20/2020	4,534,000	4,553,696
Hyundai Capital Services, Inc.
4.38%, 07/27/2016 (Acquired 10/28/2013, Cost $2,388,091) (2)	2,367,000	2,391,574
3.50%, 09/13/2017 (Acquired 10/28/2013, Cost $4,764,041) (2)	4,650,000	4,757,862
Industrial & Commercial Bank of China Ltd/New York
2.35%, 11/13/2017	676,000	681,565
ING Bank NV
3.75%, 03/07/2017 (Acquired 10/28/2013, Cost $1,391,779) (2)	1,369,000	1,399,447
2.00%, 11/26/2018 (Acquired 11/17/2015, Cost $4,259,026) (2)	4,269,000	4,281,969
2.50%, 10/01/2019 (Acquired 09/23/2014, Cost $1,145,368) (2)	1,150,000	1,167,909
2.45%, 03/16/2020 (Acquired 03/10/2015, Cost $1,997,003) (2)	2,000,000	2,014,996
5.80%, 09/25/2023 (Acquired 01/14/2014, Cost $5,019,827) (2)	4,800,000	5,232,312
Intercontinental Exchange, Inc.
2.50%, 10/15/2018	243,000	247,460
4.00%, 10/15/2023	578,000	603,848
Invesco Finance PLC
4.00%, 01/30/2024	2,889,000	3,042,553
3.75%, 01/15/2026	4,249,000	4,429,838
Jackson National Life Global Funding
4.70%, 06/01/2018 (Acquired 10/28/2013, Cost $320,105) (2)	310,000	328,036
1.88%, 10/15/2018 (Acquired 10/07/2015, Cost $224,901) (2)	225,000	225,613
Jefferies Group LLC
5.13%, 04/13/2018	1,534,000	1,590,054
6.88%, 04/15/2021	1,385,000	1,559,955
5.13%, 01/20/2023	2,600,000	2,610,210
6.45%, 06/08/2027	578,000	605,339
6.25%, 01/15/2036	155,000	149,673
John Deere Capital Corp.
2.25%, 04/17/2019	5,000,000	5,105,375
1.70%, 01/15/2020	123,000	122,746
3.15%, 10/15/2021	257,000	270,615
2.80%, 01/27/2023	373,000	378,120
John Hancock Life Insurance Co
7.38%, 02/15/2024 (Acquired 10/28/2013, Cost $863,568) (2)	731,000	890,845
JPMorgan Chase & Co
2.20%, 10/22/2019	2,000,000	2,034,954
2.25%, 01/23/2020	3,733,000	3,763,849
4.25%, 10/15/2020	64,000	69,307
4.35%, 08/15/2021	10,000,000	10,943,400
3.38%, 05/01/2023	3,800,000	3,817,085
3.13%, 01/23/2025	4,000,000	4,015,688
3.30%, 04/01/2026	11,229,000	11,322,897
5.60%, 07/15/2041	494,000	606,749
4.95%, 06/01/2045	5,575,000	5,885,907
Kemper Corp.
6.00%, 05/15/2017	5,000,000	5,175,830
KeyBank NA/Cleveland OH
3.18%, 05/22/2022	567,000	574,184
KeyCorp.
2.90%, 09/15/2020	280,000	284,706
5.10%, 03/24/2021	211,000	233,599
KFW
2.75%, 10/01/2020	8,095,000	8,554,788
Korea Development Bank/The
1.25%, 01/22/2017	5,125,000	5,125,072
LeasePlan Corp. NV
2.50%, 05/16/2018 (Acquired 10/28/2013 through 12/27/2013, Cost $9,218,435) (2)	9,206,000	9,126,884
2.88%, 01/22/2019 (Acquired 10/14/2015, Cost $724,593) (2)	725,000	722,521
Legg Mason, Inc.
3.95%, 07/15/2024	820,000	814,907
4.75%, 03/15/2026	267,000	270,841
Liberty Mutual Group, Inc.
5.00%, 06/01/2021 (Acquired 10/28/2013, Cost $369,529) (2)	351,000	380,771
4.25%, 06/15/2023 (Acquired 10/28/2013, Cost $319,534) (2)	322,000	331,985
6.50%, 03/15/2035 (Acquired 11/19/2013, Cost $4,416,056) (2)	4,000,000	4,669,256
10.75%, 06/15/2058 (Acquired 10/28/2013, Cost $402,801) (2)	269,000	394,085
Liberty Mutual Insurance Co
8.50%, 05/15/2025 (Acquired 07/01/2014, Cost $884,873) (2)	700,000	883,536
7.70%, 10/15/2097 (Acquired 10/28/2013, Cost $106,314) (2)	100,000	125,157
Lincoln National Corp.
8.75%, 07/01/2019	5,000,000	5,976,305
4.85%, 06/24/2021	168,000	182,514
4.20%, 03/15/2022	705,000	740,935
7.00%, 06/15/2040	6,460,000	7,881,749
6.05%, 04/20/2067	121,000	78,650
Lloyds Bank PLC
1.75%, 03/16/2018	1,106,000	1,104,871
1.75%, 05/14/2018	3,200,000	3,193,034
2.00%, 08/17/2018	300,000	300,923
2.30%, 11/27/2018	1,075,000	1,083,948
5.80%, 01/13/2020 (Acquired 10/28/2013, Cost $188,488) (2)	172,000	194,071
2.40%, 03/17/2020	5,000,000	5,017,405
3.50%, 05/14/2025	7,735,000	8,004,232
Mack-Cali Realty LP
2.50%, 12/15/2017	5,050,000	5,043,001
Macquarie Bank Ltd
1.60%, 10/27/2017 (Acquired 10/22/2014, Cost $2,820,310) (2)	2,829,000	2,818,705
2.60%, 06/24/2019 (Acquired 06/16/2014, Cost $1,093,672) (2)	1,093,000	1,103,508
2.40%, 01/21/2020 (Acquired 01/14/2015, Cost $1,597,283) (2)	1,600,000	1,601,541
2.85%, 07/29/2020 (Acquired 07/23/2015, Cost $399,515) (2)	400,000	406,897
4.00%, 07/29/2025 (Acquired 07/23/2015, Cost $499,306) (2)	500,000	509,966
Macquarie Group Ltd
3.00%, 12/03/2018 (Acquired 11/25/2013, Cost $5,983,405) (2)	6,000,000	6,081,666
6.00%, 01/14/2020 (Acquired 10/28/2013, Cost $506,133) (2)	475,000	523,745
6.25%, 01/14/2021 (Acquired 10/28/2013, Cost $1,195,995) (2)	1,111,000	1,252,116
Manufacturers & Traders Trust Co
6.63%, 12/04/2017	464,000	500,774
Manulife Financial Corp.
4.90%, 09/17/2020	225,000	245,006
Markel Corp.
7.13%, 09/30/2019	3,780,000	4,348,085
5.00%, 04/05/2046	1,265,000	1,273,026
Marsh & McLennan Cos, Inc.
2.30%, 04/01/2017	269,000	271,002
2.35%, 03/06/2020	3,769,000	3,798,677
4.80%, 07/15/2021	5,000,000	5,520,055
3.50%, 03/10/2025	580,000	589,948
Massachusetts Mutual Life Insurance Co
7.63%, 11/15/2023 (Acquired 10/30/2014, Cost $682,667) (2)	550,000	679,708
8.88%, 06/01/2039 (Acquired 10/28/2013 through 12/02/2013, Cost $7,963,853) (2)	5,548,000	8,044,533
5.38%, 12/01/2041 (Acquired 10/28/2013, Cost $212,793) (2)	203,000	222,724
MassMutual Global Funding II
3.13%, 04/14/2016 (Acquired 10/28/2013, Cost $280,207) (2)	280,000	280,170
2.50%, 10/17/2022 (Acquired 10/28/2013, Cost $364,485) (2)	386,000	385,242
MBIA Insurance Corp.
11.88%, 01/15/2033 (Acquired 10/28/2013, Cost $63,107) (2)	86,000	29,670
MetLife, Inc.
6.82%, 08/15/2018	84,000	93,689
7.72%, 02/15/2019	118,000	136,977
4.37%, 09/15/2023	7,200,000	7,894,483
6.50%, 12/15/2032	56,000	69,340
4.88%, 11/13/2043	3,000,000	3,197,358
Metropolitan Life Global Funding I
1.30%, 04/10/2017 (Acquired 12/19/2014, Cost $12,069,398) (2)	12,050,000	12,069,123
1.50%, 01/10/2018 (Acquired 10/28/2013, Cost $1,386,567) (2)	1,392,000	1,394,090
3.65%, 06/14/2018 (Acquired 10/28/2013, Cost $1,419,088) (2)	1,373,000	1,436,390
2.30%, 04/10/2019 (Acquired 04/07/2014, Cost $226,259) (2)	225,000	228,946
3.88%, 04/11/2022 (Acquired 10/28/2013, Cost $1,512,972) (2)	1,480,000	1,580,390
3.00%, 01/10/2023 (Acquired 01/03/2013, Cost $399,256) (2)	407,000	411,363
Mitsubishi UFJ Financial Group, Inc.
2.95%, 03/01/2021	330,000	337,044
Mizuho Bank Ltd
1.85%, 03/21/2018 (Acquired 10/28/2013, Cost $373,565) (2)	376,000	376,116
1.80%, 03/26/2018 (Acquired 03/19/2015, Cost $604,471) (2)	605,000	605,772
2.65%, 09/25/2019 (Acquired 09/18/2014, Cost $2,996,192) (2)	3,000,000	3,047,646
2.40%, 03/26/2020 (Acquired 03/19/2015, Cost $4,994,920) (2)	5,000,000	4,999,320
3.60%, 09/25/2024 (Acquired 09/18/2014, Cost $1,247,909) (2)	1,250,000	1,305,076
Morgan Stanley
5.95%, 12/28/2017	110,000	117,735
6.63%, 04/01/2018	994,000	1,086,106
7.30%, 05/13/2019	2,257,000	2,598,112
2.38%, 07/23/2019	450,000	454,826
5.63%, 09/23/2019	2,302,000	2,562,137
2.65%, 01/27/2020	750,000	761,360
2.80%, 06/16/2020	1,282,000	1,306,202
5.50%, 07/24/2020	774,000	870,547
5.75%, 01/25/2021	11,635,000	13,323,204
5.50%, 07/28/2021	2,692,000	3,073,647
4.88%, 11/01/2022	1,895,000	2,060,394
3.75%, 02/25/2023	600,000	625,361
4.10%, 05/22/2023	1,645,000	1,696,989
3.88%, 04/29/2024	1,350,000	1,416,563
3.70%, 10/23/2024	1,167,000	1,206,794
4.00%, 07/23/2025	5,174,000	5,412,501
5.00%, 11/24/2025	4,306,000	4,662,067
4.35%, 09/08/2026	430,000	442,715
3.95%, 04/23/2027	7,343,000	7,354,477
6.38%, 07/24/2042	2,000,000	2,620,478
4.30%, 01/27/2045	459,000	462,002

Murray Street Investment Trust I
4.65%, 03/09/2017	258,000	265,262
National Australia Bank Ltd
3.00%, 07/27/2016 (Acquired 10/28/2013, Cost $726,304) (2)	722,000	727,038
1.06%, 12/02/2016 (Acquired 11/21/2013, Cost $5,000,000) (2)	5,000,000	5,005,685
2.00%, 06/20/2017 (Acquired 10/28/2013, Cost $2,081,312) (2)	2,064,000	2,080,820
National City Bank/Cleveland OH
5.80%, 06/07/2017	1,013,000	1,060,957
National Rural Utilities Cooperative Finance Corp.
10.38%, 11/01/2018	3,522,000	4,295,724
2.70%, 02/15/2023	2,929,000	2,976,016
8.00%, 03/01/2032	791,000	1,129,996
Nationwide Financial Services, Inc.
5.38%, 03/25/2021 (Acquired 02/05/2015, Cost $2,239,368) (2)	2,000,000	2,193,674
Nationwide Mutual Insurance Co
8.25%, 12/01/2031 (Acquired 02/13/2014, Cost $379,086) (2)	300,000	413,658
9.38%, 08/15/2039 (Acquired 10/28/2013, Cost $9,569,917) (2)	6,433,000	9,486,025
Navient Corp.
5.63%, 08/01/2033	54,000	38,070
New York Life Global Funding
2.10%, 01/02/2019 (Acquired 12/05/2013, Cost $8,143,473) (2)	8,150,000	8,292,348
2.15%, 06/18/2019 (Acquired 06/11/2014 through 06/10/2015, Cost $1,911,981) (2)	1,912,000	1,945,489
Nippon Life Insurance Co
5.10%, 10/16/2044 (Acquired 10/09/2014, Cost $5,020,000) (2)	5,020,000	5,358,850
Nomura Holdings, Inc.
2.00%, 09/13/2016	6,972,000	6,992,867
6.70%, 03/04/2020	5,300,000	6,117,949
Nordea Bank AB
3.13%, 03/20/2017 (Acquired 10/28/2013, Cost $592,761) (2)	584,000	595,054
1.63%, 05/15/2018 (Acquired 10/28/2013, Cost $256,008) (2)	258,000	257,853
1.88%, 09/17/2018 (Acquired 09/09/2015, Cost $4,823,924) (2)	4,835,000	4,853,581
2.50%, 09/17/2020 (Acquired 09/09/2015, Cost $449,039) (2)	450,000	455,824
4.25%, 09/21/2022 (Acquired 12/03/2015, Cost $656,053) (2)	640,000	671,245
Northern Trust Corp.
3.95%, 10/30/2025	6,915,000	7,462,350
Pacific Life Global Funding
5.00%, 05/15/2017 (Acquired 10/28/2013, Cost $420,740) (2)	413,000	427,082
Pacific Life Insurance Co
9.25%, 06/15/2039 (Acquired 10/28/2013, Cost $731,233) (2)	526,000	759,187
Pemex Finance Ltd
10.61%, 08/15/2017	120,750	128,375
People's United Bank NA
4.00%, 07/15/2024	1,220,000	1,201,329
PNC Bank NA
2.95%, 01/30/2023	6,500,000	6,550,187
4.20%, 11/01/2025	322,000	357,143
PNC Financial Services Group, Inc./The
2.85%, 11/09/2022	575,000	581,028
3.90%, 04/29/2024	2,090,000	2,199,084
PNC Funding Corp.
2.70%, 09/19/2016	133,000	133,922
5.63%, 02/01/2017	127,000	131,361
6.70%, 06/10/2019	423,000	483,820
5.13%, 02/08/2020	588,000	655,330
4.38%, 08/11/2020	468,000	512,844
Pricoa Global Funding I
1.90%, 09/21/2018 (Acquired 09/14/2015, Cost $1,914,303) (2)	1,915,000	1,920,262
Principal Financial Group, Inc.
8.88%, 05/15/2019	810,000	962,504
3.40%, 05/15/2025	7,000,000	6,929,797
Private Export Funding Corp.
1.88%, 07/15/2018	975,000	992,408
4.38%, 03/15/2019	970,000	1,060,929
2.80%, 05/15/2022	1,200,000	1,264,207
3.55%, 01/15/2024	2,489,000	2,731,929
Prologis LP
4.25%, 08/15/2023	295,000	319,594
3.75%, 11/01/2025	177,000	184,772
Protective Life Corp.
7.38%, 10/15/2019	854,000	993,238
Protective Life Global Funding
2.70%, 11/25/2020 (Acquired 11/19/2015, Cost $4,995,891) (2)	5,000,000	5,081,695
Prudential Financial, Inc.
2.35%, 08/15/2019	650,000	658,321
6.63%, 06/21/2040	4,195,000	5,151,062
Prudential Insurance Co of America/The
8.30%, 07/01/2025 (Acquired 10/28/2013, Cost $2,151,785) (2)	1,691,000	2,184,008
Realty Income Corp.
2.00%, 01/31/2018	4,700,000	4,718,433
3.25%, 10/15/2022	1,490,000	1,470,976
Regions Bank/Birmingham AL
7.50%, 05/15/2018	2,787,000	3,071,550
2.25%, 09/14/2018	1,400,000	1,397,801
Regions Financial Corp.
3.20%, 02/08/2021	5,000,000	5,043,770
Reliance Standard Life Global Funding II
2.15%, 10/15/2018 (Acquired 10/13/2015, Cost $3,997,542) (2)	4,000,000	4,007,136
2.38%, 05/04/2020 (Acquired 04/27/2015, Cost $5,984,916) (2)	6,000,000	5,955,510
3.05%, 01/20/2021 (Acquired 01/12/2016, Cost $527,416) (2)	528,000	536,721
Royal Bank of Canada
1.20%, 09/19/2017	727,000	726,280
2.20%, 07/27/2018	155,000	157,273
2.00%, 10/01/2018	1,231,000	1,246,386
1.88%, 02/05/2020	1,100,000	1,105,760
2.10%, 10/14/2020	1,785,000	1,801,565
Santander Bank NA
8.75%, 05/30/2018	4,878,000	5,435,029
Santander Issuances SAU
5.18%, 11/19/2025	2,510,000	2,433,101
Santander UK Group Holdings PLC
3.13%, 01/08/2021	308,000	309,801
Santander UK PLC
5.00%, 11/07/2023 (Acquired 10/31/2013, Cost $2,127,907) (2)	2,000,000	2,029,812
Scentre Group Trust 1 / Scentre Group Trust 2
3.25%, 10/28/2025 (Acquired 03/14/2016 through 03/16/2016, Cost $3,780,724) (2)	3,937,000	3,863,047
Simon Property Group LP
2.15%, 09/15/2017	946,000	956,226
4.38%, 03/01/2021	6,932,000	7,634,780
4.13%, 12/01/2021	442,000	484,319
3.75%, 02/01/2024	910,000	974,050
Skandinaviska Enskilda Banken AB
1.75%, 03/19/2018 (Acquired 10/28/2013, Cost $297,383) (2)	299,000	298,569
2.38%, 11/20/2018 (Acquired 11/13/2013, Cost $5,198,636) (2)	5,200,000	5,255,588
2.38%, 03/25/2019 (Acquired 03/18/2014, Cost $1,224,359) (2)	1,225,000	1,236,558
2.45%, 05/27/2020 (Acquired 05/19/2015, Cost $2,996,123) (2)	3,000,000	3,022,770
Societe Generale SA
1.71%, 10/01/2018	1,000,000	1,001,883
5.63%, 11/24/2045 (Acquired 11/17/2015, Cost $1,668,703) (2)	1,708,000	1,665,433
SouthTrust Bank
7.69%, 05/15/2025	253,000	334,376
SpareBank 1 Boligkreditt AS
1.75%, 11/15/2019 (Acquired 10/28/2013, Cost $525,528) (2)	537,000	533,310
Springleaf Finance Corp.
6.90%, 12/15/2017	100,000	103,250
Stadshypotek AB
1.88%, 10/02/2019 (Acquired 10/28/2013, Cost $675,363) (2)	683,000	685,934
Standard Chartered PLC
1.70%, 04/17/2018 (Acquired 04/13/2015, Cost $749,428) (2)	750,000	738,060
2.40%, 09/08/2019 (Acquired 09/03/2014, Cost $7,640,251) (2)	7,650,000	7,596,297
3.05%, 01/15/2021 (Acquired 01/12/2016, Cost $3,293,597) (2)	3,300,000	3,314,576
5.20%, 01/26/2024 (Acquired 10/28/2013, Cost $627,838) (2)	609,000	633,526
State Street Corp.
3.10%, 05/15/2023	321,000	324,227
3.70%, 11/20/2023	1,385,000	1,492,486
3.55%, 08/18/2025	247,000	262,930
Stifel Financial Corp.
3.50%, 12/01/2020	5,000,000	5,000,175
Sumitomo Mitsui Banking Corp.
2.45%, 01/10/2019	5,000,000	5,082,380
2.45%, 01/16/2020	2,725,000	2,758,185
3.95%, 07/19/2023	250,000	268,160
Sumitomo Mitsui Financial Group, Inc.
3.78%, 03/09/2026	644,000	663,308
SunTrust Bank/Atlanta GA
7.25%, 03/15/2018	1,608,000	1,764,355
SunTrust Banks, Inc.
6.00%, 09/11/2017	103,000	108,914
2.50%, 05/01/2019	8,810,000	8,895,025
2.90%, 03/03/2021	324,000	328,931
Susa Partnership LP
8.20%, 06/01/2017	111,000	119,302
Svenska Handelsbanken AB
3.13%, 07/12/2016	691,000	695,312
2.50%, 01/25/2019	2,000,000	2,048,426
2.40%, 10/01/2020	2,000,000	2,018,680
2.45%, 03/30/2021	6,484,000	6,548,989
Swedbank AB
2.13%, 09/29/2017 (Acquired 10/28/2013, Cost $216,024) (2)	215,000	216,835
2.38%, 02/27/2019 (Acquired 02/20/2014, Cost $5,992,868) (2)	6,000,000	6,073,458
Symetra Financial Corp.
6.13%, 04/01/2016 (Acquired 10/28/2013, Cost $1,000,000) (2)	1,000,000	1,000,000
Synchrony Financial
1.88%, 08/15/2017	2,620,000	2,612,111
2.60%, 01/15/2019	1,350,000	1,353,119
3.00%, 08/15/2019	4,775,000	4,851,710
3.75%, 08/15/2021	6,000,000	6,162,024
4.25%, 08/15/2024	2,000,000	2,030,316
TD Ameritrade Holding Corp.
5.60%, 12/01/2019	355,000	397,041
2.95%, 04/01/2022	725,000	740,176
Teachers Insurance & Annuity Association of America
6.85%, 12/16/2039 (Acquired 11/22/2013, Cost $3,187,191) (2)	2,580,000	3,321,822
TIAA Asset Management Finance Co LLC
2.95%, 11/01/2019 (Acquired 10/27/2014 through 10/28/2014, Cost $3,753,546) (2)	3,700,000	3,756,255
Toronto-Dominion Bank/The
1.50%, 03/13/2017 (Acquired 10/28/2013, Cost $446,873) (2)	445,000	446,864
1.75%, 07/23/2018	556,000	558,488
2.25%, 11/05/2019	432,000	437,917
2.50%, 12/14/2020	500,000	510,285
2.13%, 04/07/2021	6,396,000	6,385,127
Travelers Cos, Inc./The
5.80%, 05/15/2018	110,000	119,424
UBS AG/Stamford CT
1.38%, 06/01/2017	7,030,000	7,021,480
5.75%, 04/25/2018	322,000	348,489
1.49%, 06/01/2020	8,200,000	8,173,456
UBS Group Funding Jersey Ltd
2.95%, 09/24/2020 (Acquired 09/21/2015, Cost $1,248,071) (2)	1,250,000	1,254,657
4.13%, 04/15/2026 (Acquired 03/29/2016, Cost $600,670) (2)	602,000	601,889
UDR, Inc.
4.63%, 01/10/2022	2,319,000	2,510,250
Ventas Realty LP
3.50%, 02/01/2025	251,000	247,684
4.13%, 01/15/2026	449,000	461,265
Visa, Inc.
4.15%, 12/14/2035	4,000,000	4,299,488
4.30%, 12/14/2045	3,026,000	3,311,497
Voya Financial, Inc.
5.50%, 07/15/2022	8,000,000	8,953,272
Wachovia Corp.
5.75%, 06/15/2017	315,000	331,502
5.75%, 02/01/2018	1,865,000	2,008,118
WEA Finance LLC / Westfield UK & Europe Finance PLC
3.25%, 10/05/2020 (Acquired 09/28/2015 through 09/29/2015, Cost $9,680,010) (2)	9,689,000	9,900,559
Wells Fargo & Co
5.63%, 12/11/2017	948,000	1,015,789
2.15%, 01/30/2020	1,583,000	1,602,063
2.60%, 07/22/2020	478,000	489,324
4.60%, 04/01/2021	1,377,000	1,528,491
3.50%, 03/08/2022	1,929,000	2,052,165
3.30%, 09/09/2024	1,900,000	1,961,104
3.00%, 02/19/2025	4,075,000	4,110,750
3.55%, 09/29/2025	700,000	734,193
4.30%, 07/22/2027	13,158,000	13,968,335
5.61%, 01/15/2044	317,000	363,332
4.65%, 11/04/2044	675,000	692,820
4.90%, 11/17/2045	3,221,000	3,454,796
Wells Fargo Bank NA
6.00%, 11/15/2017	2,224,000	2,385,894
Welltower, Inc.
3.75%, 03/15/2023	560,000	559,566
4.50%, 01/15/2024	461,000	479,984
4.00%, 06/01/2025	372,000	372,364
Westpac Banking Corp.
2.45%, 11/28/2016 (Acquired 10/28/2013, Cost $682,064) (2)	676,000	682,417
1.60%, 01/12/2018	846,000	847,108
1.36%, 07/30/2018	3,060,000	3,054,391
4.88%, 11/19/2019	1,105,000	1,219,783
2.00%, 03/03/2020 (Acquired 02/24/2015, Cost $1,347,524) (2)	1,349,000	1,343,798
Weyerhaeuser Co
7.38%, 03/15/2032	500,000	610,840
Willis North America, Inc.
7.00%, 09/29/2019	537,000	607,368
WR Berkley Corp.
4.75%, 08/01/2044	3,445,000	3,436,353
XLIT Ltd
2.30%, 12/15/2018	4,375,000	4,389,906
5.25%, 12/15/2043	2,700,000	2,796,031
		1,382,612,712

Industrials - 1.22%
ABB Finance USA, Inc.
1.63%, 05/08/2017	173,000	174,048
2.88%, 05/08/2022	241,000	248,187
4.38%, 05/08/2042	107,000	112,880
Acuity Brands Lighting, Inc.
6.00%, 12/15/2019	451,000	495,702
Airbus Group Finance BV
2.70%, 04/17/2023 (Acquired 10/28/2013, Cost $358,282) (2)	376,000	383,259
Arrow Electronics, Inc.
3.50%, 04/01/2022	965,000	967,262
BAE Systems Holdings, Inc.
6.38%, 06/01/2019 (Acquired 10/28/2013, Cost $265,725) (2)	243,000	273,321
3.80%, 10/07/2024 (Acquired 09/30/2014, Cost $772,867) (2)	770,000	789,851
3.85%, 12/15/2025 (Acquired 12/03/2015 through 12/16/2015, Cost $494,251) (2)	500,000	514,722
BAE Systems PLC
5.80%, 10/11/2041 (Acquired 10/28/2013, Cost $578,896) (2)	550,000	644,282
Boeing Co/The
4.88%, 02/15/2020	52,000	58,527
7.95%, 08/15/2024	124,000	168,428
Burlington Northern Santa Fe LLC
5.65%, 05/01/2017	378,000	396,444
5.75%, 03/15/2018	173,000	188,158
3.60%, 09/01/2020	146,000	156,752
3.45%, 09/15/2021	215,000	229,962
3.05%, 03/15/2022	440,000	464,733
3.00%, 03/15/2023	206,000	214,391
6.70%, 08/01/2028	62,000	83,044
7.29%, 06/01/2036	134,000	180,870
5.75%, 05/01/2040	373,000	461,465
5.40%, 06/01/2041	542,000	643,537
4.38%, 09/01/2042	462,000	488,974
4.45%, 03/15/2043	1,496,000	1,609,102
5.15%, 09/01/2043	389,000	455,004
4.15%, 04/01/2045	1,825,000	1,873,164
Canadian Pacific Railway Co
4.50%, 01/15/2022	1,200,000	1,308,666
2.90%, 02/01/2025	644,000	621,745
7.13%, 10/15/2031	155,000	199,491
6.13%, 09/15/2115	428,000	459,050
Caterpillar Financial Services Corp.
5.45%, 04/15/2018	103,000	111,620
7.05%, 10/01/2018	361,000	409,468
7.15%, 02/15/2019	62,000	71,603
2.75%, 08/20/2021	420,000	432,254
2.85%, 06/01/2022	446,000	461,232
3.75%, 11/24/2023	2,825,000	3,031,680
3.25%, 12/01/2024	714,000	744,006
Caterpillar, Inc.
1.50%, 06/26/2017	193,000	194,055
2.60%, 06/26/2022	220,000	222,907
CRH America, Inc.
3.88%, 05/18/2025 (Acquired 05/12/2015, Cost $353,596) (2)	354,000	368,870
5.13%, 05/18/2045 (Acquired 05/12/2015, Cost $227,222) (2)	230,000	235,130
CSX Corp.
7.90%, 05/01/2017	413,000	441,946
7.38%, 02/01/2019	72,000	82,871
4.25%, 06/01/2021	205,000	224,171
3.40%, 08/01/2024	600,000	620,995
5.50%, 04/15/2041	402,000	461,297
4.10%, 03/15/2044	175,000	172,708
3.95%, 05/01/2050	246,000	224,780
Danaher Corp.
3.90%, 06/23/2021	387,000	423,493
Deere & Co
2.60%, 06/08/2022	619,000	632,909
3.90%, 06/09/2042	275,000	272,810
Eaton Corp.
1.50%, 11/02/2017	163,000	163,152
5.60%, 05/15/2018	273,000	295,197
7.63%, 04/01/2024	206,000	261,664
4.00%, 11/02/2032	143,000	144,720
5.80%, 03/15/2037	500,000	558,803
Federal Express Corp. 1998 Pass Through Trust
6.85%, 01/15/2019	1,108,716	1,180,783
6.72%, 01/15/2022	192,131	215,186
FedEx Corp.
3.90%, 02/01/2035	414,000	400,866
General Electric Co
2.70%, 10/09/2022	350,000	363,959
3.38%, 03/11/2024	655,000	703,421
Hanson Ltd
6.13%, 08/15/2016	625,000	635,437
Harris Corp.
3.83%, 04/27/2025	820,000	844,876
Holcim US Finance Sarl & Cie SCS
6.00%, 12/30/2019 (Acquired 10/28/2013, Cost $161,686) (2)	148,000	165,280
Honeywell International, Inc.
5.30%, 03/01/2018	155,000	167,505
Illinois Tool Works, Inc.
1.95%, 03/01/2019	167,000	169,324
3.90%, 09/01/2042	1,754,000	1,773,313
Ingersoll-Rand Co
6.39%, 11/15/2027	80,000	93,874
Ingersoll-Rand Global Holding Co Ltd
4.25%, 06/15/2023	329,000	354,835
Ingersoll-Rand Luxembourg Finance SA
2.63%, 05/01/2020	360,000	361,515
John Deere Capital Corp.
1.60%, 07/13/2018	315,000	317,565
2.05%, 03/10/2020	300,000	302,658
2.45%, 09/11/2020	335,000	343,114
2.80%, 03/06/2023	8,418,000	8,557,040
Koninklijke Philips NV
5.75%, 03/11/2018	172,000	184,371
3.75%, 03/15/2022	864,000	911,264
7.20%, 06/01/2026	57,000	71,054
Lafarge SA
6.50%, 07/15/2016	1,650,000	1,674,575
7.13%, 07/15/2036	107,000	129,418
Lockheed Martin Corp.
4.25%, 11/15/2019	103,000	112,882
3.10%, 01/15/2023	346,000	358,988
6.15%, 09/01/2036	400,000	499,175
4.85%, 09/15/2041	181,000	204,442
4.07%, 12/15/2042	462,000	466,953
Martin Marietta Materials, Inc.
4.25%, 07/02/2024	1,705,000	1,719,128
6.25%, 05/01/2037	107,000	109,810
Masco Corp.
6.13%, 10/03/2016	175,000	179,244
3.50%, 04/01/2021	1,046,000	1,053,845
4.38%, 04/01/2026	1,080,000	1,099,559
Norfolk Southern Corp.
7.70%, 05/15/2017	14,000	14,961
3.25%, 12/01/2021	570,000	590,294
2.90%, 02/15/2023	294,000	295,546
5.59%, 05/17/2025	6,000	7,084
7.80%, 05/15/2027	1,705,000	2,365,367
3.95%, 10/01/2042	332,000	321,265
4.80%, 08/15/2043	3,400,000	3,663,204
6.00%, 03/15/2105	351,000	392,474
6.00%, 05/23/2111	1,083,000	1,211,072
Northrop Grumman Corp.
3.85%, 04/15/2045	195,000	193,028
Northrop Grumman Systems Corp.
7.75%, 02/15/2031	206,000	296,835
Odebrecht Finance Ltd
5.25%, 06/27/2029 (Acquired 06/19/2014, Cost $1,375,000) (2)	1,375,000	574,062
Pactiv LLC
7.95%, 12/15/2025	34,000	31,280
Parker-Hannifin Corp.
5.50%, 05/15/2018	80,000	87,237
3.30%, 11/21/2024	149,000	156,812
4.45%, 11/21/2044	333,000	362,384
Penske Truck Leasing Co Lp / PTL Finance Corp.
2.88%, 07/17/2018 (Acquired 10/28/2013, Cost $432,384) (2)	431,000	434,186
2.50%, 06/15/2019 (Acquired 06/12/2014, Cost $183,963) (2)	184,000	182,981
3.38%, 02/01/2022 (Acquired 01/26/2015 through 06/05/2015, Cost $1,986,098) (2)	2,011,000	1,997,657
4.25%, 01/17/2023 (Acquired 01/23/2015, Cost $230,400) (2)	220,000	222,989
Pentair Finance SA
2.90%, 09/15/2018	915,000	917,757
3.63%, 09/15/2020	6,650,000	6,704,470
Precision Castparts Corp.
3.25%, 06/15/2025	880,000	917,775
4.20%, 06/15/2035	75,000	78,120
4.38%, 06/15/2045	415,000	456,785
Raytheon Co
3.15%, 12/15/2024	378,000	398,926
Republic Services, Inc.
5.25%, 11/15/2021	2,795,000	3,184,408
3.55%, 06/01/2022	496,000	523,739
Roper Technologies, Inc.
3.00%, 12/15/2020	208,000	212,609
Ryder System, Inc.
2.50%, 03/01/2017	330,000	333,245
2.50%, 05/11/2020	1,020,000	1,007,379
2.88%, 09/01/2020	345,000	344,197
Siemens Financieringsmaatschappij NV
5.75%, 10/17/2016 (Acquired 10/28/2013, Cost $142,512) (2)	139,000	142,697
1.45%, 05/25/2018 (Acquired 05/18/2015, Cost $3,354,067) (2)	3,370,000	3,385,310
2.90%, 05/27/2022 (Acquired 05/18/2015, Cost $553,000) (2)	553,000	575,901
4.40%, 05/27/2045 (Acquired 05/18/2015, Cost $509,246) (2)	513,000	562,951
Timken Co/The
3.88%, 09/01/2024	1,000,000	981,985
TTX Co
2.25%, 02/01/2019 (Acquired 01/12/2016, Cost $2,008,572) (2)	2,011,000	2,036,139
3.60%, 01/15/2025 (Acquired 11/13/2014, Cost $1,999,895) (2)	2,000,000	2,035,066
3.90%, 02/01/2045 (Acquired 01/26/2015, Cost $3,968,468) (2)	4,000,000	3,749,456
Tyco Electronics Group SA
6.55%, 10/01/2017	752,000	803,469
2.38%, 12/17/2018	7,025,000	7,105,155
Tyco International Finance SA
5.13%, 09/14/2045	205,000	219,558
Union Pacific Corp.
4.16%, 07/15/2022	453,000	506,902
2.95%, 01/15/2023	149,000	153,216
3.65%, 02/15/2024	142,000	153,293
3.25%, 01/15/2025	200,000	208,988
3.38%, 02/01/2035	1,500,000	1,445,363
4.30%, 06/15/2042	165,000	172,737
4.82%, 02/01/2044	106,000	119,250
4.15%, 01/15/2045	300,000	308,537
Union Pacific Railroad Co 2003 Pass Through Trust
4.70%, 01/02/2024	21,924	23,525
Union Pacific Railroad Co 2015-1 Pass Through Trust
2.70%, 05/12/2027	700,000	710,371
United Parcel Service of America, Inc.
8.38%, 04/01/2020	243,000	304,891
8.38%, 04/01/2030	83,000	119,606
United Parcel Service, Inc.
2.45%, 10/01/2022	186,000	193,502
United Technologies Corp.
1.78%, 05/04/2018	13,010,000	13,041,952
3.10%, 06/01/2022	524,000	554,995
4.50%, 06/01/2042	693,000	751,075
4.15%, 05/15/2045	785,000	814,974
Vulcan Materials Co
7.00%, 06/15/2018	215,000	235,962
7.15%, 11/30/2037	54,000	59,940
Wabtec Corp./DE
4.38%, 08/15/2023	322,000	342,411
Waste Management, Inc.
4.75%, 06/30/2020	195,000	216,919
3.13%, 03/01/2025	424,000	434,715
3.90%, 03/01/2035	156,000	151,463
		122,957,023

Technology - 1.12%
Apple, Inc.
0.87%, 05/03/2018	790,000	788,582
2.15%, 02/09/2022	1,200,000	1,211,425
2.85%, 02/23/2023	795,000	822,338
2.40%, 05/03/2023	2,081,000	2,094,427
3.20%, 05/13/2025	1,010,000	1,058,614
4.50%, 02/23/2036	723,000	780,581
3.45%, 02/09/2045	500,000	451,721
4.65%, 02/23/2046	3,936,000	4,298,037
Dell, Inc.
7.10%, 04/15/2028	196,000	190,120
Fidelity National Information Services, Inc.
1.45%, 06/05/2017	665,000	659,971
3.63%, 10/15/2020	4,000,000	4,135,772
3.50%, 04/15/2023	2,430,000	2,425,828
3.88%, 06/05/2024	2,150,000	2,152,614
Fiserv, Inc.
4.63%, 10/01/2020	215,000	232,424
4.75%, 06/15/2021	5,231,000	5,674,071
3.85%, 06/01/2025	5,000,000	5,271,190
Hewlett Packard Co.
4.38%, 09/15/2021	293,000	306,350
4.65%, 12/09/2021	326,000	345,190
4.40%, 10/15/2022 (Acquired 09/30/2015, Cost $7,486,078) (2)	7,500,000	7,837,920
6.00%, 09/15/2041	731,000	657,596
Hewlett Packard Enterprise Co
2.45%, 10/05/2017 (Acquired 09/30/2015, Cost $10,345,361) (2)	10,300,000	10,368,186
4.90%, 10/15/2025 (Acquired 09/30/2015, Cost $2,866,627) (2)	2,883,000	2,969,680
HP Enterprise Services LLC
7.45%, 10/15/2029	250,000	285,360
Intel Corp.
3.30%, 10/01/2021	259,000	278,349
3.10%, 07/29/2022	245,000	259,092
3.70%, 07/29/2025	456,000	499,689
4.00%, 12/15/2032	1,195,000	1,249,882
International Business Machines Corp.
7.63%, 10/15/2018	872,000	1,004,997
2.25%, 02/19/2021	1,670,000	1,707,401
6.22%, 08/01/2027	68,000	88,930
6.50%, 01/15/2028	120,000	159,288
4.00%, 06/20/2042	79,000	80,385
Intuit, Inc.
5.75%, 03/15/2017	8,059,000	8,374,421
Maxim Integrated Products, Inc.
2.50%, 11/15/2018	4,200,000	4,223,600
Microsoft Corp.
2.13%, 11/15/2022	350,000	354,143
2.38%, 05/01/2023	1,055,000	1,070,978
3.63%, 12/15/2023	445,000	487,526
3.50%, 02/12/2035	318,000	311,506
4.20%, 11/03/2035	231,000	247,666
4.50%, 10/01/2040	125,000	138,469
4.00%, 02/12/2055	333,000	327,181
4.75%, 11/03/2055	408,000	453,554
National Semiconductor Corp.
6.60%, 06/15/2017	855,000	911,451
Oracle Corp.
5.75%, 04/15/2018	351,000	383,822
5.00%, 07/08/2019	547,000	612,010
2.80%, 07/08/2021	766,000	802,289
3.63%, 07/15/2023	149,000	161,450
3.40%, 07/08/2024	2,000,000	2,128,408
2.95%, 05/15/2025	2,000,000	2,049,662
4.30%, 07/08/2034	4,314,000	4,538,125
6.50%, 04/15/2038	201,000	267,791
6.13%, 07/08/2039	265,000	341,987
4.38%, 05/15/2055	400,000	403,042
Pitney Bowes, Inc.
5.60%, 03/15/2018	175,000	185,038
QUALCOMM, Inc.
3.00%, 05/20/2022	7,000,000	7,302,694
Texas Instruments, Inc.
1.65%, 08/03/2019	434,000	439,123
TSMC Global Ltd
1.63%, 04/03/2018 (Acquired 03/27/2013, Cost $4,923,269) (2)	5,000,000	4,972,150
Western Digital Corp.
7.38%, 04/01/2023	3,934,000	4,012,680
Xerox Corp.
6.75%, 02/01/2017	2,170,000	2,249,507
2.95%, 03/15/2017	202,000	203,223
2.75%, 03/15/2019	3,200,000	3,152,441
5.63%, 12/15/2019	392,000	405,236
2.75%, 09/01/2020	1,930,000	1,798,712
4.50%, 05/15/2021	183,000	185,951
		113,841,846

Utilities - 2.09%
AGL Capital Corp.
6.38%, 07/15/2016	691,000		700,761
3.50%, 09/15/2021	530,000		541,938
5.88%, 03/15/2041	1,210,000		1,384,416
4.40%, 06/01/2043	160,000		146,648
Alabama Power Co
2.80%, 04/01/2025	2,025,000		2,045,090
6.13%, 05/15/2038	219,000		278,932
6.00%, 03/01/2039	89,000		113,022
4.15%, 08/15/2044	205,000		213,766
3.75%, 03/01/2045	415,000		406,944
American Electric Power Co, Inc.
1.65%, 12/15/2017	246,000		244,541
American Water Capital Corp.
3.85%, 03/01/2024	500,000		540,278
3.40%, 03/01/2025	592,000		623,863
6.59%, 10/15/2037	386,000		525,579
Appalachian Power Co
6.70%, 08/15/2037	430,000		521,366
Arizona Public Service Co
8.75%, 03/01/2019	91,000		107,928
2.20%, 01/15/2020	167,000		168,975
3.35%, 06/15/2024	676,000		706,220
5.05%, 09/01/2041	349,000		407,393
4.50%, 04/01/2042	221,000		241,696
Atmos Energy Corp.
8.50%, 03/15/2019	71,000		84,111
4.15%, 01/15/2043	830,000		865,194
4.13%, 10/15/2044	450,000		461,222
Baltimore Gas & Electric Co
2.80%, 08/15/2022	509,000		520,396
Beaver Valley II Funding Corp.
9.00%, 06/01/2017	15,000		15,900
Berkshire Hathaway Energy Co
5.75%, 04/01/2018	168,000		180,992
2.40%, 02/01/2020	409,000		416,886
3.50%, 02/01/2025	625,000		660,026
4.50%, 02/01/2045	375,000		399,345
Boston Gas Co
4.49%, 02/15/2042 (Acquired 10/28/2013, Cost $241,526) (2)	253,000		256,695
Brooklyn Union Gas Co/The
4.50%, 03/10/2046 (Acquired 03/07/2016, Cost $2,000,000) (2)	2,000,000		2,091,718
CenterPoint Energy, Inc.
6.50%, 05/01/2018	390,000		422,033
Centrica PLC
4.00%, 10/16/2023 (Acquired 11/18/2013, Cost $4,978,636) (2)	5,000,000		5,124,145
Cleveland Electric Illuminating Co/The
7.88%, 11/01/2017	356,000		389,068
Comision Federal de Electricidad
4.88%, 05/26/2021 (Acquired 10/28/2013, Cost $566,609) (2)	551,000		580,616
4.88%, 01/15/2024 (Acquired 10/28/2013 through 11/22/2013, Cost $1,822,071) (2)	1,822,000		1,872,105
Connecticut Light & Power Co/The
5.65%, 05/01/2018	95,000		103,357
Consolidated Edison Co of New York, Inc.
5.70%, 06/15/2040	318,000		395,557
Consumers Energy Co
5.65%, 04/15/2020	144,000		164,114
2.85%, 05/15/2022	155,000		158,611
4.35%, 08/31/2064	191,000		197,398
Delmarva Power & Light Co
4.00%, 06/01/2042	170,000		170,248
Dominion Gas Holdings LLC
2.50%, 12/15/2019	1,260,000		1,279,477
2.80%, 11/15/2020	264,000		269,668
4.60%, 12/15/2044	380,000		373,335
Dominion Resources, Inc./VA
1.90%, 06/15/2018	4,890,000		4,900,474
4.10%, 04/01/2021	432,000		441,947
5.25%, 08/01/2033	583,000		615,878
7.00%, 06/15/2038	124,000		155,814
4.90%, 08/01/2041	212,000		216,423
DTE Electric Co
2.65%, 06/15/2022	194,000		197,446
3.70%, 03/15/2045	463,000		458,207
DTE Energy Co
2.40%, 12/01/2019	278,000		280,237
3.30%, 06/15/2022 (Acquired 06/09/2015, Cost $138,954) (2)	139,000		144,292
3.85%, 12/01/2023	292,000		307,481
3.50%, 06/01/2024	692,000		711,471
Duke Energy Carolinas LLC
5.10%, 04/15/2018	144,000		155,213
4.30%, 06/15/2020	205,000		226,678
2.50%, 03/15/2023	4,526,000		4,577,035
6.00%, 12/01/2028	235,000		296,559
6.00%, 01/15/2038	161,000		207,925
4.25%, 12/15/2041	141,000		150,760
Duke Energy Corp.
2.15%, 11/15/2016	439,000		442,092
6.25%, 06/15/2018	1,781,000		1,943,627
3.55%, 09/15/2021	306,000		320,814
Duke Energy Florida LLC
5.65%, 06/15/2018	116,000		126,678
6.40%, 06/15/2038	72,000		97,497
Duke Energy Indiana, Inc.
3.75%, 07/15/2020	398,000		428,956
6.35%, 08/15/2038	320,000		426,350
Duke Energy Progress LLC
5.30%, 01/15/2019	206,000		227,600
3.00%, 09/15/2021	372,000		390,437
2.80%, 05/15/2022	335,000		343,815
3.25%, 08/15/2025	158,000		165,830
4.10%, 05/15/2042	217,000		225,720
4.10%, 03/15/2043	181,000		187,923
4.38%, 03/30/2044	132,000		143,581
4.15%, 12/01/2044	129,000		135,512
4.20%, 08/15/2045	325,000		344,857
Edison International
2.95%, 03/15/2023	400,000		403,759
Electricite de France SA
1.15%, 01/20/2017 (Acquired 01/13/2014, Cost $4,991,357) (2)	5,000,000		4,989,480
2.15%, 01/22/2019 (Acquired 01/13/2014, Cost $3,529,338) (2)	3,558,000		3,599,910
4.75%, 10/13/2035 (Acquired 10/07/2015, Cost $4,896,568) (2)	5,000,000		5,085,725
6.00%, 01/22/2114 (Acquired 01/13/2014, Cost $1,003,519) (2)	1,035,000		1,059,101
Enel Finance International NV
5.13%, 10/07/2019 (Acquired 10/28/2013, Cost $927,032) (2)	888,000		978,097
6.80%, 09/15/2037 (Acquired 10/28/2013, Cost $210,854) (2)	204,000		261,656
6.00%, 10/07/2039 (Acquired 10/28/2013, Cost $98,662) (2)	103,000		120,920
Eversource Energy
2.50%, 03/15/2021	6,144,000		6,228,486
Exelon Corp.
1.55%, 06/09/2017	3,820,000		3,814,190
4.95%, 06/15/2035 (Acquired 06/08/2015, Cost $1,495,972) (2)	1,500,000		1,601,580
5.63%, 06/15/2035	774,000		873,240
Exelon Generation Co LLC
6.20%, 10/01/2017	3,436,000		3,653,739
2.95%, 01/15/2020	300,000		302,036
4.00%, 10/01/2020	619,000		647,238
5.75%, 10/01/2041	192,000		187,749
FirstEnergy Transmission LLC
5.45%, 07/15/2044 (Acquired 05/14/2014, Cost $3,136,460) (2)	3,100,000		3,231,914
Florida Power & Light Co
5.63%, 04/01/2034	57,000		71,425
5.95%, 02/01/2038	103,000		134,691
Georgia Power Co
3.25%, 04/01/2026	147,000		150,698
5.95%, 02/01/2039	41,000		49,825
Great Plains Energy, Inc.
4.85%, 06/01/2021	156,000		169,879
Hydro-Quebec
9.40%, 02/01/2021	186,000		245,030
8.40%, 01/15/2022	826,000		1,092,201
8.05%, 07/07/2024	638,000		882,725
Indiana Michigan Power Co
7.00%, 03/15/2019	112,000		127,011
3.20%, 03/15/2023	991,000		1,002,326
ITC Holdings Corp.
5.30%, 07/01/2043	2,191,000		2,250,952
Jersey Central Power & Light Co
7.35%, 02/01/2019	31,000		34,756
4.30%, 01/15/2026 (Acquired 08/11/2015 through 08/21/2015, Cost $2,869,241) (2)	2,877,000		2,999,730
John Sevier Combined Cycle Generation LLC
4.63%, 01/15/2042	460,425		503,119
Kansas City Power & Light Co
3.15%, 03/15/2023	375,000		377,250
5.30%, 10/01/2041	1,032,000		1,171,839
Korea Electric Power Corp.
6.75%, 08/01/2027	233,000		301,222
Korea Gas Corp.
4.25%, 11/02/2020 (Acquired 10/28/2013, Cost $289,197) (2)	279,000		306,743
Korea Hydro & Nuclear Power Co Ltd
2.88%, 10/02/2018 (Acquired 11/18/2013, Cost $4,023,336) (2)	4,000,000		4,092,052
Mega Advance Investments Ltd
5.00%, 05/12/2021 (Acquired 10/28/2013, Cost $612,759) (2)	591,000		642,983
MidAmerican Energy Co
5.30%, 03/15/2018	72,000		77,215
3.50%, 10/15/2024	317,000		339,150
Nevada Power Co
6.50%, 08/01/2018	232,000		257,254
7.13%, 03/15/2019	188,000		216,216
5.38%, 09/15/2040	38,000		45,116
5.45%, 05/15/2041	386,000		465,947
NextEra Energy Capital Holdings, Inc.
2.06%, 09/01/2017	3,748,000		3,768,502
6.00%, 03/01/2019	124,000		136,428
2.30%, 04/01/2019	2,107,000		2,119,604
2.40%, 09/15/2019	487,000		485,632
2.70%, 09/15/2019	2,780,000		2,810,850
7.30%, 09/01/2067	295,000		275,028
Niagara Mohawk Power Corp.
4.88%, 08/15/2019 (Acquired 10/28/2013, Cost $180,405) (2)	168,000		183,717
3.51%, 10/01/2024 (Acquired 09/22/2014, Cost $258,000) (2)	258,000		266,890
NiSource Finance Corp.
3.85%, 02/15/2023	283,000		296,857
5.80%, 02/01/2042	774,000		935,644
Northern States Power Co/MN
6.25%, 06/01/2036	258,000		341,615
4.13%, 05/15/2044	1,480,000		1,581,158
Ohio Power Co
6.05%, 05/01/2018	160,000		173,121
5.38%, 10/01/2021	65,000		73,988
Oncor Electric Delivery Co LLC
6.80%, 09/01/2018	635,000		708,205
7.00%, 09/01/2022	124,000		153,592
4.55%, 12/01/2041	2,659,000		2,747,723
5.30%, 06/01/2042	647,000		755,159
Pacific Gas & Electric Co
5.63%, 11/30/2017	204,000		217,173
8.25%, 10/15/2018	4,484,000		5,199,965
3.25%, 09/15/2021	146,000		153,191
2.45%, 08/15/2022	581,000		576,843
3.25%, 06/15/2023	206,000		213,465
3.40%, 08/15/2024	11,150,000		11,637,522
3.50%, 06/15/2025	547,000		578,614
2.95%, 03/01/2026	194,000		197,032
6.05%, 03/01/2034	146,000		186,210
4.50%, 12/15/2041	749,000		807,571
4.45%, 04/15/2042	194,000		209,750
PacifiCorp.
5.65%, 07/15/2018	294,000		321,969
5.50%, 01/15/2019	26,000		28,649
3.85%, 06/15/2021	103,000		111,918
PECO Energy Co
5.35%, 03/01/2018	93,000		99,592
2.38%, 09/15/2022	578,000		583,498
4.15%, 10/01/2044	353,000		367,784
Pennsylvania Electric Co
6.05%, 09/01/2017	93,000		98,075
Potomac Electric Power Co
6.50%, 11/15/2037	136,000		181,291
PPL Electric Utilities Corp.
2.50%, 09/01/2022	178,000		181,571
4.13%, 06/15/2044	208,000		219,237
Progress Energy, Inc.
4.40%, 01/15/2021	390,000		421,261
3.15%, 04/01/2022	389,000		394,433
7.75%, 03/01/2031	2,763,000		3,755,895
PSEG Power LLC
5.32%, 09/15/2016	346,000		352,287
5.13%, 04/15/2020	430,000		465,140
4.15%, 09/15/2021	332,000		347,253
8.63%, 04/15/2031	130,000		155,469
Public Service Co of Colorado
5.80%, 08/01/2018	28,000		30,648
3.20%, 11/15/2020	120,000		126,572
2.25%, 09/15/2022	210,000		210,646
Public Service Co of New Hampshire
3.50%, 11/01/2023	101,000		106,816
Public Service Co of Oklahoma
5.15%, 12/01/2019	143,000		156,370
4.40%, 02/01/2021	203,000		218,011
6.63%, 11/15/2037	649,000		811,176
Public Service Electric & Gas Co
1.80%, 06/01/2019	85,000		85,797
3.15%, 08/15/2024	1,000,000		1,039,956
5.38%, 11/01/2039	117,000		143,637
RGS I&M Funding Corp.
9.82%, 06/07/2022	88,257		89,817
San Diego Gas & Electric Co
6.00%, 06/01/2026	213,000		266,811
3.95%, 11/15/2041	310,000		318,723
Sempra Energy
6.50%, 06/01/2016	93,000		93,727
6.15%, 06/15/2018	237,000		256,849
9.80%, 02/15/2019	12,506,000		15,045,569
2.88%, 10/01/2022	361,000		356,930
4.05%, 12/01/2023	10,325,000		10,857,512
3.55%, 06/15/2024	709,000		719,783
6.00%, 10/15/2039	155,000		176,967
South Carolina Electric & Gas Co
4.50%, 06/01/2064	161,000		160,080
Southern California Edison Co
5.50%, 08/15/2018	144,000		158,132
3.88%, 06/01/2021	102,000		110,966
1.85%, 02/01/2022	288,000		284,493
3.50%, 10/01/2023	328,000		351,093
5.95%, 02/01/2038	67,000		86,289
6.05%, 03/15/2039	253,000		331,292
3.90%, 12/01/2041	392,000		399,105
Southern Co/The
1.95%, 09/01/2016	307,000		308,457
1.30%, 08/15/2017	3,577,000		3,564,209
2.15%, 09/01/2019	2,700,000		2,713,060
Southern Power Co
1.85%, 12/01/2017	1,529,000		1,540,339
4.15%, 12/01/2025	218,000		224,721
5.15%, 09/15/2041	146,000		145,220
5.25%, 07/15/2043	1,305,000		1,271,297
Southwestern Electric Power Co
6.45%, 01/15/2019	320,000		357,558
Southwestern Public Service Co
8.75%, 12/01/2018	351,000		414,458
State Grid Overseas Investment 2013 Ltd
1.75%, 05/22/2018 (Acquired 10/28/2013, Cost $239,253) (2)	241,000		240,386
State Grid Overseas Investment 2014 Ltd
2.75%, 05/07/2019 (Acquired 04/28/2014, Cost $4,228,858) (2)	4,240,000		4,351,567
Talent Yield Investments Ltd
4.50%, 04/25/2022 (Acquired 10/28/2013, Cost $712,844) (2)	715,000		762,396
Virginia Electric & Power Co
5.40%, 04/30/2018	558,000		602,886
2.95%, 01/15/2022	80,000		83,094
3.45%, 02/15/2024	191,000		200,250
4.65%, 08/15/2043	3,500,000		3,888,437
4.45%, 02/15/2044	126,000		137,478
WEC Energy Group, Inc.
1.65%, 06/15/2018	2,022,000		2,022,890
3.55%, 06/15/2025	865,000		899,016
Westar Energy, Inc.
4.13%, 03/01/2042	4,175,000		4,365,205
Wisconsin Electric Power Co
2.95%, 09/15/2021	27,000		28,082
3.10%, 06/01/2025	285,000		295,650
Xcel Energy, Inc.
0.75%, 05/09/2016	28,000		27,996
1.20%, 06/01/2017	1,141,000		1,138,592
4.70%, 05/15/2020	62,000		68,050
2.40%, 03/15/2021	250,000		252,875
6.50%, 07/01/2036	351,000		454,767
4.80%, 09/15/2041	95,000		104,421
			211,746,372
Total Corporate Bonds (Cost $3,057,046,096)		$	3,111,839,025

Government Related - 21.01%
African Development Bank
8.80%, 09/01/2019	2,720,000	$	3,326,002
American Municipal Power, Inc.
7.50%, 02/15/2050	1,350,000		1,882,156
Atlanta Independent School System
5.56%, 03/01/2026	535,000		629,577
Bay Area Toll Authority
6.26%, 04/01/2049	1,650,000		2,327,704
Caisse d'Amortissement de la Dette Sociale
2.00%, 03/22/2021 (Acquired 03/15/2016, Cost $2,937,105) (2)	2,940,000		2,983,012
California Qualified School Bond Joint Powers Authority
7.16%, 03/01/2027	805,000		969,904
California School Finance Authority
5.04%, 07/01/2020	270,000		298,388
City of Houston TX Combined Utility System Revenue
3.83%, 05/15/2028	1,850,000		2,009,137
City of Los Angeles Department of Airports
6.58%, 05/15/2039	1,650,000		2,182,439
Colombia Government International Bond
4.38%, 07/12/2021	1,000,000		1,042,500
4.00%, 02/26/2024	437,000		439,185
4.50%, 01/28/2026	1,192,000		1,218,820
5.63%, 02/26/2044	200,000		199,000
5.00%, 06/15/2045	842,000		783,060
Corp. Andina de Fomento
4.38%, 06/15/2022	2,735,000		3,004,835
County of Contra Costa CA
5.14%, 06/01/2017	640,000		661,619
County of Cuyahoga OH
9.13%, 10/01/2023	105,000		105,387
District of Columbia Water & Sewer Authority
5.52%, 10/01/2044	2,900,000		3,612,530
4.81%, 10/01/2114	875,000		928,340
Eaton Community City School District
5.39%, 08/25/2027	275,000		293,224
Elgin Local School District
5.50%, 08/31/2027	535,000		569,604
European Investment Bank
1.63%, 06/15/2021	2,845,000		2,859,544
Export-Import Bank of Korea
4.00%, 01/11/2017	200,000		204,025
2.25%, 01/21/2020	1,800,000		1,814,983
4.38%, 09/15/2021	250,000		278,601
Fannie Mae Principal Strip
0.00%, 05/15/2030 PO	929,000		606,338
Federal Farm Credit Banks
5.13%, 11/15/2018	344,000		381,019
Federal Home Loan Banks
0.50%, 09/28/2016	18,390,000		18,389,265
0.63%, 11/23/2016	3,265,000		3,266,593
4.00%, 10/24/2029	2,000,000		2,297,134
5.50%, 07/15/2036	1,135,000		1,564,104
Federal Home Loan Mortgage Corp.
2.38%, 01/13/2022	5,352,000		5,618,514
6.25%, 07/15/2032	1,970,000		2,880,711
Federal National Mortgage Association
0.00%, 06/01/2017	2,735,000		2,711,794
2.63%, 09/06/2024	2,426,000		2,562,790
6.25%, 05/15/2029	1,285,000		1,833,705
7.13%, 01/15/2030	1,500,000		2,297,593
Financing Corp.
0.00%, 11/30/2017 PO	404,000		397,823
0.00%, 04/06/2018 PO	194,000		190,517
0.00%, 05/11/2018 PO	6,860,000		6,717,120
0.00%, 08/03/2018 PO	276,000		269,986
0.00%, 03/07/2019 PO	205,000		198,258
0.00%, 04/05/2019 PO	2,766,000		2,674,982
0.00%, 09/26/2019 PO	3,174,000		3,042,409
Government Trust Certificate
0.00%, 04/01/2019	1,375,000		1,320,061
Hashemite Kingdom of Jordan Government AID Bond
3.00%, 06/30/2025	3,495,000		3,721,315
Indonesia Government International Bond
5.88%, 03/13/2020	5,000,000		5,560,955
5.88%, 01/15/2024 (Acquired 03/20/2015, Cost $1,490,233) (2)	1,300,000		1,459,910
4.13%, 01/15/2025 (Acquired 01/08/2015, Cost $1,317,764) (2)	1,325,000		1,331,009
Iowa Tobacco Settlement Authority
6.50%, 06/01/2023	980,000		984,890
Israel Government AID Bond
0.00%, 11/01/2019 IO	345,000		327,637
0.00%, 08/15/2022	7,201,000		6,342,137
0.00%, 05/01/2023	1,000,000		857,605
0.00%, 08/15/2023	300,000		255,001
0.00%, 09/15/2023	1,837,000		1,557,431
5.50%, 09/18/2023	8,856,000		10,915,985
0.00%, 11/01/2023 IO	413,000		348,757
0.00%, 02/15/2024	2,000,000		1,673,560
0.00%, 02/15/2024	2,000,000		1,673,560
5.50%, 04/26/2024	4,424,000		5,522,373
0.00%, 05/15/2024	3,640,000		3,021,589
0.00%, 08/15/2024	1,500,000		1,234,984
0.00%, 11/01/2024 PO	3,849,000		3,146,700
0.00%, 11/15/2024	2,299,000		1,877,074
0.00%, 08/15/2025	2,500,000		1,989,093
0.00%, 11/15/2026	258,000		196,032
5.50%, 09/18/2033	619,000		837,109
Lithuania Government International Bond
7.38%, 02/11/2020 (Acquired 08/12/2014, Cost $1,147,507) (2)	995,000		1,178,578
Los Angeles Department of Water & Power
6.60%, 07/01/2050	2,400,000		3,460,680
Mexico Government International Bond
3.50%, 01/21/2021	1,786,000		1,848,510
3.63%, 03/15/2022	2,000,000		2,065,000
4.00%, 10/02/2023	842,000		881,995
3.60%, 01/30/2025	868,000		885,360
4.13%, 01/21/2026	719,000		753,872
4.75%, 03/08/2044	450,000		448,875
5.55%, 01/21/2045	1,494,000		1,654,605
5.75%, 10/12/2110	588,000		595,350
New Hampshire Housing Finance Authority
3.05%, 01/01/2021	110,000		113,772
3.75%, 07/01/2034	250,000		261,062
New Jersey Transportation Trust Fund Authority
5.75%, 12/15/2028	3,930,000		4,089,126
New Jersey Turnpike Authority
7.10%, 01/01/2041	5,870,000		8,448,574
New York State Dormitory Authority
5.60%, 03/15/2040	260,000		330,408
North Carolina Housing Finance Agency
3.00%, 01/01/2033	5,870,000		6,046,981
Ohio State University/The
4.05%, 12/01/2056	406,000		426,341
4.80%, 06/01/2111	1,102,000		1,183,845
Panama Government International Bond
5.20%, 01/30/2020	2,930,000		3,230,325
4.00%, 09/22/2024	3,133,000		3,289,650
3.75%, 03/16/2025	1,234,000		1,267,935
3.88%, 03/17/2028	2,850,000		2,878,500
Peruvian Government International Bond
5.63%, 11/18/2050	190,000		213,750
Poland Government International Bond
6.38%, 07/15/2019	1,000,000		1,136,880
4.00%, 01/22/2024	1,040,000		1,110,408
3.25%, 04/06/2026 (8)	5,733,000		5,689,945
Port Authority of New York & New Jersey
5.65%, 11/01/2040	1,260,000		1,556,427
5.65%, 11/01/2040	435,000		540,131
4.46%, 10/01/2062	2,065,000		2,159,226
Province of British Columbia Canada
2.00%, 10/23/2022	6,270,000		6,317,777
Province of Quebec Canada
7.37%, 03/06/2026	58,000		78,802
Residual Funding Corp. Principal Strip
0.00%, 10/15/2019 PO	5,732,000		5,472,180
0.00%, 07/15/2020 PO	34,973,000		32,774,982
0.00%, 10/15/2020 PO	9,066,000		8,446,792
0.00%, 01/15/2021 PO	2,270,000		2,104,460
0.00%, 04/15/2030	1,085,000		733,556
Rhode Island Housing & Mortgage Finance Corp./RI
4.00%, 10/01/2023	4,000,000		4,264,640
Romanian Government International Bond
4.88%, 01/22/2024 (Acquired 01/14/2014, Cost $435,574) (2)	440,000		484,745
6.13%, 01/22/2044	1,000,000		1,220,126
San Dieguito Public Facilities Authority
6.46%, 05/01/2027	685,000		866,498
South Africa Government International Bond
5.88%, 09/16/2025	403,000		435,986
5.38%, 07/24/2044	1,077,000		1,064,248
State Board of Administration Finance Corp.
2.64%, 07/01/2021	2,695,000		2,751,029
State of California
7.50%, 04/01/2034	5,540,000		8,098,372
7.30%, 10/01/2039	2,700,000		3,958,578
7.35%, 11/01/2039	666,000		980,319
State of Illinois
5.10%, 06/01/2033	4,480,000		4,189,472
State Public School Building Authority
5.00%, 09/15/2027	1,536,000		1,634,166
Svensk Exportkredit AB
1.75%, 03/10/2021	7,180,000		7,208,476
Tennessee Valley Authority
7.13%, 05/01/2030	4,695,000		6,914,139
5.88%, 04/01/2036	882,000		1,200,033
5.50%, 06/15/2038	57,000		74,916
5.25%, 09/15/2039	949,000		1,211,517
3.50%, 12/15/2042	2,187,000		2,181,557
4.63%, 09/15/2060	303,000		344,293
4.25%, 09/15/2065	5,231,000		5,517,643
Tennessee Valley Authority Generic Strip
0.00%, 05/01/2019 IO	1,238,000		1,188,075
0.00%, 07/15/2028 IO	2,000,000		1,364,152
Tennessee Valley Authority Principal Strip
0.00%, 12/15/2017 PO	427,000		419,364
0.00%, 11/01/2025 PO	1,847,000		1,438,438
0.00%, 06/15/2035 PO	258,000		131,815
Three Rivers Local School District
5.21%, 09/15/2027	285,000		303,819
Turkey Government International Bond
7.00%, 06/05/2020	3,910,000		4,425,494
5.75%, 03/22/2024	494,000		535,792
4.25%, 04/14/2026	895,000		871,336
4.88%, 10/09/2026	5,081,000		5,143,634
Ukraine Government AID Bonds
1.85%, 05/29/2020	6,070,000		6,175,284
United States Treasury Inflation Indexed Notes/Bonds
0.13%, 04/15/2016 (3)	443,285		443,363
0.13%, 04/15/2019 (3)	909,972		929,665
1.38%, 01/15/2020 (3)	325,390		348,396
0.13%, 01/15/2022 (3)	2,325,879		2,360,948
1.75%, 01/15/2028 (3)	678,528		786,899
3.63%, 04/15/2028 (3)	1,527,786		2,104,148
2.50%, 01/15/2029 (3)	455,737		572,526
United States Treasury Note/Bond
3.13%, 10/31/2016	3,400,000		3,451,796
2.75%, 11/30/2016	258,000		261,759
3.25%, 12/31/2016	20,315,000		20,716,546
3.13%, 01/31/2017	206,000		210,257
4.63%, 02/15/2017	980,000		1,013,840
3.25%, 03/31/2017	6,295,000		6,456,800
2.75%, 05/31/2017	5,000,000		5,119,920
0.88%, 10/15/2017	7,960,000		7,978,969
4.25%, 11/15/2017	3,353,000		3,542,391
2.25%, 11/30/2017	206,000		211,158
1.00%, 12/31/2017	13,651,000		13,716,593
2.75%, 12/31/2017	1,459,000		1,509,724
0.88%, 01/31/2018	245,000		245,651
2.63%, 01/31/2018	2,683,000		2,775,019
3.50%, 02/15/2018	6,993,000		7,353,853
0.75%, 02/28/2018	11,856,000		11,860,173
0.88%, 03/31/2018	853,000		855,382
0.63%, 04/30/2018	7,585,000		7,564,263
1.50%, 08/31/2018	5,061,000		5,147,391
1.25%, 10/31/2018	1,930,000		1,951,261
1.25%, 11/30/2018	13,950,000		14,107,482
1.25%, 12/15/2018	246,000		248,825
1.38%, 12/31/2018	722,000		732,633
1.50%, 12/31/2018	17,330,000		17,644,782
1.13%, 01/15/2019	7,477,000		7,536,293
0.75%, 02/15/2019	967,000		964,281
2.75%, 02/15/2019	5,000,000		5,269,920
1.00%, 03/15/2019	22,288,000		22,379,425
3.13%, 05/15/2019	10,774,000		11,518,505
1.50%, 05/31/2019	4,925,000		5,013,881
1.50%, 10/31/2019	3,515,000		3,576,375
1.00%, 11/30/2019	2,392,000		2,391,627
1.13%, 12/31/2019	27,570,000		27,657,231
8.50%, 02/15/2020	4,750,000		6,097,071
1.38%, 04/30/2020	70,755,000		71,506,772
3.50%, 05/15/2020	1,300,000		1,424,566
8.75%, 05/15/2020	2,000,000		2,612,266
1.63%, 06/30/2020	90,901,000		92,736,746
1.63%, 07/31/2020	16,894,000		17,233,198
2.63%, 08/15/2020	3,709,000		3,942,697
8.75%, 08/15/2020	6,304,000		8,339,259
2.13%, 08/31/2020	2,032,000		2,116,058
1.38%, 09/30/2020	13,816,000		13,936,351
2.63%, 11/15/2020	4,596,000		4,890,070
1.63%, 11/30/2020	3,776,000		3,852,698
2.00%, 11/30/2020	1,000,000		1,036,289
1.75%, 12/31/2020	2,523,000		2,585,878
3.63%, 02/15/2021	1,961,000		2,183,297
7.88%, 02/15/2021	900,000		1,181,426
1.13%, 02/28/2021	32,448,000		32,330,116
1.25%, 03/31/2021	7,981,000		7,990,665
2.25%, 04/30/2021	1,800,000		1,888,101
3.13%, 05/15/2021	4,602,000		5,026,967
8.13%, 05/15/2021	1,718,000		2,299,234
2.13%, 08/15/2021	2,805,000		2,922,350
2.13%, 09/30/2021	5,885,000		6,128,215
2.00%, 10/31/2021	15,000,000		15,511,530
8.00%, 11/15/2021	4,414,000		6,008,385
1.50%, 01/31/2022	1,250,000		1,256,543
1.75%, 03/31/2022	12,670,000		12,899,644
1.75%, 05/15/2022	2,000,000		2,034,140
2.13%, 06/30/2022	2,000,000		2,078,360
2.00%, 07/31/2022	8,500,000		8,767,946
2.00%, 11/30/2022	21,815,000		22,484,786
2.00%, 02/15/2023	500,000		515,371
1.50%, 02/28/2023	22,709,000		22,653,113
1.75%, 05/15/2023	10,290,000		10,434,297
2.50%, 08/15/2023	1,000,000		1,065,938
2.75%, 02/15/2024	1,000,000		1,083,203
2.50%, 05/15/2024	44,575,000		47,416,656
2.38%, 08/15/2024	2,000,000		2,107,188
2.13%, 05/15/2025	13,630,000		14,057,532
2.00%, 08/15/2025	6,415,000		6,540,542
1.63%, 02/15/2026	20,428,000		20,141,538
5.50%, 08/15/2028	1,481,000		2,060,615
5.25%, 11/15/2028	22,740,500		31,116,281
6.13%, 08/15/2029	603,000		897,622
6.25%, 05/15/2030	789,000		1,203,965
5.38%, 02/15/2031	1,312,000		1,881,951
4.75%, 02/15/2037	21,202,000		30,011,601
4.38%, 02/15/2038	10,000,000		13,523,050
3.50%, 02/15/2039	128,669,100		153,196,647
4.25%, 05/15/2039	6,800,000		9,003,091
4.50%, 08/15/2039	706,000		967,220
2.75%, 11/15/2042	19,750,000		20,367,188
2.88%, 05/15/2043 (5)	56,325,000		59,374,492
2.50%, 02/15/2045	10,415,000		10,157,468
3.00%, 05/15/2045	45,933,000		49,548,432
2.88%, 08/15/2045	20,529,000		21,600,367
3.00%, 11/15/2045	26,432,000		28,545,529
2.50%, 02/15/2046	15,000,000		14,627,340
United States Treasury Strip Coupon
0.00%, 08/15/2016	3,966,000		3,960,416
0.00%, 11/15/2016	4,261,000		4,247,719
0.00%, 08/15/2017	4,176,000		4,139,226
0.00%, 11/15/2017	9,529,000		9,418,387
0.00%, 02/15/2018	3,658,000		3,608,094
0.00%, 08/15/2018	10,000,000		9,826,020
0.00%, 11/15/2018	500,000		489,229
0.00%, 05/15/2019	20,278,000		19,695,961
0.00%, 08/15/2019	22,357,000		21,596,549
0.00%, 11/15/2019	7,500,000		7,210,590
0.00%, 02/15/2020	6,078,000		5,821,739
0.00%, 05/15/2020	39,615,000		37,667,447
0.00%, 08/15/2020	25,243,000		23,895,478
0.00%, 02/15/2021	14,550,000		13,625,769
0.00%, 05/15/2021	14,843,000		13,815,953
0.00%, 08/15/2021	9,469,000		8,764,374
0.00%, 11/15/2021	11,144,000		10,278,234
0.00%, 02/15/2022	33,917,000		31,013,264
0.00%, 05/15/2022	18,154,000		16,494,579
0.00%, 08/15/2022	12,500,000		11,305,500
0.00%, 11/15/2022	17,400,000		15,635,779
0.00%, 02/15/2023	61,562,000		54,963,292
0.00%, 05/15/2023	33,770,000		29,983,741
0.00%, 08/15/2023	19,635,000		17,329,458
0.00%, 11/15/2023	9,300,000		8,151,962
0.00%, 02/15/2024	6,124,000		5,332,393
0.00%, 05/15/2024	1,322,000		1,142,573
0.00%, 08/15/2024	1,834,000		1,573,383
0.00%, 11/15/2024	6,105,000		5,207,559
0.00%, 02/15/2025	799,000		675,801
0.00%, 05/15/2025	3,279,000		2,752,848
0.00%, 08/15/2025	1,360,000		1,134,395
0.00%, 02/15/2026	1,000,000		823,649
0.00%, 05/15/2026	3,801,000		3,106,633
0.00%, 08/15/2026	1,681,000		1,365,196
0.00%, 11/15/2026	10,222,000		8,240,159
0.00%, 02/15/2027	20,416,000		16,334,495
0.00%, 05/15/2027	1,866,000		1,480,651
0.00%, 08/15/2027	4,314,000		3,400,769
0.00%, 11/15/2027	7,702,000		6,034,740
0.00%, 02/15/2028	7,769,000		6,029,257
0.00%, 05/15/2028	3,071,000		2,364,645
0.00%, 08/15/2028	6,918,000		5,298,669
0.00%, 11/15/2028	7,540,000		5,722,875
0.00%, 02/15/2029	7,537,000		5,682,159
0.00%, 05/15/2029	1,330,000		997,342
0.00%, 08/15/2029	4,738,000		3,529,227
0.00%, 11/15/2029	5,164,000		3,812,055
0.00%, 02/15/2030	15,187,000		11,136,627
0.00%, 05/15/2030	8,464,000		6,172,262
0.00%, 08/15/2030	13,772,000		9,940,630
0.00%, 11/15/2030	7,064,000		5,064,026
0.00%, 02/15/2031	9,298,000		6,646,750
0.00%, 05/15/2031	9,225,000		6,512,583
0.00%, 08/15/2031	11,262,000		7,894,583
0.00%, 11/15/2031	8,399,000		5,851,835
0.00%, 02/15/2032	15,909,000		11,008,949
0.00%, 05/15/2032	24,453,000		16,713,895
0.00%, 08/15/2032	10,925,000		7,416,338
0.00%, 11/15/2032	9,612,000		6,456,207
0.00%, 02/15/2033	3,000,000		2,001,732
0.00%, 05/15/2033	10,845,000		7,177,156
0.00%, 08/15/2033	4,212,000		2,762,941
0.00%, 11/15/2033	7,216,000		4,694,383
0.00%, 02/15/2034	5,209,000		3,357,836
0.00%, 05/15/2034	4,650,000		2,971,299
0.00%, 08/15/2034	2,895,000		1,835,332
0.00%, 11/15/2034	3,492,000		2,193,165
0.00%, 02/15/2035	1,824,000		1,137,519
0.00%, 05/15/2035	1,920,000		1,189,292
0.00%, 08/15/2035	175,000		107,729
0.00%, 05/15/2036	121,000		72,890
United States Treasury Strip Principal
0.00%, 08/15/2039	1,225,000		673,966
0.00%, 05/15/2044	16,765,000		7,795,490
0.00%, 05/15/2045	5,605,000		2,513,439
University of California
4.77%, 05/15/2115	1,594,000		1,623,664
West Contra Costa Unified School District
6.25%, 08/01/2030	215,000		257,837
Westlake City School District
5.23%, 12/01/2026	430,000		448,026
Total Government Related (Cost $2,019,648,590)		$	2,125,490,040

Mortgage-Backed Obligations - 35.80%
A10 Securitization 2013-1 LLC
2.40%, 11/15/2025 (Acquired 10/28/2013, Cost $14,360) (2)	14,391	$	14,392
A10 Securitization 2015-1 LLC
2.10%, 04/15/2034 (Acquired 04/24/2015, Cost $2,349,578) (2)	2,349,788		2,349,263
3.13%, 04/15/2034 (Acquired 04/24/2015, Cost $861,994) (2)	862,000		865,199
A10 Term Asset Financing 2013-2 LLC
4.38%, 11/15/2027 (Acquired 10/30/2013, Cost $424,894) (2)	425,000		414,460
A10 Term Asset Financing 2014-1 LLC
1.72%, 04/15/2033 (Acquired 06/04/2014, Cost $1,404,479) (2)	1,405,670		1,391,036
3.02%, 04/15/2033 (Acquired 06/04/2014, Cost $1,806,787) (2)	1,807,000		1,809,998
Access Pt Fdg Tr 2016-1
6.25%, 02/16/2021 (1)(8)	3,000,000		3,000,000
ACRE Commercial Mortgage Trust 2014-FL2
2.49%, 08/15/2031 (Acquired 08/01/2014, Cost $571,703) (2)	572,000		578,908
2.94%, 08/15/2031 (Acquired 08/01/2014, Cost $721,279) (2)	722,000		735,305
3.84%, 08/15/2031 (Acquired 12/11/2014, Cost $400,000) (2)	400,000		389,422
Ajax Mortgage Loan Trust 2013-C
4.50%, 03/25/2053 (Acquired 11/15/2013, Cost $1,155,295) (1)(2)	1,159,336		1,148,221
Ajax Mortgage Loan Trust 2014-A
3.75%, 10/25/2057 (Acquired 09/30/2014, Cost $1,194,629) (2)	1,196,867		1,180,246
Ajax Mortgage Loan Trust 2015-B
3.88%, 07/25/2060 (Acquired 06/24/2015, Cost $1,397,259) (2)	1,400,081		1,402,022
Alternative Loan Trust 2002-11
6.25%, 10/25/2032	3,608		3,632
Alternative Loan Trust 2002-12
0.00%, 11/25/2032 PO	14,079		10,410
Alternative Loan Trust 2003-20CB
5.50%, 10/25/2033	536,439		539,501
Alternative Loan Trust 2003-22CB
6.00%, 12/25/2033	4,048,262		4,049,253
Alternative Loan Trust 2003-6T2
5.50%, 06/25/2033	27,911		27,778
Alternative Loan Trust 2004-2CB
5.75%, 03/25/2034	1,134,005		1,125,173
Alternative Loan Trust 2005-1CB
6.67%, 03/25/2035 IO	327,789		73,879
Alternative Loan Trust 2005-20CB
4.32%, 07/25/2035 IO	1,024,653		147,032
Alternative Loan Trust 2005-22T1
4.64%, 06/25/2035 IO	990,879		177,089
Alternative Loan Trust 2005-28CB
5.50%, 08/25/2035	448,392		421,268
6.00%, 08/25/2035	13,175		10,381
Alternative Loan Trust 2005-37T1
4.62%, 09/25/2035 IO	3,380,212		640,787
Alternative Loan Trust 2005-50CB
5.00%, 11/25/2020	58,057		58,212
Alternative Loan Trust 2005-54CB
4.42%, 11/25/2035 IO	1,878,503		250,110
5.50%, 11/25/2035	475,974		429,855
5.50%, 11/25/2035	6,159		5,996
Alternative Loan Trust 2005-64CB
5.50%, 12/25/2035	186,338		175,614
Alternative Loan Trust 2005-J1
4.67%, 02/25/2035 IO	416,977		30,463
Alternative Loan Trust 2006-28CB
6.00%, 10/25/2036	109,418		87,673
Alternative Loan Trust 2006-43CB
6.00%, 02/25/2022	29,763		32,280
Alternative Loan Trust 2006-7CB
5.25%, 05/25/2021	161,617		158,009
Alternative Loan Trust 2006-J5
4.83%, 07/25/2021	53,250		52,494
American General Mortgage Loan Trust 2006-1
5.75%, 12/25/2035 (Acquired 10/28/2013, Cost $56,733) (2)	55,364		57,043
American General Mortgage Loan Trust 2010-1
5.65%, 03/25/2058 (Acquired 10/28/2013, Cost $154,514) (2)	150,576		150,514
5.65%, 03/25/2058 (Acquired 10/28/2013, Cost $476,586) (2)	464,000		470,704
Angel Oak Mortgage Trust LLC 2015-1
4.50%, 11/25/2045 (Acquired 12/10/2015, Cost $1,840,471) (2)	1,844,269		1,854,958
ASG Resecuritization Trust 2009-1
5.63%, 06/26/2037 (Acquired 10/28/2013 through 3/31/2014, Cost $281,000) (2)	282,603		280,054
ASG Resecuritization Trust 2009-3
2.35%, 03/26/2037 (Acquired 10/28/2013, Cost $1,028,209) (2)	1,026,861		1,016,512
ASG Resecuritization Trust 2009-5
3.48%, 02/28/2037 (Acquired 10/28/2013, Cost $65,629) (2)	65,189		65,237
ASG Resecuritization Trust 2010-1
0.84%, 02/27/2036 (Acquired 10/28/2013, Cost $809) (2)	824		823
ASG Resecuritization Trust 2010-2
1.97%, 01/28/2037 (Acquired 10/28/2013, Cost $345,420) (2)	350,163		344,312
ASG Resecuritization Trust 2011-1
4.00%, 09/28/2020 (Acquired 10/28/2013, Cost $27,340) (2)	27,153		27,101
2.78%, 11/28/2035 (Acquired 10/28/2013, Cost $441,480) (2)	447,782		438,648
6.00%, 09/28/2036 (Acquired 10/28/2013, Cost $562,663) (2)	547,338		480,571
BAMLL Commercial Mortgage Securities Trust 2012-PARK
2.96%, 12/10/2030 (Acquired 10/28/2013, Cost $783,541) (2)	809,000		830,761
BAMLL Commercial Mortgage Securities Trust 2014-520M
4.21%, 08/15/2046 (Acquired 08/01/2014, Cost $1,149,489) (2)	1,200,000		1,141,099
Banc of America Alternative Loan Trust 2003-1
0.00%, 02/25/2033 PO	18,161		15,369
Banc of America Alternative Loan Trust 2003-11
4.75%, 01/25/2019	10,773		10,820
0.00%, 01/25/2034 PO	45,699		39,235
6.00%, 01/25/2034	359,569		368,593
6.00%, 01/25/2034	396,581		406,046
Banc of America Alternative Loan Trust 2003-4
5.00%, 06/25/2018	189,953		191,499
Banc of America Alternative Loan Trust 2003-5
5.00%, 07/25/2018	66,994		67,151
Banc of America Alternative Loan Trust 2003-7
5.00%, 09/25/2018	109,113		109,387
5.50%, 09/25/2033	406,520		409,932
Banc of America Alternative Loan Trust 2004-1
5.50%, 02/25/2019	43,930		44,355
6.00%, 02/25/2034	98,935		104,710
Banc of America Alternative Loan Trust 2004-11
5.50%, 12/25/2019	10,054		10,195
Banc of America Alternative Loan Trust 2004-6
0.00%, 07/25/2019 PO	12,359		12,020
Banc of America Alternative Loan Trust 2004-7
5.00%, 08/25/2019	180,812		183,094
Banc of America Alternative Loan Trust 2004-8
5.50%, 09/25/2019	86,151		84,017
Banc of America Alternative Loan Trust 2005-10
5.25%, 11/25/2020	39,794		40,146
Banc of America Alternative Loan Trust 2005-11
5.50%, 12/25/2035	22,883		20,717
Banc of America Alternative Loan Trust 2005-2
5.50%, 03/25/2020	14,232		14,441
5.50%, 03/25/2035	13,711		12,431
Banc of America Alternative Loan Trust 2005-4
5.50%, 05/25/2020	107,315		106,746
Banc of America Alternative Loan Trust 2005-5
5.50%, 06/25/2035	72,563		66,993
Banc of America Alternative Loan Trust 2005-9
5.50%, 10/25/2035	34,370		30,883
Banc of America Alternative Loan Trust 2006-5
6.00%, 06/25/2046	76,475		62,045
Banc of America Alternative Loan Trust 2007-1
5.84%, 04/25/2022	87,635		86,188
Banc of America Commercial Mortgage Trust 2006-2
5.97%, 05/10/2045	8,394,718		8,390,488
Banc of America Commercial Mortgage Trust 2006-3
5.89%, 07/10/2044	871,575		871,640
Banc of America Commercial Mortgage Trust 2006-4
5.63%, 07/10/2046	827,221		827,947
Banc of America Commercial Mortgage Trust 2006-5
0.68%, 09/10/2047 IO (Acquired 10/28/2013, Cost $279,868) (2)	15,073,882		42,102
5.41%, 09/10/2047	1,266,748		1,274,722
Banc of America Commercial Mortgage Trust 2006-6
5.37%, 10/10/2045	68,072		68,098
Banc of America Commercial Mortgage Trust 2007-5
5.36%, 02/10/2051	8,763,167		9,084,414
5.49%, 02/10/2051	2,956,107		3,056,250
Banc of America Commercial Mortgage Trust 2015-UBS7
3.71%, 09/15/2048	746,000		796,864
Banc of America Funding 2004-1 Trust
0.00%, 03/25/2034 PO	50,292		40,867
Banc of America Funding 2004-2 Trust
5.75%, 09/20/2034	3,829,282		3,961,581
Banc of America Funding 2004-C Trust
3.09%, 12/20/2034	102,329		99,961
Banc of America Funding 2005-6 Trust
5.50%, 10/25/2035	64,636		62,782
Banc of America Funding 2005-7 Trust
0.00%, 11/25/2035 PO	53,976		43,140
Banc of America Funding 2005-8 Trust
0.00%, 01/25/2036 PO	20,797		14,385
Banc of America Funding 2005-C Trust
0.67%, 05/20/2035	6,142,949		5,651,965
Banc of America Funding 2005-E Trust
2.87%, 03/20/2035	128,180		125,971
Banc of America Funding 2006-1 Trust
0.00%, 01/25/2036 PO	33,666		25,641
Banc of America Funding 2010-R11 Trust
5.13%, 08/26/2035 (Acquired 10/28/2013, Cost $321,884) (2)	318,278		319,663
Banc of America Merrill Lynch Commercial Mortgage, Inc.
5.34%, 11/10/2042	125,666		125,526
4.73%, 07/10/2043	166,710		165,975
0.04%, 10/10/2045 IO (Acquired 10/28/2013, Cost $88,897) (2)	5,659,533		2,478
Banc of America Mortgage 2003-3 Trust
0.98%, 05/25/2018	63,289		61,385
5.50%, 05/25/2033	202,779		206,506
Banc of America Mortgage 2003-5 Trust
7.50%, 02/25/2031	46,359		47,884
Banc of America Mortgage 2003-6 Trust
0.88%, 08/25/2018	14,991		14,758
Banc of America Mortgage 2003-7 Trust
4.75%, 09/25/2018	2,629		2,644
Banc of America Mortgage 2003-8 Trust
0.00%, 11/25/2033 PO	20,238		16,762
Banc of America Mortgage 2003-C Trust
2.88%, 04/25/2033	24,577		24,718
Banc of America Mortgage 2003-E Trust
2.79%, 06/25/2033	180,531		178,972
Banc of America Mortgage 2004-J Trust
3.15%, 11/25/2034	94,046		91,808
Banc of America Mortgage Trust 2004-1
0.00%, 02/25/2034 PO	3,230		2,931
Banc of America Mortgage Trust 2004-3
5.50%, 04/25/2034	166,883		168,439
Banc of America Mortgage Trust 2004-4
0.00%, 05/25/2034 PO	6,000		5,195
Banc of America Mortgage Trust 2004-5
4.75%, 06/25/2019	16,459		16,434
5.50%, 06/25/2034	80,687		81,571
Banc of America Mortgage Trust 2004-6
5.50%, 05/25/2034	534,421		538,668
0.00%, 07/25/2034 PO	28,443		25,211
5.50%, 07/25/2034	12,600		12,696
Banc of America Mortgage Trust 2004-8
0.00%, 05/25/2032 PO	2,089		1,784
0.00%, 10/25/2034 PO	9,621		8,286
Banc of America Mortgage Trust 2004-9
0.00%, 09/25/2032 PO	487		447
6.50%, 09/25/2032	40,737		42,141
Banc of America Mortgage Trust 2005-1
5.00%, 02/25/2020	74,677		75,839
Banc of America Re-REMIC Trust 2009-UBER1
5.59%, 06/24/2050 (Acquired 10/28/2013, Cost $823,688) (2)	758,959		767,813
Battalion CLO V Ltd
2.12%, 04/17/2026 (Acquired 03/07/2014, Cost $9,630,148) (2)	9,650,000		9,575,666
BB-UBS Trust
2.89%, 06/05/2030 (Acquired 10/28/2013, Cost $2,844,854) (2)	2,941,000		2,925,950
BB-UBS Trust 2012-SHOW
3.43%, 11/05/2036 (Acquired 10/28/2013 through 12/04/2013, Cost $2,482,906) (2)	2,602,000		2,654,763
BCAP LLC 2009-RR13-I Trust
5.50%, 04/26/2037 (Acquired 10/28/2013, Cost $263,149) (2)	256,436		257,500
BCAP LLC 2009-RR14 Trust
2.53%, 08/26/2035 (Acquired 10/28/2013, Cost $650,979) (2)	687,629		687,292
BCAP LLC 2009-RR5 Trust
5.50%, 11/26/2034 (Acquired 10/28/2013, Cost $242,351) (2)	239,561		248,641
BCAP LLC 2010-RR12 Trust
2.69%, 01/26/2036	70,502		69,852
2.74%, 10/26/2036 (Acquired 10/28/2013, Cost $204,989) (2)	203,502		200,257
BCAP LLC 2010-RR5-I Trust
5.40%, 04/26/2037 (Acquired 10/28/2013, Cost $322,010) (2)	322,409		324,869
BCAP LLC 2010-RR6 Trust
3.91%, 06/26/2036 (Acquired 10/28/2013, Cost $93,604) (2)	91,207		90,626
BCAP LLC 2010-RR7 Trust
3.01%, 04/26/2035 (Acquired 10/28/2013, Cost $118,530) (2)	120,344		118,692
2.40%, 07/26/2045 (Acquired 10/28/2013, Cost $1,425,021) (2)	1,463,514		1,451,304
BCAP LLC 2010-RR8 Trust
2.75%, 05/26/2035 (Acquired 10/28/2013, Cost $961,682) (2)	990,118		963,376
BCAP LLC 2011-RR10 Trust
1.21%, 09/26/2037 (Acquired 10/28/2013, Cost $1,038,956) (2)	1,108,085		1,067,949
BCAP LLC 2011-RR11 Trust
4.00%, 08/26/2021 (Acquired 10/28/2013, Cost $110,789) (2)	109,901		110,261
3.00%, 08/26/2022 (Acquired 10/28/2013, Cost $55,410) (2)	55,277		55,198
BCAP LLC 2011-RR4-I Trust
5.00%, 08/26/2037 (Acquired 10/28/2013, Cost $962,587) (2)	958,803		963,385
BCAP LLC 2011-RR5-I Trust
0.59%, 05/28/2036 (Acquired 10/28/2013, Cost $357,817) (2)	375,588		372,570
BCAP LLC 2012-RR1 Trust
3.31%, 07/26/2037 (Acquired 10/28/2013, Cost $516,997) (2)	506,330		532,912
BCAP LLC 2012-RR10-I Trust
0.63%, 05/26/2036 (Acquired 10/28/2013, Cost $983,078) (2)	1,028,225		1,001,778
0.67%, 02/26/2037 (Acquired 10/28/2013, Cost $394,319) (2)	411,293		395,980
BCAP LLC 2012-RR2 Trust
0.61%, 08/26/2036 (Acquired 10/28/2013, Cost $202,831) (2)	208,643		207,022
BCAP LLC 2012-RR3 Trust
2.16%, 05/26/2037 (Acquired 10/28/2013, Cost $846,044) (2)	854,127		850,851
BCAP LLC 2012-RR4 Trust
0.66%, 06/26/2047 (Acquired 10/28/2013, Cost $433,811) (2)	453,417		437,082
BCAP LLC 2015-RR1
1.43%, 09/11/2038 (Acquired 03/24/2015, Cost $1,458,799) (2)	1,544,096		1,432,628
Bear Stearns ALT-A Trust 2005-2
0.93%, 03/25/2035	288,065		279,505
Bear Stearns ARM Trust 2003-2
2.74%, 01/25/2033 (Acquired 10/28/2013, Cost $198,017) (2)	204,707		205,067
Bear Stearns ARM Trust 2003-7
2.54%, 10/25/2033	24,060		23,507
Bear Stearns ARM Trust 2004-2
3.28%, 05/25/2034	112,704		111,454
Bear Stearns ARM Trust 2005-5
2.38%, 08/25/2035	610,970		612,033
Bear Stearns ARM Trust 2006-1
2.58%, 02/25/2036	559,231		543,762
Bear Stearns Asset Backed Securities I Trust 2004-AC2
5.00%, 05/25/2034	84,198		83,483
Bear Stearns Commercial Mortgage Securities Trust 2006-PWR14
0.64%, 12/11/2038 IO (Acquired 10/28/2013, Cost $280,315) (2)	20,903,163		63,105
Bear Stearns Commercial Mortgage Securities Trust 2006-TOP24
5.54%, 10/12/2041	164,649		165,959
Bear Stearns Commercial Mortgage Securities Trust 2007-TOP26
0.14%, 01/12/2045 IO (Acquired 10/28/2013, Cost $314,057) (2)	61,135,303		95,249
CD 2006-CD3 Mortgage Trust
0.52%, 10/15/2048 IO (Acquired 10/28/2013, Cost $191,005) (2)	10,482,440		62,984
CD 2007-CD4 Commercial Mortgage Trust
0.39%, 12/11/2049 IO (Acquired 10/28/2013, Cost $198,351) (2)	15,270,859		42,563
5.32%, 12/11/2049	5,578,243		5,687,037
CGBAM Commercial Mortgage Trust 2014-HD
1.24%, 02/15/2031 (Acquired 05/13/2014, Cost $747,820) (2)	747,820		739,257
Chase Mortgage Finance Trust Series 2006-A1
2.67%, 09/25/2036	290,319		256,759
Chase Mortgage Finance Trust Series 2007-A1
2.63%, 02/25/2037	31,875		31,721
2.65%, 02/25/2037	229,387		228,142
2.74%, 02/25/2037	129,462		127,439
2.76%, 02/25/2037	106,132		104,278
Chase Mortgage Finance Trust Series 2007-A2
2.71%, 07/25/2037	136,585		131,990
2.72%, 07/25/2037	94,469		93,452
CHL Mortgage Pass-Through Trust 2002-18
0.00%, 11/25/2032 PO	18,223		15,602
CHL Mortgage Pass-Through Trust 2004-3
5.50%, 04/25/2034	57,458		59,860
5.75%, 04/25/2034	39,147		40,444
CHL Mortgage Pass-Through Trust 2004-5
5.50%, 06/25/2034	268,966		277,498
CHL Mortgage Pass-Through Trust 2004-7
2.55%, 06/25/2034	18,967		18,488
CHL Mortgage Pass-Through Trust 2004-8
4.50%, 06/25/2019	96,323		98,187
CHL Mortgage Pass-Through Trust 2004-HYB1
2.71%, 05/20/2034	33,388		31,504
CHL Mortgage Pass-Through Trust 2004-HYB3
2.35%, 06/20/2034	149,378		141,072
CHL Mortgage Pass-Through Trust 2004-HYB6
2.67%, 11/20/2034	99,338		93,698
CHL Mortgage Pass-Through Trust 2004-J8
4.75%, 11/25/2019	10,746		10,900
CHL Mortgage Pass-Through Trust 2005-14
5.50%, 07/25/2035	45,840		45,162
CHL Mortgage Pass-Through Trust 2005-16
5.50%, 09/25/2035	23,173		22,458
CHL Mortgage Pass-Through Trust 2005-22
2.73%, 11/25/2035	372,989		314,266
Citicorp Mortgage Securities Trust Series 2006-1
5.00%, 02/25/2021	18,105		18,590
Citicorp Mortgage Securities Trust Series 2006-4
6.00%, 08/25/2036	113,959		114,474
Citigroup Commercial Mortgage Trust 2014-GC19
3.75%, 03/10/2047	7,125,000		7,653,718
Citigroup Commercial Mortgage Trust 2014-GC21
3.58%, 05/10/2047	6,920,000		7,342,589
Citigroup Commercial Mortgage Trust 2014-GC23
3.36%, 07/10/2047	12,300,000		12,863,852
Citigroup Commercial Mortgage Trust 2015-GC29
2.94%, 04/10/2048	10,000,000		10,070,684
Citigroup Commercial Mortgage Trust 2015-GC31
3.76%, 06/10/2048	936,000		1,002,205
Citigroup Global Markets Mortgage Securities VII, Inc.
0.00%, 12/25/2018 PO	1,745		1,591
3.95%, 04/25/2032 (Acquired 10/28/2013, Cost $37,510) (2)	38,072		37,550
7.00%, 06/25/2033	31,604		32,003
2.74%, 09/25/2033	256,650		253,393
Citigroup Mortgage Loan Trust 2008-AR4
2.98%, 11/25/2038 (Acquired 10/28/2013, Cost $790,803) (2)	784,228		776,492
Citigroup Mortgage Loan Trust 2009-10
2.52%, 09/25/2033 (Acquired 10/28/2013, Cost $571,107) (2)	564,881		566,965
7.00%, 12/25/2035 (Acquired 10/28/2013, Cost $360,814) (2)	351,717		361,363
Citigroup Mortgage Loan Trust 2009-11
5.75%, 05/25/2037 (Acquired 10/28/2013, Cost $322,436) (2)	317,254		321,646
Citigroup Mortgage Loan Trust 2009-5
6.00%, 06/25/2036 (Acquired 10/28/2013, Cost $176,761) (2)	174,644		176,567
Citigroup Mortgage Loan Trust 2009-8
6.00%, 11/25/2036 (Acquired 10/28/2013, Cost $159,460) (2)	155,471		159,828
Citigroup Mortgage Loan Trust 2010-10
2.65%, 02/25/2036 (Acquired 10/28/2013, Cost $234,004) (2)	232,644		233,210
Citigroup Mortgage Loan Trust 2010-3
2.58%, 02/25/2036 (Acquired 10/28/2013, Cost $83,914) (2)	83,712		82,556
Citigroup Mortgage Loan Trust 2010-7
2.76%, 02/25/2035 (Acquired 10/28/2013, Cost $90,804) (2)	90,018		88,863
Citigroup Mortgage Loan Trust 2010-8
4.00%, 11/25/2036 (Acquired 10/28/2013, Cost $868,783) (2)	864,796		868,739
4.50%, 12/25/2036 (Acquired 10/28/2013, Cost $1,106,154) (2)	1,089,613		1,098,907
Citigroup Mortgage Loan Trust 2015-A
4.50%, 06/25/2058 (Acquired 03/31/2015, Cost $483,942) (2)	490,995		496,161
Citigroup Mortgage Loan Trust, Inc.
0.00%, 06/25/2016 PO	60		60
0.00%, 12/25/2018 PO	4,109		3,972
0.00%, 12/25/2018 PO	2,743		2,652
5.50%, 12/25/2018	18,691		18,662
0.00%, 09/25/2033 PO	10,481		9,349
7.00%, 09/25/2033	8,688		8,822
0.00%, 10/25/2033 PO	11,050		9,906
5.25%, 10/25/2033	84,520		85,504
0.81%, 12/25/2033	58,813		56,371
2.40%, 08/25/2034	59,456		56,695
2.68%, 04/25/2035	38,598		30,467
5.50%, 05/25/2035	201,922		207,245
3.31%, 08/25/2035	122,724		87,690
5.50%, 11/25/2035	23,161		22,451
6.00%, 11/25/2035	5,163,110		4,645,458
COBALT CMBS Commercial Mortgage Trust 2006-C1
0.78%, 08/15/2048 IO	13,861,123		56,318
5.22%, 08/15/2048	453,105		457,721
5.25%, 08/15/2048	578,000		573,976
COMM 2006-C7 Mortgage Trust
5.84%, 06/10/2046	361,350		360,962
COMM 2012-9W57 Mortgage Trust
2.36%, 02/10/2029 (Acquired 10/28/2013, Cost $8,463,593) (2)	8,359,000		8,411,160
COMM 2012-CCRE1 Mortgage Trust
3.39%, 05/15/2045	4,035,538		4,289,899
COMM 2012-CCRE2 Mortgage Trust
1.75%, 08/15/2045 IO	3,056,334		256,786
3.15%, 08/15/2045	9,614,464		10,110,468
COMM 2013-300P Mortgage Trust
4.35%, 08/10/2030 (Acquired 01/22/2016, Cost $531,433) (2)	516,000		574,694
COMM 2013-CCRE10 Mortgage Trust
3.92%, 08/10/2046	4,125,000		4,515,710
COMM 2013-CCRE11 Mortgage Trust
3.98%, 10/10/2046	1,770,000		1,940,245
COMM 2013-CCRE12 Mortgage Trust
3.77%, 10/10/2046	7,700,000		8,306,474
COMM 2013-CCRE9 Mortgage Trust
4.02%, 07/10/2045	4,000,000		4,395,662
COMM 2013-SFS Mortgage Trust
2.99%, 04/12/2035 (Acquired 10/28/2013, Cost $679,973) (2)	708,000		721,753
COMM 2014-CCRE15 Mortgage Trust
2.93%, 02/10/2047	6,100,000		6,288,755
COMM 2014-CCRE19 Mortgage Trust
3.80%, 08/10/2047	5,000,000		5,403,001
COMM 2014-CCRE20 Mortgage Trust
3.33%, 11/10/2047	12,000,000		12,561,284
COMM 2014-KYO Mortgage Trust
1.34%, 06/11/2027 (Acquired 06/20/2014, Cost $4,232,000) (2)	4,232,000		4,185,411
COMM 2014-PAT Mortgage Trust
1.24%, 08/13/2027 (Acquired 09/18/2014, Cost $1,649,000) (2)	1,649,000		1,610,697
COMM 2014-TWC Mortgage Trust
1.28%, 02/13/2032 (Acquired 01/30/2014, Cost $3,250,935) (2)	3,250,000		3,183,975
2.03%, 02/13/2032 (Acquired 08/12/2014, Cost $1,001,979) (2)	1,000,000		976,512
COMM 2014-UBS4 Mortgage Trust
2.96%, 08/10/2047	11,000,000		11,397,149
COMM 2015-3BP Mortgage Trust
3.18%, 02/10/2035 (Acquired 01/25/2016, Cost $302,184) (2)	301,000		309,934
COMM 2015-CCRE24 Mortgage Trust
3.43%, 08/10/2055	7,500,000		7,869,523
3.70%, 08/10/2055	770,833		823,858
COMM 2015-CCRE25 Mortgage Trust
3.51%, 08/10/2048	13,200,000		13,930,100
3.76%, 08/10/2048	2,437,000		2,617,131
COMM 2015-LC21 Mortgage Trust
3.71%, 07/10/2048	924,527		987,441
Commercial Mortgage Trust 2006-GG7
5.89%, 07/10/2038	310,000		310,646
COOF Securitization Trust 2014-1 Ltd
3.03%, 06/25/2040 IO (Acquired 05/16/2014, Cost $421,905) (2)	2,884,745		380,899
Credit Suisse Commercial Mortgage Trust Series 2007-C2
0.05%, 01/15/2049 IO (Acquired 10/28/2013, Cost $74,753) (2)	22,791,785		19,815
Credit Suisse First Boston Mortgage Securities Corp.
4.50%, 10/25/2018	6,762		6,712
5.00%, 10/25/2018	27,122		27,186
0.00%, 08/25/2019 PO	1,706		1,691
5.25%, 08/25/2019	84,347		85,571
6.72%, 02/25/2033	132,671		133,895
2.93%, 06/25/2033	68,816		67,885
5.25%, 07/25/2033	3,459,237		3,551,265
5.25%, 09/25/2033	135,337		138,759
0.00%, 10/25/2033 PO	104,978		90,224
5.25%, 11/25/2033	75,403		76,308
5.25%, 11/25/2033	191,356		193,546
5.50%, 09/25/2034	130,892		136,644
5.50%, 12/25/2034	200,265		208,505
0.00%, 10/25/2035 PO	28,430		20,034
5.50%, 10/25/2035 IO	413,871		35,893
0.00%, 11/25/2035 PO	24,071		15,059
Credit Suisse Mortgage Capital Certificates
6.00%, 01/27/2038 (Acquired 10/28/2013, Cost $212,414) (2)	209,191		212,724
CSAIL 2015-C4 Commercial Mortgage Trust
3.54%, 11/15/2048	7,500,000		7,875,997
3.81%, 11/15/2048	1,971,000		2,112,023
CSMC Series 2010-11R
1.44%, 06/28/2047 (Acquired 10/28/2013, Cost $4,562,033) (2)	4,738,519		4,494,565
CSMC Series 2010-17R
2.53%, 06/26/2036 (Acquired 10/28/2013, Cost $280,426) (2)	275,012		276,352
CSMC Series 2011-16R
3.50%, 12/27/2036 (Acquired 10/28/2013, Cost $493,562) (2)	489,079		489,284
CSMC Series 2011-6R
2.91%, 07/28/2036 (Acquired 10/28/2013, Cost $180,592) (2)	182,223		183,000
CSMC Series 2012-2R
2.76%, 03/27/2047 (Acquired 10/28/2013, Cost $322,690) (2)	331,568		326,799
CSMC Series 2012-3R
2.40%, 07/27/2037 (Acquired 10/28/2013, Cost $479,180) (2)	479,927		471,524
CSMC Trust 2010-16
4.25%, 06/25/2050 (Acquired 10/28/2013, Cost $190,444) (2)	192,024		192,009
CSMC Trust 2014-USA
3.95%, 09/15/2037 (Acquired 09/22/2014, Cost $1,211,410) (2)	1,145,000		1,206,906
DBUBS 2011-LC2 Mortgage Trust
1.36%, 07/10/2044 IO (Acquired 10/28/2013, Cost $219,573) (2)	3,730,226		129,175
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust Series 2005-1
5.85%, 02/25/2020	77,046		77,968
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust Series 2005-3
5.00%, 06/25/2020	104,741		104,582
Deutsche Mortgage Sec, Inc. Mort Loan Tr Ser 2004-1
0.00%, 10/25/2018 PO	2,966		2,910
Deutsche Mortgage Securities, Inc. Mortgage Loan Trust 2004-4
6.00%, 04/25/2034	2,423		2,458

Fannie Mae Grantor Trust 1999-T2
7.50%, 01/19/2039	130,105	149,088
Fannie Mae Grantor Trust 2001-T3
7.50%, 11/25/2040	178,672	211,322
Fannie Mae Grantor Trust 2002-T16
7.00%, 07/25/2042	186,870	223,791
Fannie Mae Grantor Trust 2004-T1
6.50%, 01/25/2044	52,517	60,014
Fannie Mae Grantor Trust 2004-T2
3.57%, 07/25/2043	234,986	243,682
7.50%, 11/25/2043	395,207	473,172
Fannie Mae Grantor Trust 2004-T3
9.01%, 01/25/2044	51,767	46,682
6.50%, 02/25/2044	554,577	629,349
7.00%, 02/25/2044	219,522	261,361
Fannie Mae Interest Strip
10.00%, 09/25/2017 IO	59	3
4.50%, 07/25/2018 IO	33,747	1,203
4.50%, 08/25/2018 IO	46,158	1,252
5.50%, 08/25/2018 IO	24,796	917
10.50%, 03/25/2019 IO	88	8
4.50%, 11/25/2020 IO	8,006	397
7.50%, 04/25/2023 IO	1,848	356
9.00%, 03/25/2024	1,368	1,660
0.00%, 09/25/2024 PO	143,116	132,255
0.00%, 01/25/2033 PO	19,150	18,505
5.00%, 12/25/2033 IO	24,348	4,646
5.50%, 05/25/2036 IO	104,107	20,876
5.50%, 08/25/2036 IO	69,612	14,346
5.50%, 04/25/2037 IO	28,872	5,246
6.00%, 01/25/2038 IO	70,688	12,637
0.93%, 08/25/2042	1,188,189	1,169,001
0.98%, 08/25/2042	3,398,454	3,459,236
Fannie Mae Pool
6.00%, 06/01/2016	80	80
1.94%, 01/01/2017	485,936	485,764
5.50%, 03/01/2017	2,615	2,646
6.50%, 03/01/2017	1,058	1,070
7.00%, 03/01/2017	504	508
7.00%, 03/01/2017	1,069	1,077
7.50%, 03/01/2017	113	113
5.24%, 05/01/2017	881,925	907,701
7.00%, 05/01/2017	1,007	1,026
7.00%, 06/01/2017	638	644
7.00%, 06/01/2017	685	691
3.39%, 08/01/2017	274,000	280,916
6.00%, 08/01/2017	976	983
6.50%, 08/01/2017	1,246	1,272
5.50%, 09/01/2017	3,243	3,298
7.00%, 09/01/2017	1,321	1,352
2.49%, 10/01/2017	452,294	459,187
2.62%, 10/01/2017	599,000	609,098
2.69%, 10/01/2017	387,582	394,375
5.90%, 10/01/2017	2,260,799	2,399,645
6.50%, 10/01/2017	1,341	1,352
6.00%, 11/01/2017	15,467	15,702
6.00%, 11/01/2017	1,918	1,952
6.50%, 11/01/2017	467	468
7.00%, 11/01/2017	166	167
3.38%, 01/01/2018	1,032,000	1,062,626
3.52%, 01/01/2018	628,630	648,696
3.63%, 01/01/2018	310,000	320,442
5.50%, 02/01/2018	13,597	13,991
5.50%, 02/01/2018	23,085	23,620
3.80%, 03/01/2018	571,504	594,104
6.00%, 03/01/2018	4,108	4,164
6.50%, 03/01/2018	1,073	1,075
5.00%, 04/01/2018	9,215	9,526
4.50%, 05/01/2018	4,935	5,102
5.00%, 05/01/2018	13,943	14,432
5.00%, 05/01/2018	28,947	29,914
6.00%, 05/01/2018	3,785	3,893
9.00%, 05/01/2018	450	455
3.64%, 06/01/2018	691,729	721,393
3.74%, 06/01/2018	1,922,238	1,996,866
4.50%, 06/01/2018	6,898	7,133
5.00%, 06/01/2018	5,888	6,084
5.00%, 06/01/2018	30,919	32,001
5.00%, 06/01/2018	22,615	23,359
5.00%, 07/01/2018	35,989	37,281
4.50%, 08/01/2018	6,915	7,150
5.00%, 08/01/2018	19,349	19,965
5.00%, 09/01/2018	26,004	26,916
4.50%, 10/01/2018	14,904	15,411
5.00%, 10/01/2018	16,003	16,543
5.00%, 10/01/2018	16,553	17,126
4.50%, 11/01/2018	27,503	28,463
5.00%, 11/01/2018	16,080	16,607
5.00%, 11/01/2018	4,168	4,336
5.00%, 11/01/2018	36,319	37,734
6.07%, 11/01/2018	585,311	611,226
3.04%, 12/01/2018	1,238,000	1,287,742
5.00%, 12/01/2018	79,769	82,439
5.00%, 12/01/2018	260	269
9.50%, 12/01/2018	926	983
1.88%, 01/01/2019	381	395
6.00%, 01/01/2019	7,508	7,659
0.98%, 02/01/2019	4,708,621	4,697,992
2.12%, 03/01/2019	959	980
4.50%, 03/01/2019	21,139	21,877
6.00%, 03/01/2019	18,571	19,011
2.14%, 04/01/2019	1,984,661	2,023,917
3.50%, 04/01/2019	20,746	21,915
5.00%, 04/01/2019	69,998	73,311
5.00%, 04/01/2019	1,461	1,509
10.50%, 04/15/2019	3,838	4,150
2.19%, 05/01/2019	959,124	979,752
4.50%, 05/01/2019	6,010	6,232
2.45%, 06/01/2019	1,600,663	1,646,650
2.48%, 06/01/2019	2,897,571	2,990,140
4.50%, 06/01/2019	45,156	46,809
1.94%, 07/01/2019	1,301,931	1,321,986
2.20%, 07/01/2019	726,867	743,180
2.37%, 07/01/2019	1,548,000	1,602,562
5.50%, 07/01/2019	55,952	58,314
6.00%, 07/01/2019	4,046	4,121
2.03%, 08/01/2019	239,717	246,472
2.63%, 08/01/2019	116	116
5.50%, 08/01/2019	61,725	64,448
5.00%, 09/01/2019	1,865	1,937
5.50%, 09/01/2019	45,887	48,251
9.00%, 09/01/2019	145	146
5.00%, 10/01/2019	13,676	14,303
6.00%, 10/01/2019	16,520	17,061
4.13%, 11/01/2019	877,000	953,696
4.24%, 11/01/2019	346,221	376,628
4.50%, 11/01/2019	10,171	10,557
4.50%, 11/01/2019	18,176	18,801
4.50%, 11/01/2019	41,595	43,029
1.47%, 12/01/2019	810,561	811,120
1.69%, 12/01/2019	1,032,000	1,040,321
4.18%, 12/01/2019	466,233	506,928
4.26%, 12/01/2019	936,599	1,021,001
4.50%, 12/01/2019	31,596	32,777
4.51%, 12/01/2019	2,009,512	2,199,420
4.28%, 01/01/2020	1,854,354	2,005,956
4.50%, 01/01/2020	5,904,064	6,112,488
4.54%, 01/01/2020	329,898	362,068
5.50%, 01/01/2020	121,140	126,439
4.37%, 02/01/2020	1,137,875	1,247,438
4.40%, 02/01/2020	6,347,000	6,995,985
4.40%, 02/01/2020	289,000	318,342
5.50%, 03/01/2020	20,551	21,251
6.00%, 03/01/2020	12,337	12,930
4.00%, 04/01/2020	7,740	7,907
4.35%, 04/01/2020	1,470,303	1,618,033
4.38%, 04/01/2020	1,655,811	1,820,101
2.01%, 06/01/2020	9,288,000	9,460,140
5.50%, 06/01/2020	150,437	155,246
5.50%, 06/01/2020	38,428	40,260
3.74%, 07/01/2020	564,438	609,850
3.93%, 07/01/2020	1,466,221	1,595,838
3.95%, 07/01/2020	705,116	770,656
3.95%, 07/01/2020	826,000	899,582
4.07%, 07/01/2020	3,120,734	3,411,484
5.50%, 07/01/2020	34,646	35,775
3.89%, 08/01/2020	1,214,306	1,322,969
3.96%, 08/01/2020	979,040	1,069,656
4.30%, 08/01/2020	472,560	522,473
6.50%, 08/01/2020	5,647	5,937
3.43%, 09/01/2020	940,760	1,009,832
3.60%, 09/01/2020	189,361	204,605
3.85%, 09/01/2020	1,708,185	1,860,895
0.93%, 10/01/2020	1,955,168	1,955,756
3.29%, 10/01/2020	793,192	847,202
3.36%, 10/01/2020	820,678	879,123
3.50%, 10/01/2020	1,135,870	1,223,551
3.54%, 10/01/2020	991,000	1,063,627
3.59%, 10/01/2020	1,503,396	1,625,772
3.92%, 10/01/2020	692,169	755,535
3.23%, 11/01/2020	584,077	621,675
3.27%, 11/01/2020	780,965	834,195
3.35%, 11/01/2020	641,296	685,643
2.00%, 12/01/2020	1,548,000	1,576,108
3.48%, 12/01/2020	873,825	935,802
3.54%, 12/01/2020	857,191	922,319
3.70%, 12/01/2020	376,005	407,526
3.83%, 12/01/2020	897,252	977,558
3.56%, 01/01/2021	2,106,490	2,276,910
3.77%, 01/01/2021	1,186,961	1,289,579
3.87%, 01/01/2021	1,173,111	1,277,246
3.93%, 01/01/2021	400,610	437,140
4.05%, 01/01/2021	482,000	529,706
4.28%, 01/01/2021	707,579	781,434
4.45%, 01/01/2021	422,112	468,753
4.64%, 01/01/2021	1,259,446	1,406,217
4.33%, 02/01/2021	494,572	547,971
4.16%, 03/01/2021	1,715,436	1,888,424
6.00%, 03/01/2021	44,144	47,365
8.00%, 03/01/2021	73	74
4.25%, 04/01/2021	1,032,000	1,146,081
4.25%, 04/01/2021	784,000	870,666
4.30%, 04/01/2021	297,716	330,200
4.33%, 04/01/2021	722,459	798,286
6.00%, 04/01/2021	94,363	97,558
6.00%, 04/01/2021	15,871	16,954
4.36%, 05/01/2021	1,509,673	1,680,722
4.39%, 05/01/2021	759,563	845,901
3.97%, 06/01/2021	631,097	692,862
4.02%, 06/01/2021	691,000	762,477
4.10%, 06/01/2021	679,529	749,613
4.19%, 06/01/2021	545,810	603,806
4.24%, 06/01/2021	1,706,582	1,892,201
4.26%, 06/01/2021	722,679	794,819
4.30%, 06/01/2021	1,251,007	1,397,580
4.34%, 06/01/2021	1,858,000	2,076,485
4.48%, 06/01/2021	929,000	1,043,652
3.86%, 07/01/2021	957,637	1,046,841
3.89%, 07/01/2021	913,000	1,000,638
3.94%, 07/01/2021	1,032,000	1,134,719
3.99%, 07/01/2021	533,335	586,157
4.06%, 07/01/2021	998,000	1,101,421
4.26%, 07/01/2021	2,252,000	2,503,938
4.31%, 07/01/2021	932,907	1,041,395
6.00%, 07/01/2021	8,315	8,707
4.05%, 08/01/2021	178,550	196,927
4.13%, 08/01/2021	780,112	862,123
4.50%, 08/01/2021	2,838,000	3,197,714
6.00%, 08/01/2021	103,847	109,744
3.77%, 09/01/2021	2,776,000	3,026,969
3.78%, 09/01/2021	728,819	795,244
3.85%, 09/01/2021	862,897	944,550
3.88%, 09/01/2021	1,722,005	1,883,866
3.89%, 09/01/2021	1,445,000	1,584,303
3.92%, 09/01/2021	656,327	720,799
3.31%, 10/01/2021	1,685,261	1,804,957
3.40%, 10/01/2021	349,700	376,036
4.07%, 10/01/2021	1,793,072	1,980,143
0.81%, 11/01/2021	609,000	609,241
3.43%, 11/01/2021	993,421	1,068,091
5.00%, 11/01/2021	181,062	189,115
3.03%, 12/01/2021	954,086	1,009,223
3.31%, 12/01/2021	385,372	412,775
3.42%, 12/01/2021	5,105,606	5,552,450
3.83%, 12/01/2021	1,548,000	1,702,583
6.00%, 12/01/2021	46,870	50,118
2.97%, 01/01/2022	764,879	807,054
3.03%, 01/01/2022	882,381	932,908
3.09%, 01/01/2022	1,336,584	1,418,458
3.12%, 01/01/2022	1,238,000	1,316,968
3.20%, 01/01/2022	826,000	881,313
2.99%, 02/01/2022	286,979	303,207
3.06%, 02/01/2022	863,000	916,617
3.09%, 02/01/2022	1,098,734	1,166,402
3.14%, 02/01/2022	479,165	509,435
1.23%, 03/01/2022	949,588	950,225
2.75%, 03/01/2022	959,959	1,003,536
3.08%, 03/01/2022	420,670	446,512
3.14%, 03/01/2022	298,206	317,173
3.21%, 03/01/2022	310,000	331,604
2.70%, 04/01/2022	1,629,996	1,699,331
3.08%, 04/01/2022	992,127	1,054,460
3.73%, 04/01/2022	2,432,896	2,663,285
6.50%, 04/01/2022	34,760	37,462
2.77%, 05/01/2022	1,651,000	1,729,005
2.86%, 05/01/2022	1,446,780	1,521,460
2.90%, 05/01/2022	964,782	1,015,579
2.94%, 05/01/2022	1,060,391	1,118,475
3.02%, 05/01/2022	669,383	709,004
3.10%, 05/01/2022	787,663	837,881
3.12%, 05/01/2022	966,179	1,028,448
6.50%, 05/01/2022	7,737	8,844
2.60%, 06/01/2022	857,455	889,782
2.76%, 06/01/2022	1,605,000	1,681,523
2.67%, 07/01/2022	624,000	650,280
2.69%, 07/01/2022	1,010,764	1,054,002
2.71%, 07/01/2022	1,000,000	1,044,171
2.82%, 07/01/2022	1,101,557	1,156,311
2.65%, 08/01/2022	1,032,000	1,074,270
2.47%, 09/01/2022	385,485	397,272
4.03%, 09/01/2022	1,218,444	1,364,261
2.39%, 10/01/2022	656,643	676,374
2.52%, 10/01/2022	985,645	1,018,503
2.57%, 10/01/2022	609,518	631,570
2.64%, 10/01/2022	679,017	706,104
2.37%, 11/01/2022	484,263	498,223
2.38%, 11/01/2022	876,588	902,334
2.41%, 11/01/2022	607,162	623,564
2.44%, 11/01/2022	834,706	858,694
2.45%, 11/01/2022	1,401,000	1,441,316
2.47%, 11/01/2022	516,000	531,400
2.55%, 11/01/2022	405,601	419,805
2.55%, 11/01/2022	1,269,749	1,314,214
7.50%, 11/01/2022	2,383	2,576
2.24%, 12/01/2022	655,818	669,664
2.28%, 12/01/2022	1,040,844	1,065,268
2.32%, 12/01/2022	386,540	396,550
2.34%, 12/01/2022	2,394,988	2,459,502
2.38%, 12/01/2022	504,197	518,954
2.39%, 12/01/2022	1,071,622	1,103,631
2.40%, 12/01/2022	1,632,000	1,674,176
2.42%, 12/01/2022	1,188,624	1,221,258
2.66%, 12/01/2022	1,500,000	1,593,818
6.50%, 12/01/2022	34,707	39,673
0.78%, 01/01/2023	4,396,856	4,394,548
0.82%, 01/01/2023	781,537	786,791
2.15%, 01/01/2023	494,644	502,443
2.33%, 01/01/2023	1,737,684	1,783,268
2.34%, 01/01/2023	1,388,590	1,425,859
2.37%, 01/01/2023	1,116,934	1,148,914
2.45%, 01/01/2023	742,139	763,719
2.51%, 01/01/2023	949,000	970,289
2.60%, 01/01/2023	782,422	812,065
0.81%, 02/01/2023	1,135,000	1,138,803
2.40%, 02/01/2023	1,465,000	1,502,311
2.45%, 02/01/2023	1,290,000	1,317,007
6.00%, 02/01/2023	378,477	417,126
2.49%, 03/01/2023	811,799	837,149
2.50%, 04/01/2023	1,445,000	1,494,493
2.64%, 04/01/2023	358,141	372,549
2.70%, 04/01/2023	639,408	663,643
2.52%, 05/01/2023	3,302,000	3,401,017
2.54%, 05/01/2023	310,000	318,236
5.00%, 05/01/2023	31,975	34,234
2.42%, 06/01/2023	912,876	937,224
2.76%, 06/01/2023	1,921,127	2,012,831
2.77%, 06/01/2023	929,000	965,377
2.64%, 07/01/2023	413,000	424,863
3.67%, 07/01/2023	4,850,000	5,309,890
3.74%, 07/01/2023	568,000	623,840
3.59%, 08/01/2023	1,135,000	1,233,419
4.18%, 09/01/2023	1,424,179	1,603,438
3.76%, 10/01/2023	981,611	1,080,223
3.38%, 12/01/2023	2,500,000	2,694,350
3.50%, 12/01/2023	2,234,000	2,426,932
3.45%, 01/01/2024	1,800,000	1,948,238
6.00%, 01/01/2024	294,835	324,456
6.00%, 01/01/2024	103,250	114,105
7.00%, 01/01/2024	657	747
6.50%, 02/01/2024	144,217	158,353
10.00%, 02/01/2024	697	700
0.80%, 05/01/2024	1,929,682	1,934,279
3.32%, 05/01/2024	2,500,000	2,726,471
8.00%, 05/01/2024	868	991
6.00%, 07/01/2024	69,484	77,841
6.50%, 07/01/2024	71,720	81,981
8.50%, 07/01/2024	1,789	2,093
5.00%, 08/01/2024	110,565	119,250
0.91%, 09/01/2024	3,766,268	3,775,865
7.50%, 10/01/2024	779	881
0.80%, 12/01/2024	5,000,000	5,012,677
2.90%, 12/01/2024	2,000,000	2,086,078
2.92%, 12/01/2024	1,000,000	1,044,822
3.08%, 12/01/2024	1,985,084	2,097,338
3.11%, 12/01/2024	2,500,000	2,648,368
2.93%, 01/01/2025	1,994,913	2,085,980
2.99%, 01/01/2025	1,580,000	1,659,144
3.64%, 01/01/2025	570,572	623,347
0.81%, 03/01/2025	3,912,907	3,921,328
2.70%, 04/01/2025	5,000,000	5,146,601
6.50%, 04/01/2025	10,575	12,088
2.68%, 05/01/2025	1,972,940	2,028,927
8.50%, 05/01/2025	82	82
5.50%, 07/01/2025	124,294	139,322
3.10%, 09/01/2025	5,000,000	5,292,034
3.77%, 12/01/2025	3,500,000	3,857,105
3.50%, 01/01/2026	640,450	680,217
7.00%, 04/01/2026	6,482	6,890
3.50%, 04/15/2026 (4)	7,520,000	7,941,826
6.00%, 07/01/2026	68,433	77,915
3.29%, 08/01/2026	1,500,000	1,596,586
3.29%, 08/01/2026	3,000,000	3,193,153
4.55%, 08/01/2026	1,063,530	1,228,907
4.76%, 08/01/2026	1,062,251	1,250,287
4.77%, 08/01/2026	675,753	795,596
6.50%, 08/01/2026	119,283	136,944
3.25%, 09/01/2026	1,500,000	1,592,717
3.24%, 10/01/2026	1,953,710	2,072,155
3.12%, 11/01/2026	1,000,000	1,051,350
3.29%, 11/01/2026	2,000,000	2,128,526
3.14%, 12/01/2026	1,957,025	2,060,036
3.24%, 12/01/2026	1,500,000	1,590,679
3.26%, 12/01/2026	1,000,000	1,062,573
4.66%, 12/01/2026	1,155,248	1,359,168
3.12%, 02/01/2027	1,497,824	1,574,811
3.34%, 02/01/2027	1,500,000	1,602,549
2.91%, 03/01/2027	10,000,000	10,317,831
3.50%, 03/01/2027	3,992,413	4,225,089
8.00%, 03/01/2027	8,152	9,317
3.00%, 04/01/2027	1,090,790	1,142,320
3.03%, 04/01/2027	1,500,000	1,563,097
3.00%, 04/15/2027 (4)	11,115,000	11,611,485
2.79%, 05/01/2027	2,000,000	2,041,277
2.81%, 05/01/2027	2,000,000	2,033,936
2.83%, 05/01/2027	8,000,000	8,187,388
3.00%, 05/01/2027	6,510,450	6,818,218
3.00%, 06/01/2027	2,000,000	2,077,003
8.00%, 06/01/2027	9,129	10,463
3.50%, 07/01/2027	4,957,275	5,252,901
6.00%, 07/01/2027	88,451	100,708
2.50%, 09/01/2027	824,080	849,997
2.55%, 09/01/2027	9,563	10,180
7.00%, 09/01/2027	1,316	1,544
6.00%, 11/01/2027	38,807	44,185
2.50%, 12/01/2027	1,930,166	1,990,852
6.00%, 12/01/2027	120,760	137,494
6.00%, 01/01/2028	186,099	211,886
2.50%, 03/01/2028	6,549,087	6,754,779
2.50%, 04/01/2028	7,749,945	7,993,327
2.50%, 04/15/2028 (4)	65,910,000	67,665,882
5.00%, 05/01/2028	42,944	47,475
8.00%, 06/01/2028	5,659	6,442
9.50%, 07/01/2028	1,459	1,586
3.00%, 08/01/2028	2,597,087	2,718,161
3.00%, 09/01/2028	3,725,966	3,905,558
8.00%, 09/01/2028	14,140	16,700
2.50%, 10/01/2028	867,829	895,029
6.00%, 10/01/2028	155,264	176,779
8.00%, 11/01/2028	43,315	53,191
3.00%, 12/01/2028	1,588,799	1,660,858
6.00%, 12/01/2028	4,821	5,489
6.00%, 01/01/2029	7,410	8,524
7.00%, 01/01/2029	9,470	10,577
3.76%, 03/01/2029	5,735	6,093
6.50%, 03/01/2029	24,220	27,650
4.50%, 08/01/2029	341,668	371,502
4.50%, 09/01/2029	387,435	421,265
6.00%, 09/01/2029	107,021	121,851
3.63%, 10/01/2029	1,475,536	1,564,285
6.50%, 11/01/2029	957,433	1,120,507
3.55%, 02/01/2030	1,500,000	1,579,873
8.50%, 02/01/2030	1,601	1,616
2.50%, 04/01/2030	3,678,224	3,789,374
3.03%, 04/01/2030	3,500,000	3,528,586
3.08%, 04/01/2030	2,000,000	2,037,345
2.50%, 05/01/2030	4,533,856	4,660,437
2.92%, 05/01/2030	4,000,000	4,259,237
2.94%, 05/01/2030	2,500,000	2,498,418
2.96%, 06/01/2030	2,041,992	2,059,978
3.13%, 06/01/2030	1,000,000	1,065,105
3.20%, 06/01/2030	1,000,000	1,030,063
3.30%, 07/01/2030	1,005,000	1,037,330
3.34%, 07/01/2030	1,500,000	1,550,138
3.39%, 09/01/2030	1,984,103	2,054,327
3.26%, 10/01/2030	5,214,217	5,410,490
3.00%, 11/01/2030	3,961,909	4,156,870
3.00%, 11/01/2030	3,955,931	4,154,387
9.00%, 12/01/2030	1,484	1,498
5.00%, 04/01/2031	207,012	233,538
6.50%, 08/01/2031	24,817	29,624
4.00%, 11/01/2031	9,281,901	10,004,716
6.50%, 02/01/2032	99,626	116,245
7.00%, 06/01/2032	5,824	6,249
3.50%, 07/01/2032	202,243	214,020
7.00%, 08/01/2032	2,758	2,947
5.50%, 11/01/2032	79,140	91,916
3.50%, 12/01/2032	581,950	616,692
5.00%, 12/01/2032	2,632	2,829
6.00%, 12/01/2032	39,003	45,360
6.00%, 12/01/2032	264,626	305,148
3.50%, 02/01/2033	982,330	1,040,266
5.50%, 02/01/2033	4,280	4,836
7.00%, 02/01/2033	1,846	2,005
5.50%, 03/01/2033	144,241	165,573
6.00%, 03/01/2033	9,587	11,086
6.00%, 03/01/2033	4,321	4,943
6.00%, 03/01/2033	6,961	7,938
6.00%, 03/01/2033	4,655	5,327
6.00%, 03/01/2033	8,322	9,490
5.50%, 04/01/2033	102,198	115,613
6.00%, 05/01/2033	33,300	38,886
3.50%, 06/01/2033	337,989	357,916
5.00%, 06/01/2033	29,327	32,931
7.00%, 06/01/2033	168,890	201,439
5.00%, 07/01/2033	27,551	30,778
5.00%, 07/01/2033	39,226	44,048
5.50%, 07/01/2033	29,119	32,944
2.33%, 08/01/2033	54,528	57,609
6.00%, 08/01/2033	15,434	17,950
2.21%, 09/01/2033	67,976	70,160
2.69%, 09/01/2033	28,274	30,053
5.50%, 09/01/2033	393,055	444,646
6.00%, 09/01/2033	16,201	18,161
6.00%, 09/01/2033	24,871	28,875
3.50%, 10/01/2033	18,596,645	19,669,097
4.50%, 10/01/2033	9,898,478	10,851,260
2.38%, 11/01/2033	52,198	55,407
4.50%, 11/01/2033	34,833	38,056
5.00%, 11/01/2033	87,065	96,786
5.00%, 11/01/2033	6,981,363	7,759,972
5.00%, 11/01/2033	9,738	10,824
5.50%, 11/01/2033	6,092	6,896
4.00%, 12/01/2033	91,869	98,315
5.50%, 12/01/2033	143,830	166,114
2.28%, 01/01/2034	3,554	3,561
2.55%, 01/01/2034	21,562	22,566
5.50%, 01/01/2034	13,112	15,090
5.50%, 03/01/2034	14,385	16,516
2.14%, 04/01/2034	18,225	18,627
5.00%, 04/01/2034	190,520	213,280
5.50%, 04/01/2034	1,762,651	1,995,224
5.00%, 05/01/2034	58,168	65,548
2.55%, 06/01/2034	81,802	86,564
2.33%, 07/01/2034	9,401	10,023
5.50%, 07/01/2034	848,670	961,193
1.86%, 08/01/2034	46,777	48,480
2.40%, 08/01/2034	34,427	36,357
2.50%, 08/01/2034	13,900	14,746
2.32%, 09/01/2034	9,136	9,615
4.50%, 09/01/2034	50,235	54,865
5.50%, 09/01/2034	1,039,870	1,177,993
2.25%, 10/01/2034	32,700	34,350
2.63%, 10/01/2034	69,822	73,824
5.50%, 10/01/2034	35,795	37,422
2.35%, 11/01/2034	19,270	20,352
2.49%, 11/01/2034	32,046	33,918
3.57%, 11/01/2034	1,456,301	1,530,125
3.61%, 11/01/2034	1,468,694	1,546,129
5.50%, 11/01/2034	116,281	131,539
6.00%, 11/01/2034	9,777	11,256
5.00%, 12/01/2034	526,847	585,563
5.00%, 12/01/2034	52,604	58,467
2.03%, 01/01/2035	494,453	515,346
2.45%, 01/01/2035	16,598	17,506
5.00%, 01/01/2035	45,159	50,079
7.50%, 01/01/2035	78,148	95,156
2.25%, 02/01/2035	34,702	36,003
5.00%, 02/01/2035	5,870,061	6,525,776
5.00%, 02/01/2035	5,987,306	6,654,973
5.50%, 02/01/2035	128,125	145,118
2.40%, 03/01/2035	78,071	82,335
7.50%, 03/01/2035	81,692	103,117
2.52%, 04/01/2035	87,611	92,182
3.45%, 04/01/2035	1,973,323	2,039,192
6.00%, 04/01/2035	180,919	208,569
2.05%, 05/01/2035	56,605	59,358
2.35%, 05/01/2035	10,739	11,353
3.12%, 06/01/2035	3,400,000	3,389,069
5.00%, 06/01/2035	1,078,288	1,197,785
2.37%, 07/01/2035	81,287	86,314
5.00%, 07/01/2035	5,077,201	5,642,889
5.00%, 07/01/2035	41,913	46,479
5.00%, 07/01/2035	5,820,560	6,464,488
2.14%, 08/01/2035	17,297	18,290
2.40%, 09/01/2035	42,776	45,463
5.00%, 09/01/2035	104,270	117,907
2.77%, 10/01/2035	101,959	108,465
5.00%, 10/01/2035	566,024	627,536
5.00%, 11/01/2035	209,839	232,262
5.50%, 12/01/2035	113,124	122,163
2.26%, 01/01/2036	195,721	205,873
2.58%, 01/01/2036	89,803	94,565
3.25%, 01/01/2036	3,909	3,964
5.00%, 01/01/2036	105,478	116,966
6.50%, 01/01/2036	547,086	646,063
3.04%, 02/01/2036	39,316	41,829
5.00%, 02/01/2036	82,232	91,164
6.00%, 02/01/2036	9,797	10,727
7.00%, 02/01/2036	60,294	71,388
3.06%, 03/01/2036	898,387	951,631
7.00%, 03/01/2036	2,285	2,433
5.50%, 04/01/2036	151,475	170,816
6.50%, 04/01/2036	1,077	1,092
2.51%, 05/01/2036	44,655	47,354
5.50%, 05/01/2036	194,184	219,751
5.50%, 05/01/2036	126,688	143,129
2.43%, 06/01/2036	49,528	52,487
2.58%, 06/01/2036	270,940	288,102
2.69%, 06/01/2036	81,878	86,874
2.52%, 07/01/2036	138,538	146,978
6.50%, 07/01/2036	11,402	13,439
2.37%, 08/01/2036	71,743	75,874
2.49%, 08/01/2036	283,097	301,075
2.75%, 08/01/2036	41,397	43,359
6.27%, 08/01/2036	81,093	84,419
6.50%, 08/01/2036	331,104	381,704
2.03%, 09/01/2036	406,714	420,280
2.12%, 09/01/2036	80,048	83,698
2.36%, 09/01/2036	89,038	94,102
2.54%, 09/01/2036	260,077	276,073
2.70%, 09/01/2036	102,688	108,228
5.50%, 09/01/2036	2,433,292	2,755,950
6.00%, 09/01/2036	677,751	774,737
2.51%, 10/01/2036	166,094	176,043
2.84%, 10/01/2036	169,774	180,670
2.84%, 10/01/2036	423,926	451,130
6.50%, 10/01/2036	87,550	101,148
2.74%, 11/01/2036	91,076	95,961
3.01%, 11/01/2036	82,870	87,173
5.50%, 11/01/2036	51,891	58,334
6.00%, 11/01/2036	102,070	116,512
2.72%, 12/01/2036	327,470	345,172
2.81%, 12/01/2036	193,761	205,283
7.00%, 12/01/2036	11,358	12,701
1.98%, 01/01/2037	116,165	120,743
2.75%, 01/01/2037	57,292	60,576
6.50%, 01/01/2037	239,459	273,705
7.50%, 01/01/2037	15,281	16,712
2.11%, 02/01/2037	151,781	157,292
2.67%, 02/01/2037	193,010	203,719
5.50%, 03/01/2037	928,310	1,044,617
6.00%, 03/01/2037	218,489	241,491
7.00%, 03/01/2037	25,748	31,284
2.43%, 04/01/2037	304,466	318,975
5.50%, 04/01/2037	297,125	336,302
7.00%, 04/01/2037	155,080	183,008
7.00%, 04/01/2037	39,564	45,218
5.50%, 05/01/2037	572,597	644,419
6.50%, 05/01/2037	8,853	9,156
7.50%, 05/01/2037	66,956	77,653
1.90%, 07/01/2037	150,157	156,179
2.41%, 07/01/2037	17,423	18,172
2.50%, 07/01/2037	437,634	463,263
2.58%, 07/01/2037	149,396	157,889
5.00%, 07/01/2037	1,447,649	1,609,514
3.11%, 08/01/2037	332,948	354,831
5.50%, 08/01/2037	3,749,267	4,245,914
6.50%, 08/01/2037	71,745	82,009
6.50%, 08/01/2037	45,207	53,014
2.21%, 09/01/2037	46,466	48,826
2.53%, 09/01/2037	11,303	11,590
2.56%, 09/01/2037	126,634	134,640
2.75%, 09/01/2037	14,659	15,012
6.00%, 09/01/2037	149,270	171,737
6.03%, 09/01/2037	33,600	35,243
7.00%, 09/01/2037	90,909	108,642
6.50%, 10/01/2037	164,477	191,183
7.50%, 10/01/2037	1,936	2,000
7.50%, 10/01/2037	314,578	373,108
2.27%, 11/01/2037	296,213	309,733
2.38%, 11/01/2037	101,864	107,621
7.50%, 11/01/2037	124,997	150,566
8.00%, 11/01/2037	16,730	18,800
2.59%, 12/01/2037	543,851	574,753
2.75%, 01/01/2038	60,084	63,416
5.50%, 01/01/2038	317,355	359,417
7.00%, 01/01/2038	30,949	33,443
8.00%, 01/01/2038	8,077	10,028
5.50%, 02/01/2038	374,327	423,956
6.00%, 04/01/2038	39,739	45,245
5.50%, 05/01/2038	70,493	77,900
6.00%, 05/01/2038	525,295	598,558
5.50%, 06/01/2038	305,114	342,794
5.50%, 06/01/2038	2,435,039	2,741,355
5.50%, 09/01/2038	1,688,323	1,909,458
7.00%, 09/01/2038	94,720	110,762
6.50%, 10/01/2038	728,132	845,842
6.50%, 10/01/2038	187,307	217,383
7.00%, 10/01/2038	160,322	200,434
6.00%, 11/01/2038	111,486	129,490
7.00%, 11/01/2038	115,203	141,475
7.50%, 11/01/2038	77,096	92,130
7.00%, 12/01/2038	321,152	375,419
5.00%, 01/01/2039	4,916,519	5,435,214
7.00%, 01/01/2039	512,819	618,705
7.50%, 04/01/2039	354,350	463,883
5.50%, 06/01/2039	35,032	38,139
5.00%, 09/01/2039	245,307	271,588
5.50%, 09/01/2039	141,852	159,916
4.50%, 11/01/2039	53,431	58,269
5.50%, 12/01/2039	161,927	182,630
6.00%, 12/01/2039	2,811,146	3,202,416
4.00%, 07/01/2040	9,588,304	10,252,734
4.00%, 08/01/2040	365,870	392,140
4.50%, 08/01/2040	5,382,105	5,880,628
4.50%, 08/01/2040	617,631	674,416
4.50%, 08/01/2040	8,953,958	9,767,283
4.50%, 08/01/2040	7,562,983	8,252,952
5.00%, 08/01/2040	1,429,481	1,583,378
5.00%, 08/01/2040	670,785	748,979
4.00%, 09/01/2040	2,520,087	2,700,802
6.00%, 10/01/2040	3,556,735	4,053,287
4.00%, 11/01/2040	1,806,614	1,936,255
4.50%, 11/01/2040	8,028,951	8,777,215
3.50%, 12/01/2040	201,913	212,189
4.00%, 12/01/2040	2,490,227	2,668,943
4.00%, 12/01/2040	421,006	451,278
4.50%, 12/01/2040	3,259,777	3,557,121
4.50%, 12/01/2040	11,040,687	12,047,196
4.00%, 01/01/2041	502,626	538,676
4.00%, 01/01/2041	1,002,767	1,074,548
4.00%, 01/01/2041	2,199,400	2,357,549
4.00%, 01/01/2041	2,008,131	2,152,199
4.00%, 01/01/2041	2,942,406	3,154,027
4.00%, 01/01/2041	1,158,809	1,242,189
4.00%, 01/01/2041	3,252,850	3,486,532
3.50%, 02/01/2041	16,727,512	17,578,886
4.00%, 02/01/2041	2,742,423	2,939,331
4.00%, 02/01/2041	111,325	119,286
4.50%, 03/01/2041	2,177,389	2,376,149
4.50%, 04/01/2041	1,958,369	2,137,584
3.50%, 04/15/2041 (4)	22,630,000	23,732,771
4.00%, 04/15/2041 (4)	34,055,000	36,396,438
4.50%, 04/15/2041 (4)	35,745,000	38,893,087
5.50%, 04/15/2041 (4)	6,000,000	6,729,728
4.50%, 05/01/2041	3,547,084	3,859,613
4.50%, 05/01/2041	139,605	152,855
4.50%, 05/01/2041	343,291	375,805
4.50%, 07/01/2041	143,807	157,456
4.50%, 07/01/2041	529,113	579,332
4.00%, 09/01/2041	577,113	618,602
4.50%, 09/01/2041	112,883	123,597
4.00%, 10/01/2041	1,426,823	1,529,249
4.00%, 10/01/2041	1,985,083	2,128,099
3.50%, 11/01/2041	7,503,551	7,885,748
3.50%, 11/01/2041	712,769	749,218
4.50%, 11/01/2041	2,091,081	2,285,528
3.50%, 12/01/2041	940,202	988,188
4.00%, 12/01/2041	2,919,825	3,129,938
4.00%, 12/01/2041	2,838,580	3,047,964
4.00%, 12/01/2041	4,420,817	4,738,834
4.00%, 01/01/2042	6,620,342	7,134,386
4.50%, 01/01/2042	5,041,452	5,498,482
4.50%, 01/01/2042	40,107	44,059
3.50%, 02/01/2042	876,372	921,190
4.00%, 03/01/2042	299,901	313,405
3.00%, 05/01/2042	914,723	940,710
3.50%, 05/01/2042	13,845,759	14,553,851
5.00%, 05/01/2042	4,886,402	5,428,486
3.50%, 06/01/2042	3,234,502	3,398,742
3.50%, 07/01/2042	1,946,658	2,046,215
3.50%, 07/01/2042	7,104,325	7,467,180
4.00%, 07/01/2042	799,818	860,973
4.00%, 07/01/2042	649,409	699,066
4.00%, 07/01/2042	737,818	794,222
4.00%, 07/01/2042	1,360,636	1,464,074
3.50%, 09/01/2042	1,597,612	1,679,064
3.00%, 10/01/2042	8,355,929	8,593,680
3.50%, 10/01/2042	708,465	744,641
3.50%, 10/01/2042	1,245,075	1,308,571
4.50%, 10/01/2042	297,748	325,949
3.00%, 11/01/2042	2,965,654	3,050,037
3.50%, 11/01/2042	4,717,162	4,965,689
3.50%, 11/01/2042	11,884,753	12,492,600
3.00%, 12/01/2042	1,947,169	2,002,572
3.00%, 12/01/2042	184,820	190,079
3.00%, 01/01/2043	2,397,299	2,458,408
3.00%, 01/01/2043	2,573,566	2,646,792
3.00%, 01/01/2043	2,691,809	2,768,400
3.00%, 01/01/2043	1,601,994	1,647,576
3.50%, 01/01/2043	1,919,385	2,017,527
3.50%, 01/01/2043	1,265,119	1,329,636
3.00%, 02/01/2043	1,318,550	1,352,054
3.50%, 02/01/2043	125,148	131,547
3.50%, 02/01/2043	123,285	129,587
3.50%, 03/01/2043	2,479,435	2,610,935
3.50%, 03/01/2043	872,792	917,289
3.00%, 04/01/2043	4,439,639	4,565,596
3.00%, 04/01/2043	2,000,099	2,056,898
3.00%, 04/01/2043	669,152	688,188
3.00%, 04/01/2043	483,650	497,335
3.50%, 04/01/2043	3,250,322	3,422,538
3.50%, 04/01/2043	7,951,204	8,355,660
3.00%, 05/01/2043	9,260,677	9,523,662
3.00%, 05/01/2043	17,413,968	17,908,046
3.00%, 05/01/2043	207,732	213,610
3.50%, 05/01/2043	3,170,504	3,332,170
3.50%, 05/01/2043	159,460	168,302
3.50%, 05/01/2043	2,454,471	2,579,356
3.50%, 05/01/2043	1,202,290	1,263,649
3.00%, 06/01/2043	1,278,887	1,315,171
3.00%, 06/01/2043	351,570	361,532
3.00%, 06/01/2043	875,867	900,650
3.00%, 06/01/2043	176,922	181,937
3.00%, 06/01/2043	10,688,369	10,990,792
3.00%, 06/01/2043	1,169,557	1,202,562
3.00%, 06/01/2043	138,725	142,661
3.50%, 06/01/2043	2,839,443	2,984,015
3.00%, 07/01/2043	2,289,943	2,354,680
3.00%, 07/01/2043	703,060	722,935
3.00%, 07/01/2043	534,702	549,845
3.00%, 07/01/2043	168,421	173,174
3.00%, 07/01/2043	1,653,430	1,700,213
3.00%, 07/01/2043	119,705	123,095
3.00%, 07/01/2043	143,920	147,985
3.00%, 07/01/2043	5,067,045	5,210,416
3.00%, 07/01/2043	711,073	731,193
3.50%, 07/01/2043	15,812,286	16,653,244
4.00%, 07/01/2043	1,700,207	1,830,162
3.00%, 08/01/2043	5,971,732	6,141,603
3.00%, 08/01/2043	2,345,386	2,411,571
3.00%, 08/01/2043	1,621,204	1,667,323
3.00%, 08/01/2043	5,171,878	5,317,951
3.00%, 08/01/2043	2,176,530	2,238,836
3.00%, 08/01/2043	2,669,295	2,744,686
3.00%, 09/01/2043	101,429	104,283
3.00%, 09/01/2043	3,871,942	3,981,202
3.00%, 09/01/2043	2,642,337	2,716,901
3.00%, 09/01/2043	150,636	154,689
5.00%, 09/01/2043	2,717,868	3,004,604
2.50%, 10/01/2043	3,291,490	3,281,134
3.00%, 10/01/2043	96,439	99,034
3.00%, 10/01/2043	149,225	153,471
3.00%, 10/01/2043	142,714	146,745
4.00%, 11/01/2043	8,582,536	9,172,010
4.00%, 12/01/2043	360,206	384,946
4.00%, 12/01/2043	4,065,285	4,389,139
4.00%, 09/01/2044	3,318,976	3,546,932
3.00%, 04/01/2045	12,294,445	12,625,275
3.50%, 04/01/2045	18,841,080	19,768,337
3.50%, 07/01/2045	3,901,218	4,115,373
4.00%, 07/01/2045	14,322,818	15,353,830
4.00%, 08/01/2045	5,439,539	5,831,113
4.00%, 08/01/2045	3,594,883	3,864,703
4.00%, 09/01/2045	3,615,589	3,886,957
4.00%, 09/01/2045	3,609,734	3,880,664
3.50%, 10/01/2045	5,989,597	6,319,306
4.00%, 10/01/2045	238,321	256,209
4.00%, 10/01/2045	6,394,235	6,854,548
4.00%, 10/01/2045	6,918,699	7,437,988
3.50%, 11/01/2045	6,021,265	6,325,489
3.50%, 11/01/2045	5,914,182	6,213,037
3.50%, 11/01/2045	4,929,419	5,172,019
4.00%, 11/01/2045	5,854,457	6,293,880
4.00%, 11/01/2045	2,142,163	2,302,951
4.00%, 12/01/2045	5,982,741	6,431,798
3.50%, 01/01/2046	5,976,160	6,305,493
3.50%, 01/01/2046	6,010,685	6,310,135
3.50%, 01/01/2046	17,534,797	18,397,766
3.50%, 01/01/2046	10,010,790	10,510,064
3.50%, 02/01/2046	0	0
6.00%, 11/01/2048	66,494	73,559

Fannie Mae REMIC Trust 2003-W1
5.70%, 12/25/2042	162,545	186,740
6.35%, 12/25/2042	42,712	50,349
Fannie Mae REMIC Trust 2003-W4
6.32%, 10/25/2042	25,410	29,770
Fannie Mae REMIC Trust 2004-W10
5.75%, 08/25/2034	702,000	800,566
Fannie Mae REMIC Trust 2004-W11
6.00%, 05/25/2044	132,953	157,873
Fannie Mae REMIC Trust 2004-W6
5.50%, 07/25/2034	41,957	42,280
Fannie Mae REMIC Trust 2005-W1
6.50%, 10/25/2044	244,616	289,086
Fannie Mae REMIC Trust 2006-W3
6.00%, 09/25/2046	240,705	270,520
Fannie Mae REMIC Trust 2007-W1
6.34%, 08/25/2047	34,147	38,880
Fannie Mae REMIC Trust 2007-W3
6.75%, 04/25/2037	73,923	82,943
Fannie Mae REMIC Trust 2007-W5
0.00%, 06/25/2037 PO	76,703	70,340
Fannie Mae REMIC Trust 2007-W7
36.58%, 07/25/2037	55,109	87,720
Fannie Mae REMIC Trust 2009-W1
6.00%, 12/25/2049	1,241,301	1,432,100

Fannie Mae REMICS
0.64%, 10/25/2016 IO	483,892	1,458
6.00%, 12/25/2016	2,584	2,618
6.00%, 12/25/2016	75	76
6.00%, 12/25/2016	2,878	2,926
6.00%, 12/25/2016	14,869	15,114
6.00%, 02/25/2017	5,811	5,919
6.00%, 02/25/2017	5,837	5,875
0.93%, 03/25/2017	336	337
6.00%, 03/25/2017	1,350	1,356
6.00%, 03/25/2017	1,835	1,841
6.00%, 04/25/2017	13,659	13,958
6.00%, 04/25/2017	10,316	10,405
6.00%, 04/25/2017	1,093	1,098
18.28%, 05/25/2017	8,365	9,091
6.00%, 06/25/2017	6,576	6,648
5.50%, 09/25/2017	14,059	14,250
5.00%, 10/25/2017	5,218	5,316
5.00%, 05/25/2018	18,224	18,718
4.75%, 09/25/2018	93,082	96,141
4.00%, 04/25/2019	23,356	23,990
8.00%, 07/25/2019	6,222	6,645
8.00%, 10/25/2019	2,317	2,488
4.00%, 11/25/2019	25,501	26,150
8.50%, 11/25/2019	1,215	1,318
9.00%, 11/25/2019	943	1,020
9.40%, 11/25/2019	1,057	1,144
7.50%, 12/25/2019	2,527	2,694
8.50%, 01/25/2020	269	292
8.80%, 01/25/2020	693	751
7.00%, 05/25/2020	297	321
5.50%, 06/25/2020	298	314
9.50%, 06/25/2020	484	531
7.00%, 07/25/2020	2,706	2,884
5.50%, 08/25/2020	323	341
6.50%, 08/25/2020	3,459	3,669
505.00%, 08/25/2020	6	52
1118.04%, 08/25/2020 IO	7	69
6.50%, 09/25/2020	1,577	1,671
7.00%, 09/25/2020	535	574
9.00%, 10/25/2020	1,901	2,077
20.95%, 11/25/2020	263	382
652.15%, 12/25/2020 IO	14	170
7.00%, 01/25/2021	613	657
908.50%, 02/25/2021 IO	1	6
5.00%, 03/25/2021	655	692
7.00%, 03/25/2021	23,511	25,298
16.92%, 05/25/2021	490	612
8.50%, 06/25/2021	595	662
8.75%, 06/25/2021	2,553	2,834
1036.37%, 06/25/2021	20	229
6.50%, 07/25/2021	1,409	1,507
6.50%, 09/25/2021	131,617	145,594
14.67%, 09/25/2021	1,596	1,878
8.75%, 10/25/2021	4,563	4,977
25.73%, 12/25/2021	744	1,013
6.00%, 02/25/2022	137,086	150,941
6.50%, 02/25/2022	21,150	23,434
0.00%, 03/25/2022 PO	54,502	52,072
7.50%, 06/25/2022	116	129
7.00%, 07/25/2022	1,970	2,143
7.50%, 07/25/2022	21,963	24,426
8.00%, 07/25/2022	14,183	14,671
8.00%, 07/25/2022	22,790	25,388
1184.78%, 07/25/2022 IO	8	170
6.00%, 08/25/2022	3,779	4,045
6.00%, 08/25/2022	5,998	6,088
6.50%, 08/25/2022	5,015	5,403
0.45%, 09/25/2022	2,058	2,057
5.50%, 09/25/2022	3,291	3,516
6.00%, 09/25/2022	162,266	179,485
7.50%, 09/25/2022	21,128	23,011
7.75%, 09/25/2022	10,032	11,163
8.00%, 09/25/2022	27,616	30,695
0.00%, 10/25/2022 PO	2,852	2,744
1.36%, 10/25/2022	1,871	1,897
7.00%, 10/25/2022	3,949	4,338
7.50%, 10/25/2022	13,684	15,394
7.90%, 01/25/2023	13,958	15,804
6.50%, 02/25/2023	5,582	6,208
7.00%, 02/25/2023	57,789	64,376
15.50%, 02/25/2023	2,398	3,351
5.50%, 03/25/2023	283,404	309,371
6.50%, 03/25/2023	4,319	4,759
7.00%, 03/25/2023	37,212	41,152
7.50%, 03/25/2023	13,355	14,815
7.70%, 03/25/2023	6,098	6,879
0.00%, 04/25/2023 PO	2,002	1,871
5.50%, 04/25/2023	525,785	575,715
5.50%, 04/25/2023	16,299	17,603
6.00%, 04/25/2023	9,408	10,837
7.00%, 04/25/2023	13,176	14,581
18.71%, 04/25/2023 IO	10,789	4,449
18.98%, 04/25/2023	6,322	9,152
5.50%, 05/25/2023	120,949	130,963
7.00%, 05/25/2023	138,430	154,458
5.00%, 06/25/2023	121,284	126,437
6.07%, 06/25/2023 IO	91,553	9,307
7.22%, 06/25/2023 IO	52,028	2,083
4.50%, 07/25/2023	211,402	222,920
6.50%, 07/25/2023	3,414	3,774
6.79%, 07/25/2023	71,784	78,946
7.00%, 07/25/2023	47,342	52,732
7.00%, 07/25/2023	67,888	74,330
1.31%, 08/25/2023	8,498	8,636
6.88%, 08/25/2023	62,191	68,857
7.00%, 08/25/2023	112,906	124,764
7.62%, 08/25/2023 IO	6,005	537
8.71%, 08/25/2023 IO	56,476	12,793
0.00%, 09/25/2023 PO	5,310	5,103
0.00%, 09/25/2023 PO	1,962	1,826
1.08%, 09/25/2023	85,653	86,063
6.50%, 09/25/2023	5,864	6,543
12.50%, 09/25/2023	4,047	4,693
13.45%, 09/25/2023	3,260	4,294
0.98%, 10/25/2023	1,679	1,682
6.50%, 10/25/2023	90,565	103,594
6.50%, 10/25/2023	41,744	46,469
10.50%, 10/25/2023	1,908	2,427
22.17%, 10/25/2023	5,320	8,238
26.85%, 10/25/2023	2,863	4,754
0.00%, 11/25/2023 PO	624	538
6.50%, 11/25/2023	33,396	38,200
1.03%, 12/25/2023	2,526	2,561
1.43%, 12/25/2023	7,256	7,366
6.50%, 12/25/2023	8,481	9,426
12.29%, 12/25/2023	3,376	4,407
22.98%, 12/25/2023	7,256	11,313
28.07%, 12/25/2023	8,919	15,073
5.00%, 02/25/2024 IO	144,255	10,287
5.00%, 03/25/2024 IO	112,430	5,130
5.00%, 03/25/2024 IO	59,429	3,440
6.50%, 03/25/2024	155,177	170,155
6.50%, 03/25/2024	30,567	34,964
7.00%, 04/25/2024	231,269	257,793
7.00%, 04/25/2024	104,847	118,266
5.50%, 07/25/2024	30,412	33,184
5.50%, 08/25/2024	269,714	295,801
5.00%, 11/25/2024	440,888	478,576
8.50%, 01/25/2025	5,722	6,579
8.80%, 01/25/2025	8,413	9,625
0.73%, 07/25/2025	76,482	76,653
5.50%, 08/25/2025	264,122	292,580
5.50%, 01/25/2026	176,097	192,532
31.09%, 10/25/2026	33,813	58,825
7.00%, 11/25/2026	56,693	63,091
1.84%, 03/25/2027 IO	11,525	381
1.84%, 03/25/2027 IO	36,627	1,304
7.50%, 04/18/2027	9,051	10,020
7.50%, 04/20/2027	13,433	15,731
6.50%, 04/25/2027	33,696	38,548
7.50%, 05/20/2027	53,489	62,734
0.83%, 05/25/2027	4,959,407	4,980,218
6.50%, 07/18/2027	2,835	3,243
7.00%, 12/18/2027 IO	14,266	1,653
6.00%, 07/18/2028	21,205	24,175
7.17%, 07/25/2028 IO	545,429	97,014
3.00%, 12/25/2028	1,237,521	1,259,905
6.00%, 12/25/2028	10,681	11,809
7.72%, 12/25/2028 IO	21,786	3,757
5.00%, 03/25/2029	489,031	533,006
5.50%, 04/18/2029	47,234	52,420
6.35%, 04/25/2029	11,170	12,445
7.50%, 12/18/2029	15,679	18,419
7.50%, 02/25/2030	86,589	99,607
8.67%, 07/25/2030 IO	30,975	8,646
8.50%, 01/25/2031 IO	3,961	734
7.00%, 03/25/2031	11,173	12,894
3.50%, 04/25/2031	1,084,000	1,171,355
6.00%, 07/25/2031 IO	57,972	6,908
7.00%, 07/25/2031	31,314	35,902
7.00%, 08/25/2031	58,787	68,794
6.50%, 09/25/2031	13,761	15,954
7.00%, 09/25/2031	13,890	16,068
7.00%, 09/25/2031	76,060	87,795
7.00%, 09/25/2031	15,658	17,801
13.33%, 09/25/2031	8,345	8,470
22.98%, 09/25/2031	43,470	79,952
6.50%, 10/25/2031	9,811	11,057
21.65%, 10/25/2031	27,862	42,080
6.00%, 11/25/2031	107,975	123,436
7.00%, 11/25/2031	103,887	118,209
14.62%, 11/25/2031	30,302	44,232
16.46%, 12/25/2031	3,536	5,044
0.00%, 01/25/2032 PO	4,445	4,171
23.78%, 02/25/2032	18,589	30,655
1.60%, 03/25/2032 IO	110,579	6,313
10.00%, 03/25/2032	1,647	2,157
0.00%, 04/25/2032 PO	3,319	3,092
6.00%, 04/25/2032	274,652	314,315
6.50%, 04/25/2032	49,343	56,310
6.50%, 05/25/2032	102,322	115,037
6.50%, 06/25/2032	38,276	44,239
6.50%, 07/25/2032 IO	198,503	34,539
6.50%, 08/25/2032	113,602	131,928
18.61%, 08/25/2032	101,187	125,791
1.23%, 11/25/2032	517,946	530,173
5.00%, 11/25/2032	25,997	28,424
6.00%, 11/25/2032	759,661	874,708
8.50%, 11/25/2032	33,817	40,799
0.00%, 12/25/2032 PO	22,269	20,869
5.50%, 12/25/2032	285,290	309,704
13.69%, 12/25/2032	18,282	24,907
0.00%, 01/25/2033 PO	46,411	45,709
6.50%, 02/25/2033	38,942	43,372
5.00%, 03/25/2033 IO	54,751	8,693
6.00%, 03/25/2033	66,000	70,311
4.00%, 04/25/2033	405,717	430,051
0.00%, 05/25/2033 PO	13,924	12,972
4.00%, 05/25/2033	23,520	25,301
6.00%, 05/25/2033 IO	17,668	4,128
6.00%, 05/25/2033	233,000	264,350
6.00%, 05/25/2033	124,000	146,341
6.00%, 05/25/2033	76,849	88,427
6.50%, 05/25/2033 IO	174,371	31,797
7.00%, 05/25/2033 IO	284,774	35,546
5.75%, 06/25/2033	113,789	129,622
6.67%, 06/25/2033 IO	157,289	16,960
13.33%, 06/25/2033	117,002	142,182
5.50%, 07/25/2033	39,580	39,770
12.65%, 07/25/2033	45,929	57,085
13.33%, 07/25/2033	44,907	51,289
0.00%, 08/25/2033 PO	13,401	12,864
5.50%, 08/25/2033	83,222	84,603
5.50%, 08/25/2033 IO	445,920	78,616
5.50%, 08/25/2033	215,591	242,896
6.88%, 08/25/2033	116,452	131,782
9.39%, 08/25/2033	10,542	12,944
16.85%, 08/25/2033	72,212	99,704
3.50%, 09/25/2033	1,500,000	1,612,105
11.78%, 09/25/2033	33,593	41,766
3.00%, 10/25/2033	908,000	932,437
5.50%, 10/25/2033	1,447,436	1,654,947
7.17%, 11/25/2033 IO	226,931	49,944
0.00%, 12/25/2033 PO	170,097	160,225
13.23%, 12/25/2033	57,957	66,186
1.18%, 01/25/2034	266,159	271,287
10.87%, 01/25/2034	14,357	17,712
15.33%, 01/25/2034	28,505	37,011
5.50%, 02/25/2034	61,035	63,661
26.87%, 02/25/2034	81,856	103,573
0.00%, 03/25/2034 PO	229,498	215,057
0.83%, 03/25/2034	210,493	211,871
5.50%, 04/25/2034	358,342	400,225
6.00%, 04/25/2034	4,842	4,869
18.33%, 04/25/2034	130,634	196,174
0.83%, 05/25/2034	458,186	459,272
15.31%, 05/25/2034	33,369	44,617
18.33%, 05/25/2034	195,897	279,901
22.27%, 05/25/2034	44,097	66,287
5.50%, 07/25/2034	866,928	985,872
13.37%, 07/25/2034	30,218	41,375
0.68%, 08/25/2034	167,750	167,648
18.61%, 11/25/2034	68,146	88,238
20.37%, 12/25/2034	3,172	3,529
23.50%, 01/25/2035	24,990	32,785
0.00%, 04/25/2035 PO	150,762	144,232
0.78%, 04/25/2035	210,423	211,110
15.92%, 05/25/2035	21,824	28,153
18.83%, 05/25/2035	261,751	376,497
18.94%, 05/25/2035	179,944	259,448
23.16%, 05/25/2035	60,087	89,033
5.00%, 06/25/2035	73,690	77,649
6.50%, 06/25/2035	3,197	3,344
23.34%, 06/25/2035	71,185	110,091
5.75%, 07/25/2035	2,239,113	2,590,174
6.28%, 07/25/2035 IO	144,251	29,783
16.29%, 07/25/2035	54,021	81,084
5.50%, 08/25/2035	1,144,096	1,233,087
5.50%, 08/25/2035	232,457	263,100
15.62%, 08/25/2035	77,771	110,767
15.79%, 08/25/2035	113,662	157,792
0.00%, 09/25/2035 PO	37,123	35,630
22.47%, 09/25/2035	28,155	44,618
0.00%, 10/25/2035 PO	48,913	45,755
5.75%, 10/25/2035	231,836	253,180
15.79%, 10/25/2035	92,521	126,204
5.50%, 11/25/2035	11,931	11,962
22.98%, 11/25/2035	461,627	702,843
5.50%, 12/25/2035	584,000	692,479
5.50%, 12/25/2035	117,988	128,521
6.00%, 12/25/2035	47,133	52,649
6.00%, 12/25/2035	1,000,000	1,120,001
0.00%, 01/25/2036 PO	26,584	25,735
5.50%, 01/25/2036	87,277	95,908
0.00%, 03/25/2036 PO	38,205	36,568
0.00%, 03/25/2036 PO	337,432	296,210
5.50%, 03/25/2036	484,881	547,508
5.50%, 03/25/2036	227,454	245,033
5.50%, 03/25/2036	520,044	588,149
6.27%, 03/25/2036 IO	1,237,250	273,423
22.98%, 03/25/2036	30,055	47,887
0.00%, 04/25/2036 PO	59,839	55,009
0.00%, 04/25/2036 PO	114,489	101,723
0.00%, 04/25/2036 PO	139,974	130,383
0.68%, 04/25/2036	198,220	198,388
28.20%, 05/25/2036	37,798	70,847
0.00%, 06/25/2036 PO	66,893	62,604
0.00%, 06/25/2036 PO	98,908	94,259
0.00%, 06/25/2036 PO	32,852	31,119
0.00%, 06/25/2036 PO	223,211	211,442
0.00%, 06/25/2036 PO	280,470	263,930
0.83%, 06/25/2036	75,763	76,060
6.00%, 06/25/2036 IO	29	–
6.15%, 06/25/2036 IO	279,465	46,163
22.61%, 06/25/2036	12,099	16,988
0.52%, 06/27/2036	1,618,663	1,616,979
0.00%, 07/25/2036 PO	76,876	72,043
0.00%, 07/25/2036 PO	22,494	21,313
0.00%, 07/25/2036 PO	41,194	38,924
0.00%, 07/25/2036 PO	68,552	66,871
0.72%, 07/25/2036	612,711	615,378
0.89%, 07/25/2036	66,502	66,601
6.00%, 07/25/2036	935,771	1,076,028
6.09%, 07/25/2036 IO	118,622	24,480
6.50%, 07/25/2036	450,154	533,109
6.50%, 07/25/2036	596,641	687,883
27.07%, 07/25/2036	36,073	68,094
37.30%, 07/25/2036	29,260	60,224
0.00%, 08/25/2036 PO	71,847	68,704
0.00%, 08/25/2036 PO	28,183	26,896
0.00%, 08/25/2036 PO	56,834	53,064
0.00%, 08/25/2036 PO	136,724	128,316
0.78%, 08/25/2036	239,776	241,113
6.07%, 08/25/2036 IO	93,197	24,925
6.50%, 08/25/2036	339,559	391,341
6.50%, 08/25/2036	73,675	84,273
0.00%, 09/25/2036 PO	72,032	68,496
0.00%, 09/25/2036 PO	50,947	49,039
0.00%, 09/25/2036 PO	75,624	71,032
6.50%, 09/25/2036	59,446	67,584
4.50%, 10/25/2036	355,539	388,317
24.47%, 10/25/2036	44,933	73,522
0.00%, 11/25/2036 PO	19,471	18,477
0.00%, 11/25/2036 PO	128,478	121,389
0.00%, 11/25/2036 PO	52,969	50,266
0.00%, 12/25/2036 PO	27,483	25,795
0.00%, 12/25/2036 PO	61,826	54,909
0.48%, 12/25/2036	692,776	690,843
0.49%, 12/25/2036	187,501	183,364
6.00%, 12/25/2036	15,274	15,372
6.22%, 12/25/2036 IO	273,034	41,413
24.83%, 12/25/2036	15,081	23,050
0.00%, 01/25/2037 PO	190,606	172,950
0.00%, 01/25/2037 PO	59,598	55,142
5.50%, 01/25/2037	113,358	121,637
0.68%, 02/25/2037	236,276	235,518
36.40%, 02/25/2037	8,374	21,627
0.00%, 03/25/2037 PO	54,484	51,377
0.93%, 03/25/2037	147,152	148,100
1.18%, 03/25/2037	208,646	210,321
5.00%, 03/25/2037	15,681	17,238
5.65%, 03/25/2037 IO	23,083	3,907
6.00%, 03/25/2037	1,121,622	1,243,303
6.01%, 03/25/2037 IO	527,752	100,465
0.00%, 04/25/2037 PO	179,561	171,724
5.67%, 04/25/2037 IO	220,276	33,181
21.22%, 04/25/2037	109,213	167,657
0.00%, 05/25/2037 PO	40,539	39,089
0.73%, 05/25/2037	99,758	99,881
6.00%, 05/25/2037	626,390	711,979
0.83%, 06/25/2037	633,459	637,716
0.88%, 06/25/2037	48,798	50,665
5.35%, 06/25/2037 IO	106,456	14,695
5.67%, 06/25/2037 IO	409,736	63,493
5.67%, 06/25/2037 IO	136,306	23,865
6.50%, 06/25/2037	63,853	72,015
0.00%, 07/25/2037 PO	132,064	118,958
0.80%, 07/25/2037	104,288	104,435
0.93%, 07/25/2037	73,824	74,328
5.50%, 07/25/2037	312,009	351,599
5.97%, 07/25/2037 IO	821,713	146,795
6.19%, 07/25/2037 IO	458,739	69,759
6.72%, 07/25/2037 IO	1,253,382	267,086
15.42%, 07/25/2037	74,195	101,004
0.88%, 08/25/2037	530,314	532,043
5.50%, 08/25/2037	191,183	209,868
6.00%, 08/25/2037	282,090	318,633
6.00%, 08/25/2037	47,772	54,061
6.00%, 08/25/2037	259,181	291,004
6.00%, 08/25/2037	343,653	377,208
22.43%, 08/25/2037	109,624	167,350
0.88%, 09/25/2037	2,012,026	2,022,502
6.11%, 09/25/2037 IO	405,431	84,850
15.07%, 09/25/2037	29,846	42,000
0.00%, 10/25/2037 PO	1,094,349	988,903
6.02%, 10/25/2037 IO	385,894	63,183
6.03%, 10/25/2037 IO	425,330	65,438
6.12%, 10/25/2037	163,401	182,946
0.63%, 10/27/2037	2,602,077	2,590,514
5.93%, 12/25/2037 IO	30,733	4,088
5.97%, 12/25/2037 IO	517,069	66,890
6.02%, 12/25/2037 IO	405,022	84,789
6.50%, 12/25/2037	365,936	430,139
1.44%, 01/25/2038 IO	1,034,993	64,759
5.48%, 02/25/2038 IO	463,043	71,710
5.57%, 02/25/2038 IO	795,197	134,390
1.33%, 03/25/2038	100,278	101,868
5.77%, 03/25/2038 IO	134,947	22,707
5.80%, 03/25/2038 IO	121,684	17,782
6.56%, 03/25/2038 IO	196,033	38,880
13.13%, 03/25/2038	51,296	68,004
5.50%, 04/25/2038	1,322,539	1,375,417
6.42%, 04/25/2038 IO	145,522	22,805
6.47%, 04/25/2038 IO	168,850	29,625
6.50%, 04/25/2038	124,897	138,409
19.40%, 04/25/2038	61,402	89,302

0.00%, 05/25/2038 PO	5,433	5,109
1.76%, 06/25/2038 IO	431,504	30,494
5.00%, 07/25/2038	91,678	100,597
5.00%, 07/25/2038	108,523	120,678
5.50%, 07/25/2038	708,159	766,582
6.77%, 07/25/2038 IO	114,309	23,648
5.42%, 09/25/2038 IO	246,862	36,720
5.42%, 09/25/2038 IO	432,935	63,405
4.50%, 11/25/2038	69,230	71,446
0.83%, 12/25/2038	266,785	267,270
4.00%, 02/25/2039	370,799	385,781
4.50%, 02/25/2039	28,309	30,222
6.12%, 02/25/2039 IO	278,820	61,183
6.22%, 03/25/2039 IO	225,308	35,861
0.88%, 04/25/2039	602,559	605,895
5.00%, 07/25/2039 IO	188,774	27,758
7.00%, 07/25/2039	14,656	16,436
5.00%, 08/25/2039	667,024	741,156
6.00%, 08/25/2039	804,193	922,560
5.00%, 09/25/2039	648,985	698,887
6.01%, 09/25/2039	340,670	395,363
5.47%, 10/25/2039 IO	194,817	24,882
5.50%, 10/25/2039 IO	449,183	70,618
2.50%, 12/25/2039	748,800	792,996
5.75%, 12/25/2039 IO	250,617	34,811
6.29%, 12/25/2039	491,204	567,512
0.00%, 01/25/2040 PO	100,414	94,033
5.82%, 01/25/2040 IO	333,351	55,390
6.22%, 02/25/2040	131,740	151,944
1.03%, 03/25/2040	236,275	239,224
6.24%, 03/25/2040	371,925	431,648
6.45%, 03/25/2040	399,455	466,175
11.79%, 03/25/2040	652,329	831,933
1.03%, 04/25/2040	207,335	208,859
5.99%, 04/25/2040 IO	316,510	40,724
16.22%, 04/25/2040	306,484	399,725
1.03%, 05/25/2040	189,152	191,439
5.97%, 05/25/2040 IO	186,910	36,059
0.00%, 06/25/2040 PO	166,372	153,786
5.00%, 06/25/2040	1,650,469	1,831,641
5.50%, 06/25/2040	1,007,000	1,120,634
5.50%, 07/25/2040	769,378	881,032
4.00%, 08/25/2040	2,809,298	2,927,428
5.00%, 09/25/2040	206,000	242,525
5.50%, 10/25/2040	2,012,000	2,386,889
4.01%, 11/25/2040 IO	1,634,645	162,594
0.98%, 01/25/2041	442,840	444,751
6.10%, 01/25/2041 IO	1,245,588	286,769
1.69%, 04/25/2041 IO	2,739,152	180,188
0.93%, 07/25/2041	147,747	148,631
0.98%, 08/25/2041	454,492	459,953
0.93%, 11/25/2041	521,370	524,867
7.00%, 11/25/2041	3,340,290	3,980,044
7.00%, 11/25/2041	2,447,272	2,916,235
7.00%, 11/25/2041	2,889,671	3,446,843
3.50%, 03/25/2042	1,000,000	1,057,194
6.50%, 06/25/2042	91,033	106,905
0.88%, 09/25/2042	744,198	750,344
0.93%, 09/25/2042	2,762,116	2,729,675
0.93%, 09/25/2042	371,863	371,742
0.93%, 10/25/2042	1,220,946	1,231,138
3.00%, 02/25/2043	1,000,000	993,201
3.50%, 02/25/2043	724,724	761,703
0.00%, 09/25/2043 PO	2,187,795	1,818,885
0.00%, 10/25/2043 PO	1,543,677	1,271,217
0.00%, 12/25/2043 PO	4,229,001	3,376,303
5.67%, 11/25/2049 IO	204,968	30,372
5.82%, 02/25/2051	250,868	277,653
5.45%, 07/25/2051	73,079	82,202
Fannie Mae Trust 2003-W2
5.90%, 07/25/2042	87,695	100,698
6.50%, 07/25/2042	147,583	173,010
Fannie Mae Trust 2003-W6
5.20%, 09/25/2042	585,315	672,801
6.50%, 09/25/2042	251,623	295,939
Fannie Mae Trust 2003-W8
0.83%, 05/25/2042	55,697	55,646
7.00%, 10/25/2042	296,888	353,487
Fannie Mae Trust 2004-W1
7.00%, 12/25/2033	410,139	487,967
5.04%, 11/25/2043	133,337	133,975
Fannie Mae Trust 2004-W15
0.68%, 08/25/2044	274,854	273,312
Fannie Mae Trust 2004-W2
7.00%, 02/25/2044	98,127	115,159
Fannie Mae Trust 2004-W8
7.50%, 06/25/2044	101,541	120,525
Fannie Mae Trust 2005-W3
0.65%, 03/25/2045	2,251,283	2,189,444
Fannie Mae Trust 2005-W4
6.00%, 08/25/2045	124,160	142,907
Fannie Mae Trust 2006-W2
2.39%, 11/25/2045	291,744	307,661
0.65%, 02/25/2046	1,043,054	1,042,037
Fannie Mae Whole Loan
0.69%, 11/25/2046	2,613,955	2,618,632

Fannie Mae-Aces
0.75%, 01/25/2017	77,089	77,038
0.90%, 08/25/2019	602,380	603,161
1.80%, 12/25/2019	743,000	752,480
4.33%, 03/25/2020	773,877	838,238
3.66%, 11/25/2020	621,999	667,133
3.73%, 06/25/2021	5,158,000	5,603,742
3.76%, 06/25/2021	1,032,000	1,122,515
2.92%, 08/25/2021	706,000	737,141
2.61%, 10/25/2021	3,000,000	3,121,635
1.38%, 11/25/2022	4,482,768	4,483,114
2.28%, 12/27/2022	1,357,000	1,375,852
2.39%, 01/25/2023	1,342,000	1,365,718
3.51%, 12/25/2023	8,394,000	9,120,728
3.47%, 01/25/2024	16,000,000	17,146,934
3.10%, 07/25/2024	1,066,000	1,131,379
3.02%, 08/25/2024	1,273,000	1,340,411
2.53%, 09/25/2024	1,390,000	1,411,975
2.72%, 10/25/2024	13,450,000	13,833,204
2.59%, 12/25/2024	1,640,000	1,669,381
3.05%, 12/25/2024	2,912,365	3,033,045
2.83%, 01/25/2025	3,500,000	3,649,522
2.90%, 01/25/2025	2,000,000	2,083,740
2.94%, 11/25/2025	8,800,000	9,188,281
3.09%, 04/25/2027	23,211,000	24,537,873
FDIC Guaranteed Notes Trust 2010-C1
2.98%, 12/06/2020 (Acquired 10/28/2013, Cost $1,017,323) (2)	1,003,176	1,020,648
FHLMC Multifamily Structured Pass Through Certificates
5.09%, 03/25/2019	9,000,000	9,855,106
1.64%, 06/25/2020 IO	59,669,860	3,020,071
2.57%, 09/25/2020	9,500,000	9,884,017
2.60%, 09/25/2020	763,000	790,982
2.87%, 12/25/2021	5,500,000	5,814,691
1.45%, 05/25/2022 IO	55,427,205	4,048,010
2.37%, 05/25/2022	15,905,000	16,400,057
1.13%, 09/25/2022	5,511,846	5,527,842
0.89%, 10/25/2022 IO	23,263,284	1,077,490
2.52%, 01/25/2023	2,000,000	2,050,872
2.62%, 01/25/2023	8,500,000	8,797,891
3.06%, 07/25/2023	8,150,000	8,686,934
3.53%, 07/25/2023	12,628,000	13,856,121
3.49%, 01/25/2024	5,000,000	5,468,175
3.39%, 03/25/2024	4,286,000	4,657,037
3.24%, 09/25/2024	1,444,000	1,553,498
3.17%, 10/25/2024	1,746,000	1,866,821
2.81%, 01/25/2025	29,255,000	30,416,312
2.77%, 05/25/2025	4,250,000	4,308,688
3.16%, 05/25/2025	5,600,000	5,939,877
3.28%, 06/25/2025	3,181,000	3,424,657
3.01%, 07/25/2025	1,532,000	1,612,539
3.00%, 12/25/2025	1,682,000	1,764,507
FHLMC Structured Pass Through Securities
5.96%, 07/25/2032	84,482	98,019
5.49%, 07/25/2033	248,948	289,133
2.93%, 10/25/2037	2,084,351	2,167,437
7.50%, 02/25/2042	348,526	417,909
7.50%, 08/25/2042	52,961	65,069
6.50%, 02/25/2043	330,727	397,313
7.00%, 02/25/2043	113,704	136,170
5.23%, 05/25/2043	795,008	888,674
0.00%, 07/25/2043 PO	32,104	28,049
7.50%, 07/25/2043	81,424	100,714
0.00%, 09/25/2043 PO	38,225	33,025
7.50%, 09/25/2043	455,846	549,195
0.00%, 10/25/2043 PO	41,707	34,615
7.00%, 10/25/2043	449,753	533,271
1.52%, 10/25/2044	918,575	933,698
FHLMC-GNMA
7.00%, 03/25/2023	20,926	22,992
6.25%, 11/25/2023	13,142	14,693
7.50%, 04/25/2024	95,596	107,702
First Horizon Alternative Mortgage Securities Trust 2005-FA7
5.00%, 09/25/2020	15,620	15,722
First Horizon Alternative Mortgage Securities Trust 2005-FA8
5.50%, 11/25/2035	172,423	148,146
First Horizon Alternative Mortgage Securities Trust 2006-FA6
5.75%, 11/25/2021	49,869	49,667
First Horizon Alternative Mortgage Securities Trust 2006-FA8
5.75%, 02/25/2037	93,708	79,912
First Horizon Alternative Mortgage Securities Trust 2007-FA4
5.22%, 08/25/2037 IO	1,384,942	333,620
First Horizon Mortgage Pass-Through Trust 2004-AR2
2.81%, 05/25/2034	77,368	76,211
First Horizon Mortgage Pass-Through Trust 2004-AR7
2.74%, 02/25/2035	463,363	459,769
First Horizon Mortgage Pass-Through Trust 2005-AR1
2.96%, 04/25/2035	278,158	272,246
Freddie Mac Gold Pool
6.50%, 07/01/2016	239	240
6.50%, 08/01/2016	411	413
6.00%, 04/01/2017	37,052	37,612
6.00%, 04/01/2017	76,844	78,209
6.50%, 05/01/2017	50	50
5.50%, 06/01/2017	1,322	1,347
5.00%, 10/01/2017	14,875	15,355
6.00%, 10/01/2017	40	40
6.50%, 11/01/2017	792	812
5.00%, 12/01/2017	62,464	64,482
5.00%, 12/01/2017	58,837	60,738
6.50%, 12/01/2017	1,653	1,695
5.50%, 01/01/2018	15,638	16,014
5.50%, 02/01/2018	16,182	16,673
5.50%, 04/01/2018	179,832	185,924
6.00%, 04/01/2018	3,556	3,649
6.50%, 04/01/2018	10,980	11,159
4.00%, 06/01/2018	2,582	2,684
4.50%, 08/01/2018	4,921	5,084
4.50%, 10/01/2018	3,495	3,611
4.50%, 10/01/2018	31,266	32,305
5.00%, 12/01/2018	9,243	9,541
5.50%, 01/01/2019	26,630	27,332
6.50%, 09/01/2019	9,169	9,396
5.50%, 12/01/2019	31,848	33,155
6.00%, 02/01/2020	5,943	6,117
5.50%, 04/01/2020	33,679	35,079
5.50%, 06/01/2020	18,897	19,460
6.00%, 06/01/2020	19,254	20,242
8.00%, 07/01/2020	71	72
6.00%, 08/01/2020	9,837	10,307
6.00%, 07/01/2021	46,538	48,565
6.00%, 07/01/2021	20,158	20,587
6.00%, 01/01/2022	4,203	4,299
6.00%, 02/01/2022	6,557	6,676
6.00%, 03/01/2022	24,697	25,302
6.50%, 03/01/2022	7,417	7,878
6.00%, 12/01/2022	10,963	12,408
5.50%, 07/01/2023	0	–
5.50%, 02/01/2024	26,450	28,763
4.00%, 07/01/2024	560,724	592,573
8.00%, 08/01/2024	1,038	1,218
8.00%, 11/01/2024	775	863
7.50%, 08/01/2025	1,829	2,182
3.50%, 11/01/2025	663,492	701,948
3.50%, 12/01/2025	2,014,700	2,144,073
10.00%, 03/17/2026	42,431	44,666
7.00%, 04/01/2026	2,077	2,429
3.50%, 08/01/2026	2,273,897	2,420,095
3.50%, 01/01/2027	370,886	394,730
6.50%, 01/01/2028	61,306	69,751
2.50%, 03/01/2028	15,278,089	15,749,522
2.50%, 04/01/2028	4,039,986	4,164,513
2.50%, 04/15/2028 (4)	1,000,000	1,027,001
3.00%, 07/01/2028	3,258,043	3,419,237
8.50%, 07/01/2028	5,498	6,802
3.00%, 08/01/2028	1,776,524	1,865,942
3.00%, 09/01/2028	6,971,530	7,315,003
3.00%, 10/01/2028	2,851,194	2,997,329
7.00%, 12/01/2028	82,725	97,411
3.00%, 05/01/2029	2,489,734	2,617,070
6.50%, 06/01/2029	28,001	32,998
7.00%, 07/01/2029	1,112	1,247
6.50%, 08/01/2029	126,397	149,052
6.00%, 10/01/2029	29,027	33,437
2.50%, 03/01/2030	2,702,306	2,782,279
2.50%, 07/01/2030	6,426,488	6,617,126
10.00%, 10/01/2030	248,290	273,777
7.00%, 01/01/2031	70,418	82,209
3.50%, 01/01/2032	1,035,882	1,095,070
7.50%, 01/01/2032	161,361	192,356
3.50%, 03/01/2032	418,544	442,469
7.00%, 07/01/2032	6,124	6,985
7.00%, 08/01/2032	9,078	10,821
5.50%, 01/01/2033	240,306	269,203
3.50%, 02/01/2033	340,265	361,398
6.00%, 02/01/2033	112,649	125,120
3.50%, 05/01/2033	1,370,235	1,455,317
3.50%, 05/01/2033	398,140	422,818
5.50%, 10/01/2033	69,419	79,722
6.00%, 12/01/2033	15,212	17,240
5.00%, 01/01/2034	55,287	61,799
6.00%, 01/01/2034	47,005	52,216
6.00%, 01/01/2034	49,751	57,277
5.00%, 06/01/2034	283,681	314,059
5.00%, 09/01/2034	129,800	144,962
6.50%, 11/01/2034	15,357	17,787
6.50%, 01/01/2035	179,999	208,546
5.00%, 03/01/2035	90,513	100,535
5.50%, 07/01/2035	131,939	148,874
4.50%, 11/01/2035	20,975	22,843
6.50%, 12/01/2035	111,534	133,364
6.50%, 12/01/2035	57,006	62,096
5.50%, 01/01/2036	47,885	53,878
5.00%, 03/01/2036	5,919,112	6,553,576
5.00%, 07/01/2036	5,174	5,721
5.00%, 11/01/2036	161,927	179,467
6.00%, 11/01/2036	26,914	29,548
6.50%, 11/01/2036	41,605	50,476
6.50%, 11/01/2036	247,091	281,236
6.50%, 11/01/2036	559,993	641,222
5.50%, 12/01/2036	74,632	83,705
6.00%, 12/01/2036	36,799	42,099
6.00%, 12/01/2036	18,592	21,211
6.50%, 12/01/2036	540,068	622,065
6.50%, 12/01/2036	185,741	211,454
7.50%, 12/01/2036	600,530	717,881
6.50%, 01/01/2037	39,572	44,367
6.50%, 01/01/2037	6,786	7,037
6.50%, 02/01/2037	53,702	61,066
7.00%, 02/01/2037	15,150	17,863
5.00%, 03/01/2037	480,255	531,244
5.00%, 06/01/2037	495,926	546,867
6.50%, 06/01/2037	24,522	27,418
5.00%, 08/01/2037	464,048	510,480
6.50%, 11/01/2037	102,363	122,706
7.50%, 01/01/2038	109,932	126,900
7.50%, 01/01/2038	72,210	88,221
5.00%, 02/01/2038	507,041	556,772
5.00%, 03/01/2038	569,721	626,348
5.00%, 03/01/2038	553,610	608,111
5.00%, 03/01/2038	125,518	138,241
5.00%, 03/01/2038	862,684	953,480
6.50%, 03/01/2038	99,878	115,103
5.00%, 04/01/2038	524,968	576,457
5.50%, 05/01/2038	148,046	165,919
5.50%, 08/01/2038	175,199	196,457
5.00%, 09/01/2038	417,922	458,915
5.00%, 09/01/2038	2,039	2,239
7.50%, 09/01/2038	52,734	65,500
5.00%, 11/01/2038	3,069	3,372
5.00%, 11/01/2038	178,661	196,184
5.00%, 12/01/2038	1,772	1,947
5.00%, 12/01/2038	495,907	545,259
5.50%, 01/01/2039	5,888,743	6,654,618
5.00%, 02/01/2039	1,019,396	1,119,378
5.00%, 05/01/2039	14,012	15,824
4.50%, 07/01/2039	485,040	526,575
4.50%, 10/01/2039	3,467,962	3,774,777
5.00%, 10/01/2039	1,121,453	1,231,490
4.50%, 11/01/2039	5,758,461	6,267,287
4.50%, 11/01/2039	3,964,061	4,315,299
5.00%, 03/01/2040	5,484,511	6,053,372
5.50%, 03/01/2040	51,355	57,279
5.50%, 05/01/2040	4,167,959	4,672,555
4.50%, 08/01/2040	95,020	104,044
4.50%, 08/01/2040	913,018	994,936
5.00%, 08/01/2040	2,669,263	2,948,518
5.00%, 08/01/2040	722,755	798,365
5.50%, 08/01/2040	1,777,076	1,990,190
4.00%, 09/01/2040	1,393,744	1,491,553
4.50%, 09/01/2040	2,813,125	3,067,921
4.50%, 09/01/2040	701,191	764,029
4.00%, 11/01/2040	4,380,557	4,688,386
4.00%, 11/01/2040	70,963	75,932
4.00%, 12/01/2040	1,782,299	1,914,648
4.00%, 12/01/2040	2,594,737	2,777,226
4.00%, 12/01/2040	2,024,709	2,175,053
4.00%, 12/01/2040	2,474,185	2,647,956
4.00%, 12/01/2040	769,534	826,633
4.00%, 01/01/2041	1,746,998	1,871,524
4.50%, 03/01/2041	526,078	573,322
5.00%, 04/01/2041	2,374,103	2,622,477
4.50%, 05/01/2041	3,837,497	4,190,875
5.00%, 06/01/2041	643,038	706,382
4.00%, 10/01/2041	9,098,827	9,735,599
4.00%, 11/01/2041	23,064	24,646
4.00%, 01/01/2042	417,041	446,100
3.50%, 04/15/2042 (4)	47,200,000	49,426,330
4.00%, 05/01/2042	29,804	31,874
3.50%, 06/01/2042	805,742	844,715
3.50%, 06/01/2042	4,545,830	4,780,387
4.00%, 06/01/2042	3,828,754	4,121,319
3.50%, 07/01/2042	18,177,431	19,056,667
3.00%, 08/01/2042	3,097,710	3,178,080
3.50%, 08/01/2042	1,541,646	1,616,216
3.50%, 09/01/2042	6,189,784	6,489,197
3.00%, 10/01/2042	7,578,839	7,775,481
3.50%, 10/01/2042	4,939,484	5,178,417
4.00%, 10/01/2042	194,582	203,230
3.00%, 11/01/2042	9,841,894	10,111,836
3.50%, 11/01/2042	204,609	215,181
4.00%, 01/01/2043	423,640	455,841
3.00%, 02/01/2043	637,497	654,034
3.00%, 03/01/2043	8,238,567	8,452,279
3.00%, 03/01/2043	4,058,457	4,163,736
3.50%, 03/01/2043	1,371,960	1,438,036
3.00%, 04/01/2043	155,505	159,515
3.00%, 04/15/2043 (4)	22,325,000	22,866,122
3.50%, 05/01/2043	425,976	447,912
3.00%, 05/15/2043 (4)	5,000,000	5,110,450
3.00%, 06/01/2043	63,922	65,551
3.00%, 06/01/2043	17,479,854	17,929,712
3.50%, 06/01/2043	1,547,841	1,627,837
3.50%, 06/01/2043	2,857,232	2,994,683
4.00%, 06/01/2043	23,655	25,473
3.00%, 07/01/2043	43,381	44,496
3.00%, 07/01/2043	566,515	581,094
3.00%, 08/01/2043	854,195	876,003
3.00%, 08/01/2043	10,803,549	11,080,476
3.00%, 09/01/2043	705,240	723,151
4.00%, 09/01/2043	272,325	290,854
3.50%, 10/01/2043	364,771	382,281
3.00%, 11/01/2043	84,393	86,548
4.00%, 11/01/2043	172,538	184,853
4.00%, 11/01/2043	413,041	441,224
4.00%, 12/01/2043	3,771,668	4,028,834
4.00%, 12/01/2043	466,214	498,032
4.00%, 12/01/2043	1,101,961	1,183,662
4.00%, 01/01/2044	192,009	205,786
4.00%, 01/01/2044	1,141,617	1,219,530
4.00%, 03/01/2044	6,446,853	6,885,770
3.50%, 05/01/2044	24,653,224	25,994,372
4.50%, 05/01/2044	3,750,761	4,078,394
4.50%, 07/01/2044	126,392	137,216
4.00%, 10/01/2044	15,393,474	16,534,622
3.50%, 03/01/2045	5,437,379	5,698,391
4.00%, 04/15/2045 (4)	18,310,000	19,546,282
3.00%, 05/01/2045	3,299,360	3,384,810
3.00%, 05/01/2045	1,881,747	1,931,066
3.00%, 06/01/2045	983,180	1,007,825
3.50%, 12/01/2045	6,933,439	7,266,267
3.50%, 01/01/2046	7,443,796	7,826,517

Freddie Mac Non Gold Pool
2.27%, 07/01/2019	1,861	1,885
2.38%, 07/01/2026	4,764	4,797
2.46%, 01/01/2027	9,222	9,672
2.51%, 04/01/2030	4,502	4,732
2.62%, 09/01/2032	8,979	9,480
2.66%, 05/01/2033	262,326	276,069
2.61%, 12/01/2033	46,574	49,261
2.41%, 04/01/2034	87,607	92,509
2.67%, 09/01/2034	182,341	192,463
2.64%, 01/01/2035	297,703	313,436
2.65%, 01/01/2035	87,067	91,742
2.32%, 08/01/2035	27,142	28,692
2.74%, 12/01/2035	119,168	126,652
2.55%, 02/01/2036	200,281	211,426
2.57%, 02/01/2036	40,018	42,014
3.12%, 03/01/2036	205,196	217,334
3.28%, 03/01/2036	220,382	231,563
2.50%, 05/01/2036	201,815	212,969
2.51%, 05/01/2036	124,672	131,168
2.94%, 05/01/2036	42,517	45,084
2.65%, 06/01/2036	508,738	530,686
2.78%, 06/01/2036	173,546	183,409
2.29%, 07/01/2036	87,118	91,656
2.50%, 07/01/2036	68,738	72,648
3.20%, 07/01/2036	77,304	79,979
2.23%, 08/01/2036	57,780	60,186
2.45%, 08/01/2036	116,747	122,225
2.51%, 08/01/2036	697,359	734,660
2.52%, 09/01/2036	247,803	261,433
2.62%, 09/01/2036	246,070	260,280
2.29%, 10/01/2036	201,487	211,331
2.33%, 10/01/2036	109,498	115,212
2.35%, 10/01/2036	390,167	408,081
2.35%, 10/01/2036	90,965	95,926
2.65%, 10/01/2036	210,021	221,810
2.91%, 10/01/2036	48,738	50,565
2.97%, 10/01/2036	161,727	172,054
2.50%, 11/01/2036	45,317	47,796
2.52%, 11/01/2036	185,746	194,283
2.52%, 11/01/2036	301,996	318,678
2.54%, 11/01/2036	92,906	98,128
2.54%, 11/01/2036	84,962	89,833
2.42%, 12/01/2036	595,764	623,430
2.47%, 12/01/2036	567,233	599,156
2.57%, 12/01/2036	18,642	19,553
2.89%, 12/01/2036	209,096	223,009
3.08%, 12/01/2036	27,819	30,043
2.20%, 01/01/2037	24,047	25,217
2.84%, 01/01/2037	110,884	117,447
2.65%, 02/01/2037	19,441	20,534
2.79%, 02/01/2037	315,718	333,080
2.80%, 02/01/2037	16,970	17,931
2.98%, 02/01/2037	176,520	187,016
3.26%, 02/01/2037	40,918	43,828
2.56%, 03/01/2037	564,051	593,021
3.15%, 03/01/2037	85,312	89,557
3.33%, 03/01/2037	46,754	49,746
2.11%, 04/01/2037	69,543	72,851
2.62%, 04/01/2037	10,138	10,476
2.77%, 04/01/2037	146,272	154,016
2.08%, 05/01/2037	168,140	174,870
2.52%, 05/01/2037	170,837	179,950
2.53%, 05/01/2037	77,531	82,707
2.62%, 05/01/2037	51,755	55,219
2.82%, 05/01/2037	238,667	254,551
2.96%, 05/01/2037	397,319	422,165
2.53%, 06/01/2037	115,800	121,509
2.62%, 07/01/2037	106,170	112,229
2.55%, 11/01/2037	52,816	55,703
2.86%, 04/01/2038	215,232	228,637
2.72%, 05/01/2038	147,873	155,899
3.97%, 07/01/2040	166,926	174,652
Freddie Mac Reference REMIC
6.00%, 04/15/2036	665,339	761,135
6.00%, 05/15/2036	917,599	1,043,688
Freddie Mac REMICS
6.50%, 08/15/2016	1,865	1,897
6.00%, 09/15/2016	1,306	1,322
6.00%, 09/15/2016	6,596	6,686
6.00%, 09/15/2016	626	634
6.00%, 09/15/2016	3,174	3,220
6.00%, 09/15/2016	228	231
6.00%, 10/15/2016	1,747	1,771
5.50%, 12/15/2016	2,667	2,697
6.00%, 12/15/2016	1,850	1,863
6.00%, 03/15/2017	3,285	3,351
5.50%, 06/15/2017	315	316
6.00%, 06/15/2017	5,209	5,277
15.76%, 08/15/2017	1,997	2,142
5.50%, 10/15/2017	6,494	6,657
5.00%, 12/15/2017	14,165	14,472
5.50%, 12/15/2017	28,938	29,739
5.00%, 01/15/2018	10,800	10,975
4.50%, 05/15/2018	16,027	16,469
6.50%, 05/15/2018	2,879	2,984
4.50%, 06/15/2018	134,703	139,147
5.66%, 06/15/2018 IO	22,826	1,050
4.50%, 07/15/2018	128,855	133,126
0.00%, 10/15/2018 PO	337	335
0.00%, 03/15/2019 PO	60,619	59,642
6.50%, 03/15/2019 IO	1,890	141
4.50%, 04/15/2019	1,174	1,206
0.00%, 07/15/2019 PO	712	707
0.00%, 02/15/2020 PO	285,498	275,204
5.00%, 02/15/2020 IO	54,287	3,212
5.00%, 02/15/2020 IO	85,061	5,708
6.50%, 03/15/2020	6,195	6,546
11.51%, 03/15/2020	21,931	24,068
9.50%, 04/15/2020	479	499
9.60%, 04/15/2020	957	1,022
10.00%, 06/15/2020	157	169
7.80%, 09/15/2020	175	182
9.00%, 10/15/2020	656	696
6.95%, 01/15/2021	2,341	2,484
8.60%, 01/15/2021	10	11
9.50%, 01/15/2021	646	702
1066.21%, 02/15/2021 IO	1	8
9.00%, 04/15/2021	490	558
1.39%, 05/15/2021	454	459
5.00%, 05/15/2021	1,372	1,419
6.75%, 05/15/2021	1,386	1,470
7.00%, 05/15/2021	8,005	8,714
32.52%, 05/15/2021	195	316
43.26%, 05/15/2021	318	501
6.00%, 07/15/2021	1,254	1,340
5.50%, 08/15/2021	655	690
7.00%, 09/15/2021	3,441	3,681
8.50%, 09/15/2021	3,141	3,495
6.70%, 11/15/2021	181,427	190,708
1181.25%, 11/15/2021 IO	2	12
0.00%, 12/15/2021 PO	211,096	208,198
1145.92%, 01/15/2022 IO	26	429
5.00%, 03/15/2022	568,000	601,694
7.00%, 03/15/2022	1,465	1,607
6.00%, 05/15/2022	1,001	1,064
7.00%, 05/15/2022	2,036	2,250
7.50%, 08/15/2022	2,374	2,702
8.00%, 08/15/2022	5,951	6,731
1.59%, 09/15/2022	4,029	4,111
5.50%, 10/15/2022	116,821	127,195
4.46%, 12/15/2022	3,866	4,208
5.50%, 12/15/2022	38,237	41,398
1.66%, 02/15/2023	530	541
7.50%, 02/15/2023	36,181	40,170
5.50%, 03/15/2023	146,000	166,944
1.59%, 04/15/2023	21,398	21,914
5.50%, 04/15/2023	147,000	169,106
7.00%, 04/15/2023	30,976	33,871
7.50%, 04/15/2023	6,567	7,299
5.00%, 05/15/2023	32,841	35,325
7.00%, 05/15/2023	3,602	4,036
8.58%, 05/15/2023	14,543	17,367
0.00%, 06/15/2023 PO	2,477	2,449
0.00%, 06/15/2023 PO	3,402	3,363
5.60%, 06/15/2023	70,156	74,713
6.11%, 06/15/2023 IO	22,911	1,172
1.12%, 07/15/2023	12,800	12,834
8.16%, 07/15/2023	13,366	14,674
24.86%, 07/15/2023	2,689	4,259
2.16%, 08/15/2023	800	826
6.50%, 09/15/2023	90,944	103,530
7.00%, 09/15/2023	28,322	31,425
32.62%, 09/15/2023	11,908	21,112
0.00%, 10/15/2023 PO	48,435	47,721
6.25%, 10/15/2023	15,362	17,000
21.33%, 10/15/2023	5,255	8,398
5.00%, 11/15/2023	432,114	470,232
5.50%, 11/15/2023	108,274	118,205
6.00%, 11/15/2023	34,700	38,167
5.00%, 12/15/2023	43,385	46,862
6.50%, 12/15/2023	46,178	51,145
6.50%, 12/15/2023	21,621	23,848
7.00%, 01/15/2024	13,924	15,611
0.00%, 02/15/2024 PO	15,161	14,311
0.00%, 02/15/2024 PO	5,959	5,426
7.00%, 02/15/2024	1,655	1,893
10.00%, 02/15/2024	2,165	3,185
18.26%, 02/15/2024	1,525	2,223
0.93%, 03/15/2024	1,137	1,136
1.04%, 03/15/2024	2,380	2,412
7.00%, 03/15/2024	61,285	68,736
7.00%, 03/15/2024	11,874	13,310
28.45%, 03/15/2024 IO	7,782	4,173
7.50%, 04/15/2024	45,837	51,753
0.00%, 05/15/2024 PO	9,129	8,734
8.82%, 05/15/2024 IO	21,858	4,415
0.74%, 06/15/2024	47,182	47,218
6.00%, 06/15/2024	41,663	47,167
7.50%, 08/15/2024	7,619	8,663
4.00%, 12/15/2024	206,000	228,076
5.00%, 12/15/2024	122,653	133,013
31.43%, 04/15/2025	34,344	55,514
4.50%, 06/15/2025	722,000	809,925
15.78%, 08/15/2025	21,268	27,989
26.11%, 10/15/2025	40,566	63,098
3.50%, 01/15/2026	2,000,000	2,157,949
5.00%, 03/15/2026	302,130	328,708
6.50%, 03/15/2026	6,531	7,167
6.50%, 07/15/2026	42,645	48,550
7.50%, 09/15/2026	5,937	6,822
8.00%, 09/15/2026	16,241	18,757
6.50%, 01/15/2027	30,302	34,497
7.50%, 01/15/2027	38,080	43,579
7.50%, 01/15/2027	12,823	14,749
1.14%, 02/15/2027	994	1,011
6.00%, 05/15/2027	32,842	36,616
7.25%, 07/15/2027	1,859	2,128
7.50%, 09/15/2027	12,934	14,382
6.50%, 12/15/2027	20,501	22,946
7.00%, 03/15/2028 IO	21,374	5,007
7.50%, 03/15/2028	68,043	78,133
7.50%, 05/15/2028	23,756	27,358
6.50%, 06/15/2028	34,929	40,260
7.00%, 06/15/2028	4,155	4,737
6.00%, 07/15/2028	13,299	14,753
6.25%, 08/15/2028	76,745	86,067
6.50%, 08/15/2028	71,689	80,056
6.00%, 09/15/2028	14,125	15,948
7.00%, 10/15/2028 IO	27,387	3,161
6.00%, 11/15/2028	63,724	72,663
6.00%, 12/15/2028	118,702	132,933
1.04%, 01/15/2029	28,640	29,081
6.00%, 01/15/2029	163,136	186,303
6.00%, 02/15/2029	34,113	37,739
6.25%, 02/15/2029	178,481	202,374
28.65%, 03/15/2029	4,717	8,715
7.00%, 04/15/2029 IO	2,682	330
7.00%, 06/15/2029	148,304	170,306
7.50%, 06/15/2029 IO	11,158	1,462
7.00%, 07/15/2029	64,922	73,561
7.00%, 08/15/2029	36,579	42,699
4.00%, 11/15/2029 IO	369,328	28,487
7.50%, 11/15/2029	192	228
8.00%, 11/15/2029	32,490	37,498
7.00%, 01/15/2030	71,371	82,439
8.00%, 01/15/2030	63,302	73,431
8.00%, 01/15/2030	20,286	24,572
8.00%, 03/15/2030	11,612	13,935
5.00%, 04/15/2030	702,000	838,803
8.00%, 04/15/2030	17,800	20,764
7.50%, 05/15/2030	14,667	17,054
7.50%, 08/15/2030	12,834	14,934
7.25%, 09/15/2030	34,667	40,124
7.00%, 10/15/2030	48,607	55,974
7.50%, 10/15/2030	892	1,034
7.50%, 10/15/2030	4,229	4,925
7.25%, 12/15/2030	57,585	66,480
7.00%, 03/15/2031	25,392	29,775
6.50%, 05/15/2031	14,588	16,779
7.00%, 06/15/2031	27,391	32,232
8.50%, 06/15/2031	57,442	68,138
6.00%, 07/15/2031	11,409	11,282
7.00%, 07/15/2031	58,281	66,921
6.50%, 08/15/2031	32,571	37,353
6.50%, 08/15/2031	326,578	382,878
6.50%, 08/15/2031	30,428	34,967
6.50%, 08/15/2031	28,156	32,627
6.50%, 10/15/2031	29,557	33,645
6.50%, 01/15/2032	32,735	36,969
6.50%, 01/15/2032	54,451	61,214
1.34%, 02/15/2032	175,534	179,479
6.38%, 02/15/2032	38,694	41,584
6.50%, 02/15/2032	64,640	73,756
6.50%, 02/15/2032	58,836	66,453
7.56%, 02/15/2032 IO	135,940	31,755
8.21%, 02/15/2032 IO	27,246	8,730
15.23%, 02/15/2032	72,195	98,627
18.37%, 02/15/2032	72,228	115,565
6.50%, 03/15/2032	76,371	87,155
6.50%, 03/15/2032	85,601	98,869
7.00%, 03/15/2032	52,095	60,290
7.00%, 03/15/2032	65,692	76,173
7.51%, 03/15/2032 IO	56,302	15,606
7.56%, 03/15/2032 IO	36,729	10,261
6.50%, 04/15/2032	20,490	24,033
6.50%, 04/15/2032	129,296	152,076
6.50%, 04/15/2032	194,140	222,576
7.00%, 04/15/2032	42,519	47,963
7.00%, 04/15/2032	119,250	140,036
5.50%, 05/15/2032	59,186	60,320
6.50%, 05/15/2032	72,085	82,795
7.00%, 05/15/2032	49,956	57,486
6.50%, 06/15/2032	86,715	100,113
6.50%, 06/15/2032	45,644	52,203
6.50%, 06/15/2032	60,513	69,764
6.50%, 07/15/2032	68,859	78,854
6.50%, 07/15/2032	92,495	107,233
0.00%, 09/15/2032 PO	1,850,463	1,701,869
6.00%, 09/15/2032	113,590	130,468
0.00%, 12/15/2032 PO	64,245	63,082
0.00%, 12/15/2032 PO	8,926	8,825
0.00%, 12/15/2032 PO	11,916	11,054
1.19%, 12/15/2032	95,073	96,849
6.00%, 12/15/2032	90,759	103,428
6.00%, 12/15/2032	164,237	185,739
17.55%, 12/15/2032	56,051	77,858
0.00%, 01/15/2033 PO	44,618	44,444
6.00%, 01/15/2033	103,617	118,562
6.00%, 02/15/2033	401,945	444,278
6.00%, 02/15/2033	89,640	102,265
6.00%, 03/15/2033	69,229	76,328
6.50%, 03/15/2033 IO	44,519	8,317
14.05%, 06/15/2033	145,880	200,626
5.00%, 07/15/2033	989,618	1,139,632
6.58%, 07/15/2033	462	561
12.41%, 07/15/2033	40,549	47,136
3.00%, 08/15/2033	495,000	514,906
13.96%, 09/15/2033	46,045	62,413
7.62%, 10/15/2033	1,084,000	1,201,302
15.54%, 11/15/2033	24,523	33,168
1.04%, 12/15/2033	353,995	357,122
5.50%, 12/15/2033	100,404	103,143
5.00%, 01/15/2034	573,279	639,494
5.50%, 02/15/2034	28,416	30,119
6.00%, 05/15/2034	345,640	378,681
22.89%, 06/15/2034	138,057	195,989
0.00%, 07/15/2034 PO	246,146	232,722
2.66%, 07/15/2034	89,505	94,924
4.00%, 11/15/2034 IO	621,345	21,644
0.00%, 01/15/2035 PO	2,325	2,286
0.00%, 02/15/2035 PO	66,759	62,721
26.24%, 02/15/2035	79,924	130,309
0.00%, 04/15/2035 PO	119,009	111,104
6.00%, 04/15/2035	1,057,000	1,262,204
0.84%, 05/15/2035	120,408	120,707
0.74%, 06/15/2035	127,448	127,138
15.90%, 06/15/2035	16,264	19,456
0.00%, 08/15/2035 PO	9,654	9,189
1.24%, 08/15/2035	126,924	129,425
0.00%, 09/15/2035 PO	62,123	58,976
6.00%, 09/15/2035	99,223	100,695
18.55%, 11/15/2035	74,390	109,214
0.00%, 01/15/2036 PO	35,714	35,499
6.00%, 01/15/2036	278,359	319,307
22.97%, 01/15/2036	22,179	35,604
0.00%, 02/15/2036 PO	241,028	224,413
0.00%, 02/15/2036 PO	81,117	75,940
0.00%, 02/15/2036 PO	55,968	50,955
0.00%, 02/15/2036 PO	48,267	46,033
0.00%, 03/15/2036 PO	138,285	129,738
0.00%, 03/15/2036 PO	149,280	138,950
0.00%, 03/15/2036 PO	15,090	14,375
6.00%, 03/15/2036	2,035	2,526
0.00%, 04/15/2036 PO	81,523	77,564
0.00%, 04/15/2036 PO	284,470	268,558
0.00%, 04/15/2036 PO	155,047	146,374
0.00%, 04/15/2036 PO	280,545	260,757
6.00%, 04/15/2036	1,443,820	1,650,453
6.00%, 04/15/2036 IO	157,334	29,720
6.00%, 04/15/2036	174,093	200,152
0.00%, 05/15/2036 PO	14,448	12,791
0.00%, 05/15/2036 PO	22,715	21,448
0.00%, 05/15/2036 PO	65,027	62,156
0.00%, 05/15/2036 PO	108,306	97,838
0.89%, 05/15/2036	1,120,969	1,125,515
0.94%, 05/15/2036	673,861	677,568
0.00%, 06/15/2036 PO	255,162	241,418
6.00%, 06/15/2036	152,932	158,627
6.00%, 06/15/2036	37,246	42,189
18.46%, 06/15/2036	53,648	73,534
0.00%, 07/15/2036 PO	50,378	46,736
6.50%, 07/15/2036	228,852	264,450
6.50%, 07/15/2036	175,252	199,880
6.66%, 07/15/2036 IO	22,654	3,585
0.00%, 08/15/2036 PO	73,057	68,080
5.50%, 08/15/2036	362,761	409,101
5.50%, 08/15/2036	129,345	141,498
6.21%, 08/15/2036 IO	1,079,238	204,510
0.00%, 09/15/2036 PO	31,607	29,989
0.00%, 09/15/2036 PO	47,543	45,269
0.00%, 10/15/2036 PO	85,624	76,812
6.26%, 10/15/2036 IO	100,297	16,987
7.50%, 11/15/2036	1,346,725	1,613,699
0.00%, 12/15/2036 PO	40,600	38,796
7.00%, 12/15/2036	3,311,030	3,933,246
7.50%, 12/15/2036	1,176,821	1,445,144
0.00%, 01/15/2037 PO	40,189	38,103
5.70%, 01/15/2037 IO	73,921	10,893
0.00%, 02/15/2037 PO	106,116	94,826
0.00%, 02/15/2037 PO	21,078	19,838
0.88%, 02/15/2037	93,739	94,202
6.00%, 02/15/2037	138,001	152,695
0.00%, 03/15/2037 PO	42,367	38,556
6.01%, 03/15/2037 IO	111,238	16,776
9.00%, 03/15/2037	30,311	37,471
0.00%, 04/15/2037 PO	50,866	48,181
6.00%, 04/15/2037	126,070	143,627
0.00%, 05/15/2037 PO	5,433	5,092
0.00%, 05/15/2037 PO	90,502	86,086
0.00%, 05/15/2037 PO	448,222	428,190
6.00%, 05/15/2037	312,338	335,739
0.00%, 06/15/2037 PO	24,931	23,573
0.00%, 06/15/2037 PO	45,772	43,041
0.00%, 07/15/2037 PO	544,672	494,187
0.83%, 07/15/2037	2,355,240	2,352,879
4.50%, 07/15/2037 IO	1,404,569	71,612
6.16%, 07/15/2037 IO	105,063	18,020
4.00%, 08/15/2037 IO	1,205,847	81,433
0.00%, 09/15/2037 PO	60,143	56,992
1.04%, 09/15/2037	34,734	34,938
4.00%, 10/15/2037 IO	759,914	37,287
4.00%, 10/15/2037 IO	513,674	16,042
1.12%, 11/15/2037	1,415,028	1,437,899
5.98%, 11/15/2037 IO	541,000	88,251
6.01%, 11/15/2037 IO	335,888	50,413
5.56%, 01/15/2038 IO	618,428	92,564
16.36%, 02/15/2038	25,273	35,417
5.50%, 03/15/2038	918,000	1,062,643
6.36%, 04/15/2038 IO	231,092	38,362
5.50%, 05/15/2038	198,713	217,968
5.76%, 06/15/2038 IO	250,633	44,197
6.00%, 06/15/2038	48,013	54,926
6.00%, 06/15/2038	734,509	831,109
5.41%, 08/15/2038 IO	473,159	66,239
5.68%, 10/15/2038	217,300	244,338
5.50%, 01/15/2039	374,004	421,564
2.14%, 02/15/2039	173,016	177,442
5.56%, 02/15/2039 IO	204,127	38,006
0.84%, 04/15/2039	863,316	869,084
0.89%, 05/15/2039	1,096,623	1,099,238
5.66%, 05/15/2039 IO	161,321	19,457
5.86%, 05/15/2039 IO	252,201	35,968
1.64%, 07/15/2039	147,821	150,415
4.50%, 07/15/2039	1,304,186	1,418,608
0.89%, 08/15/2039	337,338	338,060
3.50%, 08/15/2039	960,070	1,012,104
0.00%, 10/15/2039 PO	210,773	186,546
5.00%, 10/15/2039 IO	700,790	72,916
5.81%, 12/15/2039 IO	266,813	33,608
0.00%, 01/15/2040 PO	215,295	193,706
1.70%, 01/15/2040 IO	2,822,139	193,538
16.05%, 02/15/2040	475,000	743,831
0.94%, 10/15/2040	374,780	376,790
5.56%, 10/15/2040 IO	1,232,239	181,428
5.56%, 10/15/2040 IO	970,011	157,575
0.99%, 12/15/2040	2,892,020	2,916,399
0.99%, 03/15/2041	2,072,532	2,064,875
5.00%, 05/15/2041	1,080,548	1,339,461
5.50%, 05/15/2041	561,855	607,775
5.50%, 05/15/2041	1,466,676	1,653,986
0.84%, 10/15/2041	1,485,113	1,478,741
4.00%, 11/15/2041	1,386,005	1,491,578
4.00%, 12/15/2041	642,183	699,438
0.94%, 03/15/2042	1,358,311	1,373,127
0.94%, 07/15/2042	710,173	715,814
0.89%, 08/15/2042	3,527,307	3,558,935
0.84%, 09/15/2042	1,293,727	1,282,729
3.00%, 06/15/2043	206,000	210,789
4.50%, 09/15/2043	1,000,000	1,206,978
1.75%, 02/15/2046	3,310,252	3,466,239
7.25%, 11/15/2046	1,524,522	1,791,718
3.50%, 06/15/2048	7,722,157	8,128,822
0.00%, 10/15/2049 PO	926,801	866,266

Freddie Mac Strips
4.50%, 11/15/2020 IO	100,012	4,847
4.50%, 12/15/2020 IO	67,309	3,620
9.00%, 04/01/2022 IO	176	32
0.00%, 04/01/2028 PO	123,112	112,262
5.00%, 09/15/2035 IO	227,461	36,868
5.00%, 09/15/2035 IO	425,542	69,123
5.00%, 09/15/2035 IO	273,102	43,405
7.26%, 08/15/2036 IO	832,439	154,628
0.99%, 07/15/2042	4,164,959	4,159,624
3.50%, 07/15/2042	9,347,290	9,743,770
0.94%, 08/15/2042	2,721,334	2,710,834
0.99%, 08/15/2042	2,357,311	2,341,028
3.00%, 08/15/2042	3,359,632	3,431,070
3.00%, 01/15/2043	819,280	830,136
0.00%, 09/15/2043 PO	1,407,290	1,202,260
Ginnie Mae I pool
9.00%, 08/15/2016	5	5
9.00%, 12/15/2016	25	25
9.00%, 03/15/2017	10	10
6.50%, 06/15/2017	2,221	2,256
6.00%, 10/15/2017	841	843
8.50%, 11/15/2017	222	226
9.00%, 02/15/2020	75	76
9.50%, 09/15/2020	4	4
8.00%, 07/15/2022	66	66
8.00%, 09/15/2022	447	451
7.50%, 11/15/2022	744	805
7.50%, 03/15/2023	305	333
7.00%, 08/15/2023	699	758
7.00%, 09/15/2023	20,853	22,752
7.00%, 11/15/2023	1,352	1,539
6.50%, 01/15/2024	5,452	6,244
7.00%, 02/15/2024	9,847	10,669
9.50%, 10/15/2024	72,547	79,229
9.00%, 11/15/2024	1,633	1,820
9.50%, 12/15/2025	3,576	4,028
7.50%, 11/15/2026	1,292	1,342
7.50%, 07/15/2027	3,665	4,120
6.50%, 03/15/2028	8,841	10,127
7.50%, 07/15/2028	849	874
8.00%, 08/15/2028	1,792	1,810
6.50%, 09/15/2028	28,775	32,960
7.50%, 09/15/2028	6,149	6,960
6.50%, 10/15/2028	1,614	1,849
6.00%, 11/15/2028	13,034	14,696
7.00%, 09/15/2031	134,741	165,150
6.50%, 01/15/2032	119,790	143,481
6.50%, 07/15/2032	2,718	3,114
6.50%, 02/15/2033	17,257	19,874
7.00%, 02/15/2033	6,479	7,336
5.50%, 04/15/2033	390,335	447,860
6.50%, 04/15/2033	14,184	16,247
5.50%, 06/15/2033	7,093	8,129
7.00%, 06/15/2033	26,283	32,762
5.50%, 12/15/2033	22,945	26,317
5.50%, 07/15/2034	8,618	9,648
5.50%, 09/15/2034	26,013	29,601
7.00%, 06/15/2035	379,159	456,506
6.50%, 12/15/2035	126,342	151,499
7.00%, 04/15/2037	39,837	45,067
7.50%, 10/15/2037	69,167	76,007
4.00%, 06/15/2039	1,061,713	1,135,703
4.50%, 04/15/2040	6,001,057	6,545,661
4.00%, 10/15/2040	515,107	552,233
3.50%, 03/15/2043	1,667,779	1,771,951
3.50%, 04/15/2043	7,375,602	7,813,016
3.00%, 05/15/2043	1,253,366	1,302,424
3.50%, 06/15/2043	2,630,585	2,780,913
3.50%, 07/15/2043	921,242	978,206
Ginnie Mae II pool
8.50%, 03/20/2025	505	571
8.50%, 04/20/2025	2,918	3,335
8.50%, 05/20/2025	6,939	7,948
8.00%, 12/20/2025	930	1,027
8.00%, 06/20/2026	2,206	2,586
8.00%, 08/20/2026	1,838	2,261
8.00%, 09/20/2026	1,937	2,324
8.00%, 11/20/2026	1,645	2,004
8.00%, 10/20/2027	4,457	5,308
8.00%, 11/20/2027	3,564	4,218
8.00%, 12/20/2027	1,685	1,934
7.50%, 02/20/2028	2,670	3,244
6.00%, 03/20/2028	11,405	13,259
8.00%, 06/20/2028	628	641
8.00%, 08/20/2028	170	180
7.50%, 09/20/2028	7,467	8,622
8.00%, 09/20/2028	533	551
6.50%, 07/20/2029	128,315	148,371
6.00%, 11/20/2033	8,709	10,041
5.00%, 10/20/2037	893,919	981,618
7.00%, 08/20/2038	58,885	73,085
6.00%, 09/20/2038	1,027,039	1,165,299
6.00%, 11/20/2038	10,950	11,815
6.00%, 08/20/2039	518,286	595,872
5.50%, 09/20/2039	269,132	297,655
4.50%, 06/20/2040	1,820,230	1,980,954
5.00%, 07/20/2040	464,009	513,298
4.00%, 10/20/2040	4,928,590	5,313,015
4.50%, 01/20/2041	1,353,961	1,473,520
4.50%, 03/20/2041	1,321,784	1,438,559
4.50%, 05/20/2041	671,612	730,920
4.50%, 06/20/2041	4,791,893	5,215,058
4.50%, 09/20/2041	1,430,337	1,556,654
4.00%, 04/15/2042 (4)	5,750,000	6,148,233
4.00%, 05/15/2042 (4)	6,000,000	6,405,235
4.00%, 06/20/2042	6,342,041	6,821,314
3.00%, 08/20/2042	8,691,185	9,025,674
3.50%, 10/20/2042	10,124,834	10,732,975
4.00%, 02/20/2043	2,789,469	2,999,520
3.50%, 05/20/2043	2,356,154	2,496,921
3.00%, 09/20/2043	823,081	854,775
4.50%, 10/20/2043	8,018,807	8,613,295
4.50%, 12/20/2043	2,030,721	2,181,342
3.00%, 01/20/2044	1,572,879	1,633,419
3.00%, 04/15/2045 (4)	37,585,000	38,953,327
3.50%, 04/15/2045 (4)	105,265,000	111,284,842
3.00%, 04/20/2045	11,021,828	11,438,103
3.50%, 04/20/2045	10,538,491	11,155,047
4.00%, 05/20/2045	14,763,812	15,794,445
3.50%, 07/20/2045	20,698,529	21,909,500
3.00%, 08/20/2045	3,391,915	3,520,022
4.00%, 08/20/2045	4,536,258	4,854,882
4.00%, 01/20/2046	21,582,165	23,121,105
4.46%, 05/20/2063	523,782	567,714
GMACM Mortgage Loan Trust 2003-AR1
3.17%, 10/19/2033	477,101	468,563
GMACM Mortgage Loan Trust 2003-AR2
3.10%, 12/19/2033	430,105	419,528
GMACM Mortgage Loan Trust 2003-J8
5.25%, 12/25/2033	15,717	16,259
GMACM Mortgage Loan Trust 2004-J5
6.50%, 01/25/2035	203,907	210,390
GMACM Mortgage Loan Trust 2004-J6
5.00%, 01/25/2020	63,141	64,397
GMACM Mortgage Loan Trust 2005-AR3
2.97%, 06/19/2035	340,831	331,612
Gnma Remic Trust 2015-137
5.48%, 01/20/2038	1,322,463	1,501,722

Government National Mortgage Association
5.50%, 11/20/2020		360,181		378,528
5.00%, 04/16/2023		619,000		652,400
6.50%, 10/16/2024		208,238		236,535
6.00%, 02/20/2029		186,424		210,488
8.16%, 08/16/2029 IO		17,612		4,537
7.50%, 11/20/2029		24,723		28,794
8.50%, 02/16/2030		225,558		267,319
37.31%, 02/16/2030		27,640		43,734
9.00%, 03/16/2030		201,871		246,512
7.06%, 04/16/2030 IO		187,758		36,824
8.00%, 06/20/2030		20,620		24,718
9.00%, 10/20/2030		31,522		36,624
9.00%, 11/16/2030 IO		1,797		268
9.00%, 11/20/2030		18,631		20,050
8.26%, 01/16/2031 IO		12,224		3,387
8.11%, 03/16/2031 IO		9,182		3,203
19.86%, 03/17/2031		98,294		165,438
7.61%, 08/16/2031 IO		20,711		7,258
7.81%, 08/16/2031 IO		22,868		7,971
6.95%, 01/16/2032 IO		24,713		7,060
0.78%, 03/20/2032		97,527		97,982
7.51%, 04/16/2032 IO		92,672		20,918
11.26%, 04/16/2032		8,378		10,442
9.00%, 06/16/2032		2,976		3,832
6.50%, 06/20/2032		349,292		413,167
6.50%, 06/20/2032		89,297		105,264
6.50%, 07/16/2032		102,995		121,788
6.00%, 07/20/2032		36,916		41,825
6.50%, 07/20/2032		118,330		140,366
6.50%, 07/20/2032		176,065		207,316
7.27%, 08/20/2032 IO		26,024		1,163
6.52%, 10/20/2032 IO		162,070		3,097
13.89%, 11/17/2032		26,165		32,775
6.00%, 11/20/2032		146,000		172,768
0.00%, 12/20/2032 PO		181,300		176,203
5.50%, 01/16/2033		739,990		841,494
0.00%, 01/17/2033 PO		1,898		1,894
6.50%, 01/20/2033		191,442		219,391
7.26%, 02/16/2033 IO		92,476		16,408
0.00%, 02/17/2033 PO		68,935		66,213
7.27%, 02/20/2033 IO		40,448		11,221
0.00%, 03/16/2033 PO		14,134		13,153
7.16%, 03/17/2033		23,560		25,546
6.50%, 03/20/2033		104,532		119,707
6.50%, 03/20/2033		326,000		379,178
5.50%, 04/20/2033		410,289		465,197
6.50%, 05/20/2033		116,000		138,369
0.00%, 06/16/2033 PO		68,361		61,758
6.00%, 09/16/2033		243,099		274,393
0.00%, 10/20/2033 PO		11,096		10,190
5.82%, 10/20/2033		260,548		298,135
6.11%, 11/16/2033 IO		160,237		29,165
6.11%, 12/16/2033 IO		134,965		30,288
5.50%, 03/16/2034		5,340,653		6,091,229
6.06%, 03/16/2034 IO		109,373		5,379
18.45%, 04/16/2034		63,069		95,834
15.75%, 05/18/2034		22,264		27,240
0.00%, 06/20/2034 PO		125,900		119,101
6.00%, 06/20/2034		458,538		518,774
13.94%, 08/17/2034		70,102		87,162
5.73%, 08/20/2034		135,387		153,538
6.11%, 09/16/2034 IO		453,309		89,477
7.00%, 09/20/2034		60,153		67,565
27.34%, 09/20/2034		60,153		104,818
13.30%, 10/16/2034		16,756		20,539
22.77%, 10/16/2034		46,046		73,532
5.67%, 10/20/2034 IO		735,848		119,182
11.34%, 10/20/2034		25,868		29,953
5.65%, 11/20/2034 IO		376,647		62,796
6.32%, 01/20/2035 IO		514,751		90,826
15.37%, 06/17/2035		240,251		343,056
6.37%, 06/20/2035		273,190		315,700
5.50%, 07/20/2035 IO		54,542		11,803
19.36%, 08/16/2035		25,690		39,189
0.00%, 08/20/2035 PO		322,548		301,110
21.10%, 08/20/2035		3,093		4,429
5.50%, 09/20/2035		354,932		399,519
5.87%, 09/20/2035 IO		1,091,594		204,809
0.00%, 10/20/2035 PO		58,407		54,869
0.00%, 11/20/2035 PO		95,626		84,637
6.00%, 12/20/2035 IO		99,728		18,302
5.75%, 02/20/2036		85,097		91,707
0.00%, 03/20/2036 PO		89,086		84,411
0.00%, 05/20/2036 PO		122,380		115,577
6.07%, 06/20/2036 IO		20,441		2,526
0.00%, 07/20/2036 PO		18,078		16,983
6.27%, 07/20/2036 IO		116,990		6,320
6.50%, 07/20/2036		500,215		587,293
6.50%, 08/20/2036		670,881		791,270
5.56%, 10/20/2036		261,447		295,592
6.27%, 10/20/2036 IO		157,887		28,523
6.37%, 11/20/2036 IO		277,262		55,471
5.94%, 02/20/2037		89,064		100,231
0.00%, 03/20/2037 PO		364,163		344,566
5.77%, 03/20/2037 IO		253,228		44,247
0.00%, 04/16/2037 PO		163,340		154,800
6.37%, 04/16/2037 IO		420,956		88,309
5.77%, 04/20/2037 IO		164,248		27,492
6.11%, 04/20/2037		188,298		212,957
0.74%, 05/16/2037		96,790		97,100
0.00%, 05/20/2037 PO		26,834		24,371
5.77%, 05/20/2037 IO		328,456		60,222
5.77%, 05/20/2037 IO		303,726		58,375
0.00%, 06/16/2037 PO		57,999		54,691
0.00%, 06/16/2037 PO		426,699		408,057
6.03%, 06/16/2037 IO		248,706		48,998
5.82%, 06/20/2037 IO		264,567		39,231
6.21%, 07/20/2037 IO		363,137		74,285
6.25%, 07/20/2037 IO		380,880		71,687
6.32%, 07/20/2037 IO		251,762		47,177
6.34%, 08/20/2037 IO		96,342		14,865
0.00%, 09/20/2037 PO		66,619		63,621
6.12%, 09/20/2037 IO		233,539		45,047
18.91%, 09/20/2037		67,794		97,222
5.50%, 10/16/2037 IO		450,455		48,313
12.54%, 10/20/2037		43,089		58,174
0.00%, 11/16/2037 PO		505,891		441,865
6.10%, 11/16/2037 IO		245,883		43,005
5.50%, 11/20/2037		15,820		16,383
5.57%, 11/20/2037 IO		283,342		46,665
6.07%, 11/20/2037 IO		549,485		101,240
6.08%, 11/20/2037 IO		308,751		55,469
6.12%, 11/20/2037 IO		252,789		46,658
18.65%, 11/20/2037		30,995		47,957
6.12%, 12/20/2037 IO		403,333		75,504
0.00%, 01/20/2038 PO		39,231		38,719
0.00%, 01/20/2038 PO		19,173		17,492
5.50%, 02/20/2038 IO		66,032		10,683
5.57%, 02/20/2038 IO		2,397,771		402,931
7.26%, 04/16/2038 IO		137,162		29,430
5.87%, 04/20/2038 IO		390,584		66,321
5.96%, 05/16/2038 IO		1,165,628		222,189
5.77%, 06/20/2038 IO		99,635		16,492
6.00%, 06/20/2038		202,800		233,100
1.25%, 07/20/2038		707,349		722,085
5.72%, 07/20/2038 IO		361,601		53,260
5.75%, 07/20/2038		416,369		448,738
5.56%, 08/20/2038		524,612		604,747
5.57%, 08/20/2038 IO		133,809		18,925
5.47%, 09/20/2038 IO		421,626		63,499
5.77%, 09/20/2038 IO		853,354		138,798
7.17%, 09/20/2038 IO		184,531		37,770
6.11%, 11/20/2038		315,280		359,214
5.96%, 12/16/2038 IO		165,023		11,810
5.27%, 12/20/2038 IO		437,623		67,147
5.57%, 12/20/2038 IO		246,016		38,864
5.85%, 12/20/2038		1,037,266		1,192,029
6.00%, 12/20/2038 IO		123,302		17,476
6.87%, 12/20/2038 IO		790,999		162,718
5.47%, 01/20/2039		1,691,125		1,888,358
5.66%, 02/16/2039 IO		202,459		30,953
5.71%, 02/16/2039 IO		303,011		41,425
5.52%, 02/20/2039 IO		376,258		53,958
5.61%, 02/20/2039 IO		219,936		34,526
5.87%, 03/20/2039 IO		195,213		15,546
5.87%, 03/20/2039 IO		399,335		49,155
6.50%, 03/20/2039 IO		244,351		55,101
6.50%, 03/20/2039 IO		112,219		24,928
5.84%, 04/20/2039 IO		678,801		113,487
5.50%, 05/20/2039 IO		83,224		13,937
6.00%, 05/20/2039 IO		111,129		20,945
5.96%, 06/16/2039 IO		806,816		72,294
5.52%, 06/20/2039 IO		352,171		55,794
5.65%, 06/20/2039 IO		513,665		80,850
5.66%, 07/16/2039 IO		618,583		72,372
5.81%, 08/16/2039 IO		540,251		88,355
7.00%, 08/16/2039		257,130		290,920
5.50%, 09/20/2039		317,000		381,887
5.66%, 09/20/2039 IO		834,878		135,096
5.96%, 11/16/2039 IO		722,006		126,297
6.00%, 12/20/2039		452,752		470,742
5.23%, 06/20/2040		308,328		344,139
5.54%, 07/20/2040		442,306		504,387
7.00%, 10/16/2040		903,730		1,070,287
0.00%, 12/20/2040 PO		1,290,026		1,136,399
6.17%, 05/20/2041 IO		619,930		142,400
4.66%, 09/20/2041		631,661		691,766
4.68%, 10/20/2041		1,213,007		1,320,622
4.52%, 11/16/2041		645,982		718,608
3.00%, 12/20/2041		1,000,000		1,020,355
3.73%, 01/20/2042		687,081		732,231
3.98%, 09/16/2042		465,706		493,320
4.69%, 10/20/2042		2,576,793		2,823,818
4.71%, 11/20/2042		336,957		368,207
4.50%, 04/20/2043		371,775		401,252
0.88%, 11/20/2059		1,242,718		1,242,881
0.91%, 01/20/2060		642,868		643,095
0.88%, 03/20/2060		831,235		831,265
0.86%, 04/20/2060		2,115,127		2,105,350
5.24%, 07/20/2060		3,109,442		3,355,572
0.73%, 08/20/2060		448,257		448,091
0.90%, 01/20/2061		3,606,038		3,586,501
0.93%, 03/20/2061		2,950,362		2,921,696
1.08%, 05/20/2061		3,486,668		3,482,928
1.13%, 05/20/2061		3,418,813		3,417,654
0.90%, 08/20/2061		732,760		724,331
0.98%, 10/20/2061		1,765,006		1,764,417
0.98%, 12/20/2061		7,951,024		7,885,067
0.98%, 04/20/2062		626,914		626,604
1.13%, 04/20/2062		1,190,212		1,186,515
0.88%, 05/20/2062		855,546		855,575
0.98%, 07/20/2062		2,531,157		2,522,295
1.01%, 09/20/2062		3,899,382		3,884,839
1.02%, 09/20/2062		1,089,760		1,090,069
0.93%, 10/20/2062		1,079,970		1,076,876
0.94%, 10/20/2062		3,279,955		3,248,310
1.03%, 10/20/2062		513,375		511,066
0.73%, 11/20/2062		168,409		168,282
0.77%, 12/20/2062		3,106,020		3,064,434
0.75%, 01/20/2063		1,406,281		1,384,526
0.93%, 01/20/2063		1,239,835		1,238,511
1.65%, 01/20/2063		3,259,218		3,262,035
0.85%, 02/20/2063		324,377		320,038
0.88%, 02/20/2063		1,756,289		1,733,316
1.65%, 02/20/2063		4,415,450		4,419,329
0.84%, 03/20/2063		1,334,554		1,318,720
0.90%, 03/20/2063		411,576		406,528
1.75%, 03/20/2063		1,067,154		1,077,478
1.65%, 04/20/2063		1,339,793		1,340,593
0.90%, 06/20/2063		3,446,685		3,405,108
1.08%, 01/20/2064		3,431,610		3,413,227
1.08%, 02/20/2064		7,067,885		7,030,481
1.12%, 02/20/2064		3,887,460		3,871,202
1.08%, 03/20/2064		3,949,032		3,930,904
1.03%, 04/20/2064		4,074,245		4,038,195
1.03%, 04/20/2064		4,426,405		4,393,757
1.03%, 05/20/2064		7,033,708		6,969,567
0.93%, 06/20/2064		2,936,109		2,892,917
0.90%, 07/20/2064		4,718,298		4,656,582
0.93%, 07/20/2064		3,142,625		3,096,589
0.93%, 07/20/2064		2,395,686		2,360,818
0.90%, 09/20/2064		4,617,255		4,544,032
1.03%, 10/20/2064		1,857,035		1,816,256
0.93%, 12/20/2064		4,459,404		4,410,991
0.00%, 02/20/2065		2,982,763		2,944,693
0.91%, 02/20/2065		4,773,594		4,695,803
0.91%, 03/20/2065		9,669,248		9,641,196
0.91%, 04/20/2065		6,896,451		6,779,872
0.88%, 06/20/2065		2,397,708		2,361,119
0.87%, 07/20/2065		4,028,390		3,967,702
0.90%, 08/20/2065		773,533		760,045
1.03%, 11/20/2065		7,950,297		7,869,926
GS Mortgage Securities Corp. II
2.71%, 12/10/2027 (Acquired 10/28/2013, Cost $1,293,887) (2)		1,296,522		1,323,535
2.77%, 11/10/2045		13,211,562		13,459,998
GS Mortgage Securities Corp. Trust 2012-ALOHA
3.55%, 04/10/2034 (Acquired 04/01/2014, Cost $4,221,490) (2)		4,200,000		4,470,819
GS Mortgage Securities Corp. Trust 2012-SHOP
1.30%, 06/05/2031 IO (Acquired 10/28/2013, Cost $382,834) (2)		7,793,000		295,638
2.93%, 06/05/2031 (Acquired 02/12/2013, Cost $4,529,602) (2)		4,402,000		4,531,965
GS Mortgage Securities Corp. Trust 2013-NYC5
2.32%, 01/10/2030 (Acquired 10/28/2013, Cost $507,855) (2)		505,000		509,516
GS Mortgage Securities Trust 2006-GG8
0.57%, 11/10/2039 IO (Acquired 10/28/2013, Cost $164,137) (2)		10,369,022		8,941
GS Mortgage Securities Trust 2011-GC5
5.32%, 08/10/2044 (Acquired 03/27/2014, Cost $510,135) (2)		500,000		504,699
GS Mortgage Securities Trust 2013-GC13
3.87%, 07/10/2046		5,880,000		6,390,952
GS Mortgage Securities Trust 2013-GC16
1.51%, 11/10/2046 IO		25,347,834		1,559,231
GS Mortgage Securities Trust 2013-GCJ14
0.85%, 08/10/2046 IO		29,478,134		1,154,137
GS Mortgage Securities Trust 2014-GC18
4.07%, 01/10/2047		2,600,000		2,842,264
GS Mortgage Securities Trust 2014-GC20
4.00%, 04/10/2047		163,000		177,404
GS Mortgage Securities Trust 2014-GC26
3.36%, 11/10/2047		8,000,000		8,316,580
GS Mortgage Securities Trust 2015-590M
3.62%, 10/10/2035 (Acquired 10/23/2015, Cost $1,327,853) (2)		1,291,000		1,351,057
GS Mortgage Securities Trust 2015-GC28
3.14%, 02/10/2048		9,000,000		9,182,191
GSMPS Mortgage Loan Trust 2004-4
0.83%, 06/25/2034 (Acquired 10/28/2013, Cost $74,598) (2)		82,027		68,001
GSMPS Mortgage Loan Trust 2005-RP2
0.78%, 03/25/2035 (Acquired 10/28/2013, Cost $134,418) (2)		150,956		127,233
GSMPS Mortgage Loan Trust 2005-RP3
0.78%, 09/25/2035 (Acquired 10/28/2013, Cost $802,021) (2)		915,107		739,250
4.34%, 09/25/2035 IO (Acquired 10/28/2013, Cost $96,275) (2)		674,676		97,298
GSMS Trust 2009-RR1
5.37%, 05/17/2045 (Acquired 10/28/2013, Cost $614,017) (2)		568,000		567,560
GSR Mortgage Loan Trust 2003-3F
5.75%, 04/25/2033		51,847		53,938
GSR Mortgage Loan Trust 2003-6F
0.83%, 09/25/2032		19,936		18,770
GSR Mortgage Loan Trust 2004-13F
6.00%, 11/25/2034		136,200		139,816
GSR Mortgage Loan Trust 2004-6F
5.50%, 05/25/2034		190,006		194,901
6.50%, 05/25/2034		122,553		129,980
GSR Mortgage Loan Trust 2005-5F
0.93%, 06/25/2035		57,625		54,381
GSR Mortgage Loan Trust 2005-7F
6.00%, 09/25/2035		288,234		298,239
GSR Mortgage Loan Trust 2005-AR6
2.97%, 09/25/2035		21,128		20,985
GSR Mortgage Loan Trust 2006-1F
5.50%, 02/25/2036		156,891		147,717
6.00%, 02/25/2036		613,268		540,339
GSR Mortgage Loan Trust 2007-1F
5.50%, 01/25/2037		496,650		481,180
HILT 2014-ORL Mortgage Trust
1.34%, 07/15/2029 (Acquired 09/02/2014 through 09/05/2014, Cost $1,897,657) (2)		1,900,000		1,889,901
Impac CMB Trust Series 2004-4
5.03%, 09/25/2034		15,071		14,497
Impac CMB Trust Series 2004-7
1.17%, 11/25/2034		1,720,666		1,600,408
Impac CMB Trust Series 2005-4
1.03%, 05/25/2035		198,561		192,210
Impac Secured Assets CMN Owner Trust
5.50%, 08/25/2033		114,274		115,333
1.23%, 11/25/2034		5,096		4,975
Impac Secured Assets Trust 2006-1
0.78%, 05/25/2036		568,291		507,424
Impac Secured Assets Trust 2006-2
0.78%, 08/25/2036		605,315		588,862
JP Morgan Alternative Loan Trust
2.76%, 03/25/2036		55,261		45,543
JP Morgan Chase Commercial Mortgage Securities Trust 2005-CIBC11
0.04%, 08/12/2037 IO (Acquired 10/28/2013, Cost $82,812) (2)		9,928,197		10,266
5.41%, 08/12/2037		70,811		70,699
JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP5
0.10%, 12/15/2044 IO (Acquired 10/28/2013, Cost $105,595) (2)		8,859,902		10,388
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC15
0.31%, 06/12/2043 IO		23,023,627		18,111
5.81%, 06/12/2043		97,776		97,709
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC16
5.55%, 05/12/2045		160,210		160,723
5.55%, 05/12/2045		1,048,293		1,053,277
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP8
5.40%, 05/15/2045		89,567		89,721
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9
0.59%, 05/15/2047		208,777		207,328
5.34%, 05/15/2047		413,000		409,279
JP Morgan Chase Commercial Mortgage Securities Trust 2007-C1
5.72%, 02/15/2051		145,994		150,924
JP Morgan Chase Commercial Mortgage Securities Trust 2007-CIBC19
5.70%, 02/12/2049		1,530,742		1,574,055
JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP12
0.08%, 02/15/2051 IO		28,797,828		29,716
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8
2.38%, 10/15/2045		7,800,000		7,903,839
JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11
2.96%, 04/15/2046		7,152,087		7,372,942
JP Morgan Mortgage Trust 2004-A3
2.71%, 07/25/2034		85,340		87,254
JP Morgan Mortgage Trust 2004-A4
2.81%, 09/25/2034		106,466		108,117
JP Morgan Mortgage Trust 2004-S1
5.00%, 09/25/2034		39,685		40,658
JP Morgan Mortgage Trust 2005-A1
2.78%, 02/25/2035		238,439		241,830
JP Morgan Mortgage Trust 2005-A4
2.50%, 07/25/2035		279,251		273,617
JP Morgan Mortgage Trust 2006-A2
2.68%, 11/25/2033		863,120		863,734
2.72%, 08/25/2034		1,543,773		1,545,957
JP Morgan Mortgage Trust 2006-A3
2.75%, 08/25/2034		203,518		202,810
JP Morgan Mortgage Trust 2006-A7
2.78%, 01/25/2037		143,062		125,821
2.78%, 01/25/2037		250,951		219,439
JP Morgan Mortgage Trust 2007-A1
2.82%, 07/25/2035		159,213		158,417
2.82%, 07/25/2035		2,428,661		2,448,128
JP Morgan Mortgage Trust 2007-A2
2.80%, 04/25/2037		525,459		457,344
JP Morgan Resecuritization Trust Series 2009-6
2.67%, 09/26/2036 (Acquired 10/28/2013, Cost $125,529) (2)		124,649		124,593
JP Morgan Resecuritization Trust Series 2010-4
1.99%, 08/26/2035 (Acquired 10/28/2013, Cost $14,048) (2)		14,064		14,024
JPMBB Commercial Mortgage Securities Trust 2014-C19
3.67%, 04/15/2047		2,010,000		2,116,665
JPMBB Commercial Mortgage Securities Trust 2014-C24
3.10%, 11/15/2047		13,000,000		13,325,235
JPMBB Commercial Mortgage Securities Trust 2014-C25
3.41%, 11/15/2047		13,000,000		13,667,319
JPMBB Commercial Mortgage Securities Trust 2015-C28
2.77%, 10/15/2048		3,200,000		3,296,864
KGS-Alpha SBA COOF Trust
0.59%, 05/25/2039 IO (Acquired 10/28/2013, Cost $178,215) (2)(8)		5,948,097		113,386
KGS-Alpha SBA COOF Trust 2014-2
3.04%, 04/25/2040 IO (Acquired 10/21/2014, Cost $431,795) (2)(8)		2,643,699		337,898
Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust
3.99%, 02/15/2036 (Acquired 10/28/2013, Cost $979,179) (2)		1,027,000		1,084,503
LB-UBS Commercial Mortgage Trust 2006-C4
5.86%, 06/15/2038		41,579		41,572
LB-UBS Commercial Mortgage Trust 2006-C7
5.30%, 11/15/2038		575,253		580,033
LB-UBS Commercial Mortgage Trust 2007-C1
5.46%, 02/15/2040		490,000		497,523
LB-UBS Commercial Mortgage Trust 2007-C2
0.54%, 02/15/2040 IO		13,020,777		61,040
5.39%, 02/15/2040		14,400,054		14,703,103
5.43%, 02/15/2040		619,778		632,822
Lehman Mortgage Trust 2006-2
5.94%, 04/25/2036		97,577		86,498
Lehman Mortgage Trust 2007-6
6.00%, 07/25/2037		83,134		74,228
Lehman Mortgage Trust 2008-2
6.00%, 03/25/2038		513,635		391,972
Luminent Mortgage Trust 2005-1
0.69%, 11/25/2035		2,836,096		2,523,242
MASTR Adjustable Rate Mortgages Trust 2004-13
2.79%, 04/21/2034		395,780		395,011
MASTR Adjustable Rate Mortgages Trust 2004-15
3.40%, 12/25/2034		63,201		61,968
MASTR Adjustable Rate Mortgages Trust 2004-3
2.51%, 04/25/2034		103,373		95,307
MASTR Alternative Loan Trust 2003-5
6.00%, 08/25/2033		460,022		481,214
MASTR Alternative Loan Trust 2003-9
6.00%, 12/25/2033		121,938		120,638
6.00%, 01/25/2034		29,320		29,227
MASTR Alternative Loan Trust 2004-1
5.00%, 01/25/2019		33,052		33,216
MASTR Alternative Loan Trust 2004-10
4.50%, 09/25/2019		21,976		22,080
MASTR Alternative Loan Trust 2004-13
5.50%, 01/25/2020		502,785		515,023
MASTR Alternative Loan Trust 2004-2
5.00%, 02/25/2019		1,836		1,853
MASTR Alternative Loan Trust 2004-3
6.00%, 04/25/2034		284,614		297,472
6.25%, 04/25/2034		85,986		89,454
MASTR Alternative Loan Trust 2004-4
5.00%, 04/25/2019		28,233		28,484
MASTR Alternative Loan Trust 2004-6
0.00%, 07/25/2034 PO		54,216		42,393
6.00%, 07/25/2034		32,954		33,034
MASTR Alternative Loan Trust 2004-7
0.00%, 08/25/2034 PO		46,119		35,216
MASTR Alternative Loan Trust 2004-8
5.50%, 09/25/2019		66,946		68,125
MASTR Alternative Loan Trust 2005-1
5.00%, 02/25/2035		1,510,950		1,511,811
MASTR Alternative Loan Trust 2005-6
5.50%, 11/25/2020		87,346		84,436
MASTR Asset Securitization Trust
4.50%, 12/25/2018		5,899		5,961
MASTR Asset Securitization Trust 2003-12
0.00%, 12/25/2033 PO		11,862		10,586
5.00%, 12/25/2033		31,344		31,509
MASTR Asset Securitization Trust 2003-2
4.50%, 03/25/2018		3,761		3,747
4.50%, 03/25/2018		11,939		11,895
5.00%, 03/25/2018		5,943		5,941
MASTR Asset Securitization Trust 2003-8
5.50%, 09/25/2033		7,287		7,257
MASTR Asset Securitization Trust 2003-9
0.00%, 10/25/2018 PO		10,745		10,700
5.50%, 10/25/2033		16,259		16,196
MASTR Asset Securitization Trust 2004-1
0.00%, 02/25/2034 PO		8,257		7,084
MASTR Asset Securitization Trust 2004-4
4.50%, 04/25/2019		1,188		1,196
5.25%, 12/26/2033		202,378		208,928
MASTR Asset Securitization Trust 2004-6
0.00%, 07/25/2019 PO		6,492		6,191
MASTR Asset Securitization Trust 2004-8
0.00%, 08/25/2019 PO		3,798		3,568
4.75%, 08/25/2019		22,347		22,751
MASTR Asset Securitization Trust 2004-9
5.25%, 09/25/2019		34,708		35,239
MASTR Reperforming Loan Trust 2005-2
0.78%, 05/25/2035 (Acquired 10/28/2013, Cost $1,090,256) (2)		1,222,638		964,702
MASTR Reperforming Loan Trust 2006-2
4.60%, 05/25/2036 (Acquired 10/28/2013, Cost $144,195) (2)		152,311		137,795
Mastr Resecuritization Trust 2005-PO
0.00%, 05/28/2035 PO (Acquired 10/28/2013, Cost $83,142) (2)		88,802		70,051
Merrill Lynch Mortgage Backed Securities Trust Series 2007-3
1.43%, 06/25/2037		349,322		336,782
Merrill Lynch Mortgage Investors Trust Series 2003-A5
2.51%, 08/25/2033		96,974		97,170
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-E
1.05%, 10/25/2028		198,298		188,032
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-F
1.07%, 10/25/2028		223,111		217,094
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-1
2.36%, 12/25/2034		198,485		197,823
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-A
0.89%, 04/25/2029		84,584		78,838
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-C
1.43%, 07/25/2029		169,023		160,013
Merrill Lynch Mortgage Investors Trust Series MLMI 2004-A4
2.56%, 08/25/2034		165,981		168,525
Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2
2.64%, 02/25/2035		321,122		312,056
ML Trust XLVII
8.99%, 10/20/2020		1,189		1,247
ML-CFC Commercial Mortgage Trust 2006-3
5.41%, 07/12/2046		1,700,770		1,714,134
ML-CFC Commercial Mortgage Trust 2006-4
0.61%, 12/12/2049 IO (Acquired 10/28/2013, Cost $398,752) (2)		29,647,547		96,337
5.20%, 12/12/2049		2,000,000		2,033,993
ML-CFC Commercial Mortgage Trust 2007-9
5.70%, 09/12/2049		613,377		635,952
Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6
2.86%, 11/15/2045		9,144,055		9,392,621
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11
3.96%, 08/15/2046		5,200,000		5,655,162
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14
2.92%, 02/15/2047		10,000,000		10,381,773
3.67%, 02/15/2047		4,400,000		4,678,006
3.79%, 02/15/2047		659,000		710,201
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23
3.45%, 07/15/2050		12,200,000		12,823,608
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24
3.48%, 05/15/2048		5,000,000		5,252,113
Morgan Stanley Capital I Trust 2006-IQ12
0.44%, 12/15/2043 IO (Acquired 10/28/2013, Cost $234,425) (2)		18,936,122		35,458
Morgan Stanley Capital I Trust 2007-HQ11
0.21%, 02/12/2044 IO (Acquired 10/28/2013, Cost $156,714) (2)		33,753,222		47,109
5.42%, 02/12/2044		327,633		334,446
Morgan Stanley Capital I Trust 2007-HQ13
0.44%, 12/15/2044 IO (Acquired 10/28/2013, Cost $118,004) (2)		8,208,823		48,237
Morgan Stanley Capital I Trust 2007-IQ13
0.41%, 03/15/2044 IO (Acquired 10/28/2013, Cost $325,436) (2)		27,352,412		98,124
Morgan Stanley Capital I Trust 2011-C3
4.05%, 07/15/2049		630,000		662,810
Morgan Stanley Capital I Trust 2012-C4
2.99%, 03/15/2045		826,000		852,390
Morgan Stanley Capital I Trust 2014-CPT
3.35%, 07/13/2029 (Acquired 07/31/2015, Cost $1,548,886) (2)		1,500,000		1,575,439
Morgan Stanley Mortgage Loan Trust 2004-3
5.70%, 04/25/2034		374,711		391,841
Morgan Stanley Mortgage Loan Trust 2004-9
5.06%, 10/25/2019		92,426		91,121
Morgan Stanley Reremic Trust
0.25%, 07/27/2049 (Acquired 10/28/2013, Cost $1,019,071) (2)		1,182,000		1,091,079
2.00%, 07/27/2049 (Acquired 10/28/2013, Cost $1,649,064) (2)		1,640,071		1,627,771
1.00%, 03/27/2051 (Acquired 10/28/2013, Cost $1,000,902) (2)		1,009,929		995,285
MortgageIT Trust 2005-1
1.07%, 02/25/2035		135,511		128,222
MortgageIT Trust 2005-2
0.69%, 05/25/2035		2,115,881		1,993,491
MortgageIT Trust 2005-3
0.73%, 08/25/2035		5,835,277		5,333,643
MRFC Mortgage Pass-Through Trust Series 1999-TBC2
0.92%, 06/15/2030		406,012		382,820
MRFC Mortgage Pass-Through Trust Series 2000-TBC3
0.88%, 12/15/2030		88,463		83,790
NACC Reperforming Loan REMIC Trust 2004-R2
6.50%, 10/25/2034 (Acquired 10/28/2013, Cost $86,257) (2)		84,849		85,827
NCUA Guaranteed Notes Trust 2010-C1
2.65%, 10/29/2020		1,263,494		1,264,674
NCUA Guaranteed Notes Trust 2010-R3
1.00%, 12/08/2020		2,016,635		2,019,521
2.40%, 12/08/2020		352,455		356,734
Nomura Asset Acceptance Corp. Alternative Loan Trust Series 2003-A1
5.00%, 04/25/2018		485		486
7.00%, 04/25/2033		10,984		11,214
5.50%, 05/25/2033		36,298		36,830
6.00%, 05/25/2033		23,147		23,500
Nomura Resecuritization Trust 2010-6R
3.00%, 03/26/2036 (Acquired 10/28/2013, Cost $67,875) (2)		67,742		66,271
NorthStar 2013-1
2.29%, 08/25/2029 (Acquired 10/28/2013, Cost $363,209) (2)		363,209		362,664
5.44%, 08/25/2029 (Acquired 10/28/2013 through 11/13/2013, Cost $1,075,089) (2)		1,071,000		1,058,100
PaineWebber CMO Trust Series P
8.50%, 08/01/2019		612		660
PFP 2015-2 Ltd
1.89%, 07/14/2034 (Acquired 07/28/2015, Cost $1,208,000) (2)		1,208,000		1,194,526
3.69%, 07/14/2034 (Acquired 07/28/2015, Cost $821,000) (2)		821,000		804,464
4.44%, 07/14/2034 (Acquired 07/28/2015, Cost $730,000) (2)		730,000		717,856
Prime Mortgage Trust 2004-CL1
6.00%, 02/25/2034		158,619		165,518
Provident Funding Mortgage Loan Trust 2005-1
2.78%, 05/25/2035		67,947		69,114
RAIT 2014-FL2 Trust
2.59%, 05/13/2031 (Acquired 05/22/2014, Cost $1,464,284) (2)		1,500,000		1,475,876
RAIT 2014-FL3 Trust
1.69%, 12/15/2031 (Acquired 10/23/2014, Cost $1,216,558) (2)		1,216,558		1,197,688
2.24%, 12/15/2031 (Acquired 10/23/2014, Cost $1,489,836) (2)		1,489,836		1,456,285
RAIT 2015-FL4 Trust
1.79%, 12/15/2031 (Acquired 05/19/2015, Cost $1,563,267) (2)		1,563,267		1,553,114
2.19%, 12/15/2031 (Acquired 05/19/2015, Cost $966,832) (2)		966,832		963,221
RAIT 2015-FL5 Trust
4.34%, 01/15/2031 (Acquired 12/16/2015, Cost $1,485,000) (2)		1,485,000		1,483,555
RALI Series 2001-QS19 Trust
6.00%, 12/25/2016		6,895		6,845
RALI Series 2002-QS16 Trust
15.72%, 10/25/2017		8,406		8,786
RALI Series 2002-QS8 Trust
6.25%, 06/25/2017		28,261		28,274
RALI Series 2003-QR19 Trust
5.75%, 10/25/2033		214,293		222,765
RALI Series 2003-QR24 Trust
4.00%, 07/25/2033		60,946		60,937
RALI Series 2003-QS13 Trust
4.00%, 07/25/2033		1,026,519		966,714
RALI Series 2003-QS14 Trust
5.00%, 07/25/2018		86,161		86,549
RALI Series 2003-QS15 Trust
5.50%, 08/25/2033		1,029,267		1,030,863
RALI Series 2003-QS18 Trust
5.00%, 09/25/2018		26,359		26,557
RALI Series 2003-QS19 Trust
5.75%, 10/25/2033		582,835		605,902
RALI Series 2003-QS3 Trust
15.55%, 02/25/2018		19,804		20,815
RALI Series 2003-QS9 Trust
7.12%, 05/25/2018 IO		53,346		2,470
RALI Series 2004-QS6 Trust
5.00%, 05/25/2019		13,476		13,463
RALI Series 2004-QS7 Trust
5.50%, 05/25/2034		936,306		950,411
RALI Series 2005-QA6 Trust
3.58%, 05/25/2035		277,609		231,873
RALI Series 2007-QS1 Trust
6.00%, 01/25/2037		29,739		24,461
RBS Commercial Funding, Inc. 2013-GSP Trust
3.83%, 01/13/2032 (Acquired 08/19/2015, Cost $1,564,331) (2)		1,498,000		1,617,175
RBS Commercial Funding, Inc. 2013-SMV Trust
3.26%, 03/11/2031 (Acquired 10/28/2013, Cost $490,363) (2)		512,000		528,035
RBSSP Resecuritization Trust 2009-1
6.50%, 02/26/2036 (Acquired 10/28/2013, Cost $468,892) (2)		452,064		478,426
RBSSP Resecuritization Trust 2009-12
5.80%, 11/25/2033 (Acquired 10/28/2013, Cost $575,922) (2)		561,668		580,081
RBSSP Resecuritization Trust 2009-2
7.00%, 08/26/2037 (Acquired 10/28/2013, Cost $124,994) (2)		121,321		126,469
RBSSP Resecuritization Trust 2009-9
6.00%, 07/26/2037 (Acquired 10/28/2013, Cost $116,734) (2)		115,889		116,467
RBSSP Resecuritization Trust 2010-9
5.00%, 10/26/2034 (Acquired 10/28/2013, Cost $178,828) (2)		172,691		176,129
4.00%, 05/26/2037 (Acquired 10/28/2013, Cost $497,872) (2)		491,974		484,835
RCMC LLC
5.62%, 11/15/2044 (Acquired 10/28/2013, Cost $579,219) (2)		578,950		582,385
Reperforming Loan REMIC Trust 2005-R1
0.00%, 03/25/2035 PO (Acquired 10/28/2013, Cost $12,549) (2)		13,504		11,201
Residential Asset Securitization Trust 2003-A13
5.50%, 01/25/2034		35,373		36,008
Residential Asset Securitization Trust 2003-A14
4.75%, 02/25/2019		1,970		1,994
Residential Asset Securitization Trust 2003-A8
4.25%, 10/25/2018		32,230		32,312
Residential Asset Securitization Trust 2004-A7
5.50%, 10/25/2034		2,999,282		3,000,546
Residential Asset Securitization Trust 2005-A2
4.62%, 03/25/2035 IO		1,207,553		178,424
Residential Asset Securitization Trust 2006-A4IP
6.00%, 05/25/2036		119,769		108,521
Resource Capital Corp. 2015-CRE4 Ltd
1.84%, 08/15/2032 (Acquired 08/05/2015, Cost $700,000) (2)		700,000		687,248
3.44%, 08/15/2032 (Acquired 08/05/2015, Cost $1,151,000) (2)		1,151,000		1,135,538
RFMSI Series 2003-S11 Trust
4.00%, 06/25/2018		524		520
RFMSI Series 2003-S14 Trust
0.00%, 07/25/2018 PO		6,024		5,778
RFMSI Series 2003-S16 Trust
5.00%, 09/25/2018		17,157		17,229
RFMSI Series 2003-S20 Trust
4.75%, 12/25/2018		31,309		31,543
RFMSI Series 2004-S6 Trust
0.00%, 06/25/2034 PO		21,162		18,007
RFMSI Series 2005-SA4 Trust
2.89%, 09/25/2035		109,186		89,459
RREF 2015-LT7 LLC
3.00%, 12/25/2032 (Acquired 06/15/2015, Cost $955,774) (2)		956,445		956,445
Sequoia Mortgage Trust 2004-10
1.05%, 11/20/2034		87,469		81,422
Sequoia Mortgage Trust 2004-11
1.03%, 12/20/2034		286,493		275,582
Sequoia Mortgage Trust 2004-12
1.12%, 01/20/2035		236,001		215,352
Sequoia Mortgage Trust 2004-8
1.13%, 09/20/2034		1,618,627		1,528,104
1.61%, 09/20/2034		293,300		280,318
Springleaf Mortgage Loan Trust 2013-1
1.27%, 06/25/2058 (Acquired 10/28/2013, Cost $780,499) (2)		788,641		786,937
2.31%, 06/25/2058 (Acquired 10/28/2013, Cost $1,087,985) (2)		1,121,000		1,119,884
3.14%, 06/25/2058 (Acquired 10/28/2013, Cost $796,809) (2)		817,000		815,791
3.79%, 06/25/2058 (Acquired 10/28/2013, Cost $662,117) (2)		688,000		686,934
Springleaf Mortgage Loan Trust 2013-2
1.78%, 12/25/2065 (Acquired 10/28/2013, Cost $1,184,736) (2)		1,190,024		1,190,346
3.52%, 12/25/2065 (Acquired 10/28/2013, Cost $877,863) (2)		899,000		902,648
Springleaf Mortgage Loan Trust 2013-3
3.79%, 09/25/2057 (Acquired 10/28/2013, Cost $1,261,695) (2)		1,262,000		1,270,501
Structured Adjustable Rate Mortgage Loan Trust
2.45%, 06/25/2034		58,789		58,465
2.55%, 06/25/2034		804,555		796,620
Structured Asset Mortgage Investments II Trust 2004-AR5
1.09%, 10/19/2034		242,510		230,080
Structured Asset Mortgage Investments II Trust 2005-AR5
0.68%, 07/19/2035		867,616		820,887
Structured Asset Mortgage Investments Trust 2003-CL1
0.83%, 07/25/2032		738,332		696,480
Structured Asset Sec Corp. Mort Pas Thr Certs Se 2003 29
4.75%, 09/25/2018		48,803		49,291
Structured Asset Sec Corp. Mort Pas Thr Certs Ser 2003 30
5.50%, 10/25/2033		34,805		36,368
Structured Asset Sec Corp. Mort Pass Thr Certs Ser 2003-32
5.25%, 11/25/2033		26,209		26,172
Structured Asset Securities Corp.
2.72%, 12/25/2033		2,491,321		2,436,869
4.49%, 12/25/2033		311,023		309,722
5.60%, 02/25/2034		302,572		310,908
0.78%, 06/25/2035 (Acquired 10/28/2013, Cost $100,173) (2)		116,037		92,438
Structured Asset Securities Corp. Mort Pass Thru Ser 2004-5H
5.54%, 12/25/2033		682,701		701,091
Structured Asset Securities Corp. Mortgage Pass-Through Ctfs Ser 2003-33H
5.50%, 10/25/2033		330,657		337,242
Structured Asset Securities Corp. Mortgage Pass-Through Ctfs Ser 2003-34A
2.76%, 11/25/2033		96,513		94,422
Structured Asset Securities Corp. Mortgage Pass-Through Ctfs Ser 2004-22
5.07%, 01/25/2035		4,707,915		4,820,658
Structured Asset Securities Corp. Trust 2005-6
5.00%, 05/25/2035		67,282		67,813
Thornburg Mortgage Securities Trust 2003-4
1.07%, 09/25/2043		1,235,534		1,183,825
Thornburg Mortgage Securities Trust 2003-5
2.37%, 10/25/2043		7,110,344		7,104,338
Thornburg Mortgage Securities Trust 2004-4
2.23%, 12/25/2044		669,145		657,362
Thornburg Mortgage Securities Trust 2005-1
2.53%, 04/25/2045		1,932,045		1,899,732
UBS Commercial Mortgage Trust 2012-C1
2.18%, 05/10/2045 IO (Acquired 10/28/2013, Cost $222,905) (2)		1,850,115		177,757
UBS-BAMLL Trust
3.66%, 06/10/2030 (Acquired 10/28/2013, Cost $1,761,882) (2)		1,787,000		1,863,966
UBS-Barclays Commercial Mortgage Trust 2012-C2
1.66%, 05/10/2063 IO (Acquired 10/28/2013, Cost $606,567) (2)		7,284,242		436,637
3.53%, 05/10/2063		1,073,000		1,140,574
UBS-Barclays Commercial Mortgage Trust 2013-C6
3.24%, 04/10/2046		271,000		282,147
Vendee Mortgage Trust 1993-1
7.25%, 02/15/2023		535,419		604,803
Vendee Mortgage Trust 1994-1
5.57%, 02/15/2024		128,741		141,344
6.50%, 02/15/2024		406,450		460,150
Vendee Mortgage Trust 1996-1
6.75%, 02/15/2026		190,195		220,880
Vendee Mortgage Trust 1996-2
6.75%, 06/15/2026		87,073		100,439
Vendee Mortgage Trust 1997-1
7.50%, 02/15/2027		264,083		311,372
Vendee Mortgage Trust 1998-1
7.00%, 03/15/2028		175,841		211,551
VML 2014-NPL1 LLC
3.88%, 04/27/2054 (Acquired 11/26/2014, Cost $729,489) (2)		729,489		725,746
VNDO 2012-6AVE Mortgage Trust
3.00%, 11/15/2030 (Acquired 10/28/2013, Cost $2,209,630) (2)		2,283,000		2,340,509
VNDO 2013-PENN Mortgage Trust
3.81%, 12/13/2029 (Acquired 12/05/2013, Cost $2,552,320) (2)		2,500,000		2,637,570
Wachovia Bank Commercial Mortgage Trust Series 2004-C11
5.17%, 01/15/2041		117,789		117,566
Wachovia Bank Commercial Mortgage Trust Series 2005-C21
5.30%, 10/15/2044		588,490		587,852
Wachovia Bank Commercial Mortgage Trust Series 2006-C24
0.21%, 03/15/2045 IO (Acquired 10/28/2013, Cost $250,492) (2)		5,714,486		57
Wachovia Bank Commercial Mortgage Trust Series 2007-C32
5.70%, 06/15/2049		5,686,895		5,879,184
WaMu Mortgage Pass-Through Certificates Series 2003-AR11 Trust
2.53%, 10/25/2033		512,465		514,576
WaMu Mortgage Pass-Through Certificates Series 2003-AR7 Trust
2.42%, 08/25/2033		171,460		170,907
WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust
2.52%, 09/25/2033		879,566		882,497
2.56%, 09/25/2033		154,139		151,272
WaMu Mortgage Pass-Through Certificates Series 2003-S1 Trust
5.50%, 04/25/2033		156,512		160,925
WaMu Mortgage Pass-Through Certificates Series 2003-S10
5.00%, 10/25/2018		8,971		9,040
WaMu Mortgage Pass-Through Certificates Series 2003-S13 Trust
0.98%, 12/25/2018		21,115		20,546
WaMu Mortgage Pass-Through Certificates Series 2003-S4
16.27%, 06/25/2033		34,811		43,875
WaMu Mortgage Pass-Through Certificates Series 2003-S8 Trust
4.50%, 09/25/2018		45,593		45,794
4.50%, 09/25/2018		15,141		15,210
WaMu Mortgage Pass-Through Certificates Series 2003-S9 Trust
0.00%, 10/25/2033 PO		11,815		9,788
5.25%, 10/25/2033		604,962		617,504
WaMu Mortgage Pass-Through Certificates Series 2004-AR3 Trust
2.51%, 06/25/2034		5,184,558		5,204,450
2.51%, 06/25/2034		292,144		293,264
WaMu Mortgage Pass-Through Certificates Series 2004-CB1 Trust
5.00%, 06/25/2019		51,207		51,838
WaMu Mortgage Pass-Through Certificates Series 2004-CB2 Trust
5.00%, 07/25/2019		62,405		63,116
5.50%, 08/25/2019		134,784		136,795
6.00%, 08/25/2034		1,208,693		1,274,932
WaMu Mortgage Pass-Through Certificates Series 2004-CB3 Trust
5.50%, 10/25/2019		19,665		19,981
6.00%, 10/25/2019		20,303		21,056
6.50%, 10/25/2034		4,765,191		5,134,994
WaMu Mortgage Pass-Through Certificates Series 2004-CB4 Trust
5.50%, 12/25/2019		34,457		35,114
WaMu Mortgage Pass-Through Certificates Series 2004-RS2
5.00%, 11/25/2033		100,338		101,815
WaMu Mortgage Pass-Through Certificates Series 2004-S2 Trust
5.50%, 06/25/2034		518,243		539,714
WaMu Mortgage Pass-Through Certificates Series 2004-S3 Trust
5.00%, 07/25/2034		124,213		128,933
WaMu Mortgage Pass-Through Certificates Series 2006-AR10 Trust
2.45%, 09/25/2036		23,600		19,623
WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust
2.42%, 08/25/2046		120,393		101,754
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-1 Trust
0.00%, 03/25/2035 PO		19,265		13,677
5.50%, 03/25/2035		216,883		214,897
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-2 Trust
4.57%, 04/25/2035 IO		344,841		49,179
4.62%, 04/25/2035 IO		1,268,833		212,467
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-4 Trust
5.50%, 06/25/2035		450,681		417,958
5.50%, 06/25/2035 IO		430,544		89,192
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust
5.50%, 08/25/2035		87,535		79,551
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-1 Trust
5.75%, 02/25/2036		35,823		32,727
Washington Mutual MSC Mortgage Pass-Through Certificates Series 2003-MS5 Trust
0.93%, 03/25/2018		7,263		7,183
Washington Mutual MSC Mortgage Pass-Through Certificates Series 2003-MS7 Trust
0.00%, 03/25/2033 PO		2,397		2,007
Wells Fargo Alternative Loan 2003-1 Trust
0.00%, 09/25/2033 PO		14,561		12,811
Wells Fargo Alternative Loan 2007-PA3 Trust
5.75%, 07/25/2037		45,600		39,893
Wells Fargo Commercial Mortgage Trust 2013-120B
2.71%, 03/18/2028 (Acquired 10/28/2013, Cost $1,520,675) (2)		1,548,000		1,578,803
Wells Fargo Commercial Mortgage Trust 2015-C26
2.99%, 02/15/2048		9,300,000		9,504,386
Wells Fargo Commercial Mortgage Trust 2015-C29
3.37%, 06/15/2048		10,000,000		10,406,839
Wells Fargo Commercial Mortgage Trust 2015-C30
3.66%, 09/15/2058		729,000		775,056
Wells Fargo Commercial Mortgage Trust 2015-NXS2
3.50%, 07/15/2058		15,000,000		15,752,967
Wells Fargo Commercial Mortgage Trust 2015-NXS3
3.62%, 09/15/2057		548,000		581,869
Wells Fargo Commercial Mortgage Trust 2015-SG1
3.79%, 12/15/2047		969,000		1,039,971
Wells Fargo Mortgage Backed Securities 2003-K Trust
2.62%, 11/25/2033		340,565		339,739
2.62%, 11/25/2033		13,065		13,095
Wells Fargo Mortgage Backed Securities 2003-L Trust
2.72%, 11/25/2033		51,318		51,152
Wells Fargo Mortgage Backed Securities 2004-4 Trust
5.50%, 05/25/2034		74,262		75,751
Wells Fargo Mortgage Backed Securities 2004-B Trust
2.72%, 02/25/2034		113,350		112,195
Wells Fargo Mortgage Backed Securities 2004-EE Trust
2.72%, 12/25/2034		308,525		309,032
2.72%, 12/25/2034		100,706		100,871
2.75%, 12/25/2034		182,686		185,574
2.75%, 12/25/2034		4,433,156		4,451,206
Wells Fargo Mortgage Backed Securities 2004-I Trust
2.80%, 07/25/2034		446,886		450,516
Wells Fargo Mortgage Backed Securities 2004-P Trust
2.74%, 09/25/2034		1,246,426		1,241,022
Wells Fargo Mortgage Backed Securities 2004-V Trust
2.75%, 10/25/2034		184,194		184,509
2.75%, 10/25/2034		236,247		241,143
Wells Fargo Mortgage Backed Securities 2005-14 Trust
0.00%, 12/25/2035 PO		27,419		23,841
5.50%, 12/25/2035		125,605		129,992
Wells Fargo Mortgage Backed Securities 2005-AR10 Trust
2.79%, 06/25/2035		7,467,038		7,540,620
Wells Fargo Mortgage Backed Securities 2005-AR3 Trust
2.78%, 03/25/2035		2,852,748		2,908,984
Wells Fargo Mortgage Backed Securities 2005-AR8 Trust
2.84%, 06/25/2035		251,683		254,732
Wells Fargo Mortgage Backed Securities 2007-11 Trust
6.00%, 08/25/2037		331,388		326,383
Wells Fargo Mortgage Backed Securities 2007-7 Trust
6.00%, 06/25/2037		56,956		56,457
Wells Fargo Mortgage Loan 2012-RR1 Trust
2.85%, 08/27/2037 (Acquired 10/28/2013, Cost $130,405) (2)		129,980		128,680
Wells Fargo Resecuritization Trust 2012-IO
1.75%, 08/20/2021 (Acquired 10/28/2013, Cost $272,608) (2)		273,040		273,040
WFRBS Commercial Mortgage Trust 2011-C3
4.38%, 03/15/2044 (Acquired 10/28/2013, Cost $1,119,708) (2)		1,059,000		1,161,189
WFRBS Commercial Mortgage Trust 2012-C6
1.08%, 04/15/2045		23,459		23,445
3.44%, 04/15/2045		9,470,780		10,048,857
WFRBS Commercial Mortgage Trust 2013-C11
4.18%, 03/15/2045 (Acquired 08/04/2014, Cost $286,876) (2)		300,000		267,424
WFRBS Commercial Mortgage Trust 2014-C21
3.68%, 08/15/2047		7,000,000		7,477,268
WFRBS Commercial Mortgage Trust 2014-C23
3.64%, 10/15/2057		3,500,000		3,741,076
WFRBS Commercial Mortgage Trust 2014-C24
3.32%, 11/15/2047		5,000,000		5,258,025
WFRBS Commercial Mortgage Trust 2014-LC14
3.77%, 03/15/2047		10,000,000		10,744,305
Total Mortgage-Backed Obligations (Cost $3,538,033,129)			$	3,621,356,915
Total Bonds & Notes (Cost $9,609,666,590)			$	9,849,141,905
SHORT-TERM INVESTMENTS - 6.73%	Shares		Value
Money Market Funds - 6.73%
Fidelity Institutional Money Market Government Portfolio – Class I, 0.23% (6)		340,893,150	$	340,893,150
Goldman Sachs Financial Square Treasury Solutions Fund – Class I, 0.17% (6)		339,900,860		339,900,860
Total Money Market Funds				680,794,010
	Principal
	Amount		Value
U.S. Treasury Bills - 0.00% (7)
U.S. Treasury Bill, 0.00%, 6/23/2016 (5)	$	500,000		499,753
Total U.S. Treasury Bills				499,753
Total Short-Term Investments (Cost $681,293,667)			$	681,293,763
TOTAL INVESTMENTS IN SECURITIES - 104.09%
(Cost $10,290,960,257)				10,530,435,668
LIABILITIES IN EXCESS OF OTHER ASSETS - (4.09)%				(413,950,503	)
TOTAL NET ASSETS - 100.00%			$	10,116,485,165

(1)	Security is treated as illiquid by the Fund. The value of these securities totals $19,820,078, which represents 0.20% of total net assets.
(2)	Restricted security as defined in Rule 144A under the Securities Act of 1933. The value of these securities total $1,437,826,296, which represents 14.21% of total net assets.
(3)	Inflation protected security. The value of these securities totals $7,545,945, which represents 0.07% of total net assets.
(4)	Delayed delivery purchase commitment security. The value of these securities totals $453,739,039, which represents 4.49% of total net assets.
(5)	Partially assigned as collateral for certain futures contracts. The value of the pledged issue totals $2,280,533, which represents 0.02% of total net assets.
(6)	Partially assigned as collateral for certain delayed delivery securities.
(7)	Amount calculated is less than 0.005%.
(8)	The price for this security was derived from an estimate of fair market value using methods approved by the Fund's Board of Trustees. These securities represents $39,058,093 or 0.39% of the Fund's net assets and are classified as Level 3 securities.

Open Futures Contracts
Number of Contracts Purchased (Sold)	Description	Counterparty	Settlement Month	Notional Amount			Value			Unrealized Appreciation(Depreciation)
813	U.S. 5 Year Note Future	J.P. Morgan	Jun. 2016	$	98,155,135		$	98,506,384		$	351,249
835	U.S. 2 Year Note Future	J.P. Morgan	Jun. 2016		182,103,958			182,656,251			552,293
(401)	U.S. 10 Year Note Future	J.P. Morgan	Jun. 2016		(52,155,885	)		(52,286,640	)		(130,755	)
(538)	U.S. Long Bond Future	J.P. Morgan	Jun. 2016		(88,785,444	)		(88,467,375	)		318,069
264	U.S. Ultra Bond Future	J.P. Morgan	Jun. 2016		45,219,136			45,548,250			329,114
										$	1,419,970

Bridge Builder Core Plus Bond Fund
Schedule of Investments
March 31, 2016 (Unaudited)
		Principal
		Amount		Value
BONDS & NOTES - 95.94%
Asset-Backed Obligations - 7.80%
ABFC 2007-NC1 Trust
0.73%, 05/25/2037 (Acquired 09/03/2015, Cost $3,018,637) (1)		$	4,000,000	$	2,865,253
ACE Securities Corp. Home Equity Loan Trust Series 2005-HE7
1.09%, 11/25/2035			1,548,825		1,523,904
Ally Master Owner Trust
1.54%, 09/15/2019			1,450,000		1,449,648
1.63%, 05/15/2020			1,670,000		1,667,592
American Homes 4 Rent 2015-SFR2 Trust
5.04%, 10/17/2045 (Acquired 09/11/2015, Cost $222,994) (1)			223,000		215,859
AmeriCredit Automobile Receivables 2015-1
1.26%, 11/08/2019			1,645,000		1,642,247
AmeriCredit Automobile Receivables 2015-4
3.72%, 12/08/2021			531,000		536,849
AmeriCredit Automobile Receivables 2016-1
1.81%, 10/08/2020			175,000		175,644
3.59%, 02/08/2022			916,000		918,800
Americredit Automobile Receivables Trust 2014-4
3.07%, 11/09/2020			5,600,000		5,610,645
AmeriCredit Automobile Receivables Trust 2015-3
3.34%, 08/08/2021			1,865,000		1,872,223
Ameriquest Mortgage Securities Trust 2006-R2
0.61%, 04/25/2036			2,784,367		2,726,030
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Ctfs Ser 2004-R8
1.39%, 09/25/2034			3,473,891		3,460,805
AMPLIT Trust 2015-A
5.00%, 09/15/2021 (Acquired 11/13/2015, Cost $1,280,071) (1)			1,280,071		1,274,471
Avis Budget Rental Car Funding AESOP LLC
2.97%, 02/20/2020 (Acquired 08/26/2015, Cost $1,020,739) (1)			1,000,000		1,016,900
2.46%, 07/20/2020 (Acquired 07/15/2015, Cost $1,653,215) (1)			1,645,000		1,645,030
BA Credit Card Trust
0.71%, 09/16/2019			3,500,000		3,500,000
Barclays Dryrock Issuance Trust
2.20%, 12/15/2022			1,705,000		1,731,483
BMW Vehicle Owner Trust 2013-A
1.12%, 04/27/2020			2,370,000		2,371,601
Brazos Higher Education Authority, Inc.
0.75%, 12/26/2019			1,968,426		1,955,406
Cabela's Credit Card Master Note Trust
2.26%, 03/15/2023			850,000		859,260
Capital Auto Receivables Asset Trust 2014-1
2.84%, 04/22/2019			1,185,000		1,198,944
Capital Auto Receivables Asset Trust 2014-2
1.62%, 10/22/2018			553,000		554,009
Capital One Multi-Asset Execution Trust
1.39%, 01/15/2021			2,385,000		2,392,694
CarMax Auto Owner Trust 2013-3
1.49%, 01/15/2019			1,600,000		1,604,175
CarMax Auto Owner Trust 2014-3
1.16%, 06/17/2019			1,100,000		1,099,935
CarMax Auto Owner Trust 2016-1
1.88%, 06/15/2021			365,000		367,206
Carnow Auto Receivables Trust 2015-1
3.88%, 04/15/2020 (Acquired 09/11/2015, Cost $649,977) (1)			650,000		626,036
Chase Issuance Trust
0.64%, 05/15/2018			1,680,000		1,679,832
1.15%, 01/15/2019			3,000,000		3,005,138
Citibank Credit Card Issuance Trust
0.64%, 05/09/2018			1,680,000		1,680,142
1.02%, 02/22/2019			5,335,000		5,336,424
CKE Restaurant Holdings, Inc.
4.47%, 03/20/2043 (Acquired 07/28/2015, Cost $2,170,484) (1)			2,115,325		2,112,709
CLI Funding V LLC
3.38%, 10/18/2029 (Acquired 07/23/2015, Cost $1,121,195) (1)			1,115,287		1,045,306
CNH Equipment Trust 2013-A
1.01%, 02/18/2020			1,450,000		1,446,199
CNH Equipment Trust 2013-D
1.37%, 10/15/2020			800,000		800,546
CNH Equipment Trust 2015-A
1.85%, 04/15/2021			1,047,000		1,052,927
Colony American Finance 2015-1 Ltd
4.83%, 10/15/2047 (Acquired 10/22/2015, Cost $724,992) (1)			725,000		748,381
Colony American Homes 2014-1
2.59%, 05/17/2031 (Acquired 07/21/2015, Cost $1,493,237) (1)			1,500,000		1,424,676
Colony American Homes 2014-2
2.78%, 07/17/2031 (Acquired 03/28/2016, Cost $119,943) (1)			125,000		120,010
DB Master Finance LLC 2015-1
3.26%, 02/20/2045 (Acquired 07/15/2015, Cost $525,135) (1)			524,700		516,593
Diamond Resorts Owner Trust 2013-1
1.95%, 01/20/2025 (Acquired 08/26/2015, Cost $939,097) (1)			943,529		930,924
Diamond Resorts Owner Trust 2014-1
2.54%, 05/20/2027 (Acquired 07/15/2015, Cost $292,900) (1)			292,632		289,327
Diamond Resorts Owner Trust 2015-1
2.73%, 07/20/2027 (Acquired 07/23/2015, Cost $225,822) (1)			225,841		223,511
Domino's Pizza Master Issuer LLC
5.22%, 01/25/2042 (Acquired 07/15/2015 through 07/29/2015, Cost $1,906,221) (1)			1,845,564		1,888,662
3.48%, 10/25/2045 (Acquired 10/14/2015, Cost $1,706,723) (1)			1,706,723		1,641,854
Drive Auto Receivables Trust 2015-B
2.76%, 07/15/2021 (Acquired 08/06/2015, Cost $842,089) (1)			845,000		838,641
Drive Auto Receivables Trust 2015-C
3.01%, 05/17/2021 (Acquired 07/15/2015, Cost $824,901) (1)			825,000		812,864
Dryden XXXI Senior Loan Fund
1.97%, 04/18/2026 (Acquired 07/21/2015, Cost $1,659,403) (1)			1,665,000		1,648,215
DT Auto Owner Trust 2016-1
4.66%, 12/15/2022 (Acquired 01/13/2016, Cost $1,599,580) (1)			1,600,000		1,581,927
Enterprise Fleet Financing LLC
2.09%, 02/22/2021 (Acquired 07/22/2015, Cost $719,941) (1)			720,000		717,693
2.08%, 09/20/2021 (Acquired 02/09/2016, Cost $509,924) (1)			510,000		508,882
First Investors Auto Owner Trust 2015-2
4.22%, 12/15/2021 (Acquired 08/18/2015, Cost $269,983) (1)			270,000		263,043
Flagship Credit Auto Trust 2014-1
3.34%, 04/15/2020 (Acquired 09/01/2015, Cost $99,824) (1)			100,000		94,280
Flatiron CLO 2014-1 Ltd
2.00%, 07/17/2026 (Acquired 07/21/2015, Cost $1,657,615) (1)			1,660,000		1,647,263
Ford Credit Auto Owner Trust 2014-A
1.90%, 09/15/2019			1,100,000		1,108,088
Ford Credit Auto Owner Trust 2014-B
0.90%, 10/15/2018			1,979,005		1,977,595
Ford Credit Auto Owner Trust 2014-C
1.06%, 05/15/2019			445,000		444,813
Ford Credit Floorplan Master Owner Trust A
1.92%, 01/15/2019			869,000		872,874
HOA Funding LLC
4.85%, 08/20/2044 (Acquired 07/15/2015, Cost $633,499) (1)			659,600		589,135
Home Partners of America 2016-1 Trust
3.74%, 03/17/2033 (Acquired 01/22/2016, Cost $674,853) (1)			705,000		678,986
Honda Auto Receivables 2013-4 Owner Trust
0.69%, 09/18/2017			899,913		899,303
Honda Auto Receivables 2014-1 Owner Trust
0.67%, 11/21/2017			1,152,830		1,151,467
HSI Asset Securitization Corp. Trust 2006-OPT1
0.65%, 12/25/2035			2,941,189		2,884,861
Hyundai Auto Lease Securitization Trust 2015-B
1.66%, 07/15/2019 (Acquired 07/15/2015 through 07/29/2015, Cost $1,676,316) (1)			1,675,000		1,680,578
Invitation Homes 2013-SFR1 Trust
2.58%, 12/17/2030 (Acquired 08/05/2015, Cost $894,623) (1)			905,000		864,035
John Deere Owner Trust 2015-B
1.44%, 10/15/2019			315,000		315,118
Kubota Credit Owner Trust 2014-1
1.16%, 05/15/2018 (Acquired 07/15/2015, Cost $474,592) (1)			475,016		474,448
Kubota Credit Owner Trust 2015-1
1.79%, 08/16/2021 (Acquired 11/12/2015, Cost $495,945) (1)			500,000		500,500
Mercedes Benz Auto Lease Trust 2015-A
1.21%, 10/15/2020			1,500,000		1,499,232
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-2
0.67%, 05/25/2037			3,790,797		2,006,004
MVW Owner Trust 2015-1
2.52%, 12/20/2032 (Acquired 08/04/2015, Cost $1,835,559) (1)			1,835,687		1,832,871
Nationstar HECM Loan Trust 2016-1A
2.98%, 02/25/2026 (Acquired 02/25/2016, Cost $213,985) (1)			213,985		214,006
Nelnet Student Loan Trust 2007-1
0.70%, 05/27/2025			4,150,000		3,894,776
Nelnet Student Loan Trust 2008-3
2.28%, 11/25/2024			495,000		496,000
Nelnet Student Loan Trust 2014-2
1.28%, 07/27/2037 (Acquired 01/27/2016, Cost $3,896,348) (1)			4,250,000		3,892,863
New Century Home Equity Loan Trust 2005-3
0.92%, 07/25/2035			1,875,000		1,811,972
Nissan Auto Receivables 2014-B Owner Trust
1.11%, 05/15/2019			2,370,000		2,370,567
Nissan Auto Receivables 2015-A Owner Trust
0.67%, 09/15/2017			1,066,901		1,066,540
Nissan Auto Receivables 2016-A Owner Trust
1.59%, 07/15/2022			230,000		230,961
NovaStar Mortgage Funding Trust Series 2005-2
1.08%, 10/25/2035			3,076,772		3,058,320
Oak Hill Advisors Residential Loan Trust 2015-NPL2
3.72%, 07/25/2055 (Acquired 08/04/2015, Cost $331,836) (1)			331,836		329,695
OneMain Financial Issuance Trust 2015-2
2.57%, 07/18/2025 (Acquired 07/23/2015, Cost $1,400,887) (1)			1,400,000		1,381,005
OneMain Financial Issuance Trust 2015-3
4.16%, 11/20/2028 (Acquired 09/24/2015, Cost $709,858) (1)			710,000		622,884
OneMain Financial Issuance Trust 2016-1A
3.66%, 02/20/2029 (Acquired 02/03/2016, Cost $269,931) (1)			270,000		266,122
4.57%, 02/20/2029 (Acquired 02/03/2016, Cost $1,124,812) (1)			1,125,000		1,073,594
OneMain Financial Issuance Trust 2016-2
4.10%, 03/20/2028 (Acquired 03/16/2016, Cost $284,951) (1)			285,000		286,804
5.94%, 03/20/2028 (Acquired 03/16/2016, Cost $1,439,709) (1)			1,440,000		1,461,928
Option One Mortgage Loan Trust 2005-2
1.09%, 05/25/2035			1,398,682		1,335,777
Option One Mortgage Loan Trust 2005-3
0.90%, 08/25/2035			2,281,068		2,262,456
Progress Residential 2015-SFR3 Trust
4.67%, 11/12/2032 (Acquired 10/23/2015, Cost $504,982) (1)			505,000		496,481
RAMP Series 2005-RS5 Trust
0.87%, 05/25/2035			2,672,072		2,641,819
RCO Depositor II LLC
4.50%, 11/25/2045 (Acquired 12/04/2015, Cost $752,968) (1)			756,028		756,318
Santander Drive Auto Receivables Trust 2015-4
3.53%, 08/16/2021			937,000		939,187
Shenton Aircraft Investment I Ltd
4.75%, 10/15/2042 (Acquired 10/09/2015, Cost $790,218) (1)			797,541		790,044
Sierra Timeshare 2015-2 Receivables Funding LLC
2.43%, 06/20/2032 (Acquired 07/15/2015 through 07/29/2015, Cost $1,084,385) (1)			1,088,867		1,076,294
SLM Student Loan Trust 2004-10
1.17%, 04/27/2026 (Acquired 12/04/2015, Cost $3,116,066) (1)			3,180,000		3,132,096
SLM Student Loan Trust 2007-3
0.68%, 01/25/2022			4,150,000		3,876,157
SLM Student Loan Trust 2007-8
1.62%, 04/27/2043			2,254,539		1,931,085
SLM Student Loan Trust 2008-4
2.27%, 07/25/2022			100,000		99,592
SLM Student Loan Trust 2008-5
2.32%, 07/25/2023			4,485,000		4,501,963
SLM Student Loan Trust 2008-9
2.12%, 04/25/2023			484,006		478,595
SLM Student Loan Trust 2012-3
1.08%, 12/26/2025			1,856,813		1,783,871
SLM Student Loan Trust 2012-7
2.23%, 09/25/2043			2,220,000		1,944,316
SLM Student Loan Trust 2013-2
0.88%, 09/25/2026			3,563,885		3,389,676
SMB Private Education Loan Trust 2015-B
2.98%, 07/15/2027 (Acquired 07/23/2015, Cost $358,511) (1)			360,000		359,917
SMB Private Education Loan Trust 2015-C
2.75%, 07/15/2027 (Acquired 10/21/2015, Cost $609,915) (1)			610,000		603,497
SoFi Professional Loan Program 2015-B LLC
3.52%, 03/25/2036 (Acquired 07/23/2015, Cost $1,246,193) (1)			1,250,000		1,221,952
SoFi Professional Loan Program 2015-C LLC
3.58%, 08/25/2036 (Acquired 07/29/2015, Cost $1,118,284) (1)			1,125,000		1,081,745
SoFi Professional Loan Program 2015-d LLC
3.59%, 10/26/2037 (Acquired 11/13/2015, Cost $613,021) (1)			620,000		597,595
Synchrony Credit Card Master Note Trust
1.69%, 03/15/2021			1,675,000		1,676,154
2.21%, 09/15/2022			1,700,000		1,689,173
Toyota Auto Receivables 2014-B Owner Trust
0.76%, 03/15/2018			1,694,627		1,692,934
US Residential Opportunity Fund III Trust 2015-1
3.72%, 01/27/2035 (Acquired 09/02/2015, Cost $467,064) (1)			467,268		463,387
Vericrest Opportunity Loan Trust 2015-NPL3
3.38%, 10/25/2058 (Acquired 08/12/2015, Cost $387,175) (1)			388,204		382,821
VOLT XXII LLC
3.50%, 02/25/2055 (Acquired 10/30/2015, Cost $192,155) (1)			193,516		192,375
VOLT XXXIX LLC
4.13%, 10/25/2045 (Acquired 10/22/2015, Cost $645,357) (1)			645,939		642,636
VOLT XXXVIII LLC
3.88%, 09/25/2045 (Acquired 09/10/2015, Cost $545,536) (1)			545,973		538,573
Volvo Financial Equipment LLC Series 2016-1
1.67%, 02/18/2020 (Acquired 01/20/2016, Cost $394,951) (1)			395,000		395,097
Voya CLO 2014-3 Ltd
2.04%, 07/25/2026 (Acquired 02/02/2016 through 02/03/2016, Cost $1,136,341) (1)			1,152,000		1,132,924
Wendys Funding LLC 2015-1
3.37%, 06/15/2045 (Acquired 07/13/2015 through 07/29/2015, Cost $2,828,637) (1)			2,837,740		2,785,696
Westlake Automobile Receivables Trust 2016-1
3.29%, 09/15/2021 (Acquired 01/14/2016, Cost $799,939) (1)			800,000		799,840
Wheels SPV 2 LLC
1.27%, 04/22/2024 (Acquired 07/15/2015 through 07/22/2015, Cost $1,980,491) (1)			1,985,000		1,968,692
World Financial Network Credit Card Master Trust
1.61%, 12/15/2021			1,450,000		1,451,958
Total Asset-Backed Obligations (Cost $175,508,309)				$	174,269,256
Corporate Bonds - 35.11%
Basic Materials - 0.96%
Albemarle Corp.
4.15%, 12/01/2024			798,000		790,341
5.45%, 12/01/2044			933,000		893,662
Alcoa, Inc.
6.15%, 08/15/2020			1,640,000		1,709,769
5.13%, 10/01/2024			1,561,000		1,498,560
Allegheny Technologies, Inc.
5.95%, 01/15/2021			2,150,000		1,795,250
Ashland, Inc.
3.88%, 04/15/2018			1,353,000		1,398,664
6.88%, 05/15/2043			433,000		411,350
Barrick Gold Corp.
4.10%, 05/01/2023			502,000		489,061
Freeport-McMoRan, Inc.
4.55%, 11/14/2024			2,900,000		1,979,250
Georgia-Pacific LLC
3.16%, 11/15/2021 (Acquired 07/13/2015, Cost $1,842,718) (1)			1,835,000		1,872,936
3.60%, 03/01/2025 (Acquired 07/14/2015, Cost $922,317) (1)			932,000		964,568
Glencore Funding LLC
4.00%, 04/16/2025 (Acquired 07/13/2015, Cost $2,146,935) (1)			2,350,000		1,843,281
Goldcorp, Inc.
3.70%, 03/15/2023			1,520,000		1,488,989
Lundin Mining Corp.
7.50%, 11/01/2020 (Acquired 07/13/2015, Cost $124,530) (1)			120,000		115,350
LYB International Finance BV
4.00%, 07/15/2023			1,205,000		1,264,668
Reliance Steel & Aluminum Co.
4.50%, 04/15/2023			210,000		202,507
Rio Tinto Finance USA Ltd
3.75%, 09/20/2021			70,000		72,689
3.75%, 06/15/2025			320,000		313,824
Rio Tinto Finance USA PLC
3.50%, 03/22/2022			210,000		211,316
Solvay Finance America LLC
4.45%, 12/03/2025 (Acquired 11/30/2015, Cost $2,016,941) (1)			2,025,000		2,075,568
					21,391,603
Communications - 3.34%
21st Century Fox America, Inc.
3.70%, 09/15/2024			2,500,000		2,633,078
3.70%, 10/15/2025			1,000,000		1,047,533
4.75%, 09/15/2044			1,445,000		1,496,212
Alcatel-Lucent USA, Inc.
6.50%, 01/15/2028			700,000		721,000
6.45%, 03/15/2029			915,000		969,900
Alibaba Group Holding Ltd
3.13%, 11/28/2021			875,000		891,714
3.60%, 11/28/2024			1,425,000		1,437,064
Altice Luxembourg SA
7.63%, 02/15/2025 (Acquired 08/21/2015, Cost $429,637) (1)			450,000		430,875
Altice US Finance I Corp.
5.38%, 07/15/2023 (Acquired 11/10/2015, Cost $746,489) (1)			750,000		770,156
Amazon.com, Inc.
3.80%, 12/05/2024			1,625,000		1,776,372
4.95%, 12/05/2044			1,815,000		2,091,833
AT&T, Inc.
3.40%, 05/15/2025			2,275,000		2,280,665
4.13%, 02/17/2026			1,900,000		2,007,441
4.30%, 12/15/2042			500,000		457,781
4.35%, 06/15/2045			300,000		275,935
CBS Corp.
4.00%, 01/15/2026			2,525,000		2,638,552
CC Holdings GS V LLC / Crown Castle GS III Corp.
3.85%, 04/15/2023			3,000,000		3,093,933
CCO Holdings LLC / CCO Holdings Capital Corp.
6.50%, 04/30/2021			450,000		466,115
5.13%, 05/01/2023 (Acquired 09/29/2015, Cost $368,739) (1)			400,000		407,000
5.88%, 04/01/2024 (Acquired 02/04/2016, Cost $500,000) (1)			500,000		523,750
CCO Safari II LLC
4.46%, 07/23/2022 (Acquired 10/20/2015 through 03/14/2016, Cost $1,240,331) (1)			1,215,000		1,272,924
4.91%, 07/23/2025 (Acquired 07/13/2015, Cost $7,076,221) (1)			7,077,000		7,467,700
6.38%, 10/23/2035 (Acquired 01/21/2016 through 01/25/2016, Cost $348,822) (1)			345,000		380,082
6.48%, 10/23/2045 (Acquired 07/13/2015, Cost $1,636,477) (1)			1,625,000		1,808,630
Cox Communications, Inc.
3.85%, 02/01/2025 (Acquired 07/22/2015, Cost $1,387,644) (1)			1,450,000		1,399,299
4.80%, 02/01/2035 (Acquired 03/28/2016, Cost $21,948) (1)			25,000		21,872
4.70%, 12/15/2042 (Acquired 03/24/2016, Cost $95,241) (1)			115,000		94,971
4.50%, 06/30/2043 (Acquired 03/24/2016, Cost $109,698) (1)			135,000		110,182
Crown Castle Towers LLC
3.66%, 05/15/2025 (Acquired 07/14/2015 through 07/27/2015, Cost $1,284,226) (1)			1,300,000		1,320,332
DISH DBS Corp.
6.75%, 06/01/2021			400,000		413,000
Expedia, Inc.
5.00%, 02/15/2026 (Acquired 12/01/2015 through 12/11/2015, Cost $1,312,271) (1)			1,320,000		1,319,137
Interpublic Group of Cos, Inc./The
4.00%, 03/15/2022			1,100,000		1,132,577
Lamar Media Corp.
5.75%, 02/01/2026 (Acquired 01/25/2016, Cost $50,000) (1)			50,000		52,500
Level 3 Communications, Inc.
5.75%, 12/01/2022			150,000		154,875
Level 3 Financing, Inc.
6.13%, 01/15/2021			220,000		230,450
5.38%, 05/01/2025			1,475,000		1,493,437
5.25%, 03/15/2026 (Acquired 03/08/2016, Cost $375,000) (1)			375,000		377,813
MDC Partners, Inc.
6.75%, 04/01/2020 (Acquired 08/21/2015, Cost $272,582) (1)			275,000		284,281
6.50%, 05/01/2024 (Acquired 03/18/2016, Cost $200,000) (1)			200,000		204,250
Neptune Finco Corp.
10.13%, 01/15/2023 (Acquired 09/25/2015, Cost $225,000) (1)			225,000		240,750
6.63%, 10/15/2025 (Acquired 09/25/2015, Cost $790,000) (1)			790,000		854,109
Omnicom Group, Inc.
3.65%, 11/01/2024			1,600,000		1,649,350
Priceline Group, Inc./The
3.65%, 03/15/2025			645,000		661,855
Rogers Communications, Inc.
3.63%, 12/15/2025			255,000		265,586
Sirius XM Radio, Inc.
4.25%, 05/15/2020 (Acquired 09/25/2015, Cost $372,060) (1)			375,000		382,969
5.25%, 08/15/2022 (Acquired 07/20/2015, Cost $1,149,678) (1)			1,100,000		1,157,750
6.00%, 07/15/2024 (Acquired 01/20/2016 through 02/11/2016, Cost $167,748) (1)			165,000		173,198
Sky PLC
3.75%, 09/16/2024 (Acquired 10/08/2015, Cost $276,568) (1)			280,000		289,079
Sprint Communications, Inc.
9.00%, 11/15/2018 (Acquired 07/21/2015, Cost $756,420) (1)			700,000		733,250
Telefonica Emisiones SAU
4.57%, 04/27/2023			150,000		163,937
Tencent Holdings Ltd
3.38%, 05/02/2019 (Acquired 07/14/2015 through 07/30/2015, Cost $1,677,520) (1)			1,650,000		1,713,264
Time Warner Cable, Inc.
3.60%, 07/15/2025			2,565,000		2,633,988
6.55%, 05/01/2037			190,000		208,585
6.75%, 06/15/2039			930,000		1,046,983
4.50%, 09/15/2042			1,575,000		1,398,508
T-Mobile USA, Inc.
6.25%, 04/01/2021			785,000		824,093
6.73%, 04/28/2022			710,000		741,808
Townsquare Media, Inc.
6.50%, 04/01/2023 (Acquired 01/20/2016 through 02/19/2016, Cost $215,692) (1)			235,000		225,306
Univision Communications, Inc.
5.13%, 02/15/2025 (Acquired 08/24/2015, Cost $239,813) (1)			240,000		237,000
Verizon Communications, Inc.
2.50%, 09/15/2016			2,300,000		2,317,744
3.50%, 11/01/2024			2,150,000		2,256,726
6.40%, 09/15/2033			2,715,000		3,340,123
4.27%, 01/15/2036			1,050,000		1,044,993
4.86%, 08/21/2046			1,500,000		1,582,245
4.52%, 09/15/2048			400,000		400,804
Virgin Media Secured Finance PLC
5.25%, 01/15/2026 (Acquired 01/12/2016, Cost $776,389) (1)			800,000		800,000
WPP Finance 2010
4.75%, 11/21/2021			1,300,000		1,435,236
					74,734,460
Consumer, Cyclical - 4.31%
1011778 BC ULC / New Red Finance, Inc.
4.63%, 01/15/2022 (Acquired 07/13/2015, Cost $1,838,248) (1)			1,840,000		1,872,200
Air Canada 2013-1 Class A Pass Through Trust
4.13%, 05/15/2025 (Acquired 07/14/2015, Cost $1,392,696) (1)			1,379,532		1,400,225
Air Canada 2015-2 Class B Pass Through Trust
5.00%, 12/15/2023 (Acquired 12/01/2015, Cost $2,455,000) (1)			2,455,000		2,332,250
American Airlines 2013-1 Class A Pass Through Trust
4.00%, 07/15/2025			2,101,075		2,161,481
American Airlines 2014-1 Class A Pass Through Trust
3.70%, 10/01/2026			2,072,014		2,030,573
American Airlines 2015-1 Class B Pass Through Trust
3.70%, 05/01/2023			2,301,784		2,192,449
American Airlines 2016-1 Class AA Pass Through Trust
3.58%, 01/15/2028			610,000		626,775
AutoNation, Inc.
4.50%, 10/01/2025			465,000		476,753
Brinker International, Inc.
3.88%, 05/15/2023			2,401,000		2,358,509
CalAtlantic Group, Inc.
0.25%, 06/01/2019			460,000		407,100
Choice Hotels International, Inc.
5.75%, 07/01/2022			1,325,000		1,411,125
Churchill Downs, Inc.
5.38%, 12/15/2021			750,000		772,500
Cintas Corp. No 2
2.85%, 06/01/2016			425,000		426,517
4.30%, 06/01/2021			28,000		30,492
Continental Airlines 2000-1 Class A-1 Pass Through Trust
8.05%, 11/01/2020			568,570		623,267
Continental Airlines 2007-1 Class A Pass Through Trust
5.98%, 04/19/2022			1,185,573		1,310,059
Continental Airlines 2009-2 Class A Pass Through Trust
7.25%, 11/10/2019			1,080,780		1,218,579
Continental Airlines 2012-1 Class A Pass Through Trust
4.15%, 04/11/2024			1,140,039		1,177,090
Continental Airlines 2012-2 Class A Pass Through Trust
4.00%, 10/29/2024			2,058,549		2,120,306
CVS Health Corp.
2.80%, 07/20/2020			2,397,000		2,488,709
3.50%, 07/20/2022			735,000		788,284
4.75%, 12/01/2022 (Acquired 07/22/2015, Cost $432,545) (1)			410,000		460,390
5.00%, 12/01/2024 (Acquired 07/22/2015 through 08/18/2015, Cost $1,175,221) (1)			1,105,000		1,267,311
3.88%, 07/20/2025			585,000		631,563
4.88%, 07/20/2035			250,000		278,806
5.13%, 07/20/2045			200,000		231,757
CVS Pass-Through Trust Series 2014
4.16%, 08/11/2036 (Acquired 07/22/2015, Cost $3,333,693) (1)			3,316,905		3,294,516
Delphi Automotive PLC
4.25%, 01/15/2026			1,900,000		1,984,138
Delphi Corp.
5.00%, 02/15/2023			1,385,000		1,457,712
Delta Air Lines 2002-1 Class G-1 Pass Through Trust
6.72%, 01/02/2023			563,475		639,544
Delta Air Lines 2015-1 Class AA Pass Through Trust
3.63%, 07/30/2027			725,343		717,183
Dollar Tree, Inc.
5.75%, 03/01/2023 (Acquired 07/13/2015, Cost $255,419) (1)			250,000		264,844
DR Horton, Inc.
4.75%, 05/15/2017			415,000		424,337
3.75%, 03/01/2019			630,000		642,600
Ford Motor Credit Co LLC
3.98%, 06/15/2016			1,886,000		1,897,955
8.00%, 12/15/2016			950,000		991,733
3.16%, 08/04/2020			1,220,000		1,244,980
3.34%, 03/18/2021			1,000,000		1,029,513
4.13%, 08/04/2025			3,300,000		3,429,763
4.39%, 01/08/2026			2,835,000		3,004,184
General Motors Co.
4.88%, 10/02/2023			3,150,000		3,302,239
4.00%, 04/01/2025			2,295,000		2,239,018
6.60%, 04/01/2036			975,000		1,073,098
6.25%, 10/02/2043			65,000		69,440
General Motors Financial Co, Inc.
6.75%, 06/01/2018			475,000		513,154
3.10%, 01/15/2019			1,144,000		1,163,620
4.00%, 01/15/2025			3,000,000		2,914,845
Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp.
5.63%, 10/15/2021			1,185,000		1,227,897
Home Depot, Inc.
3.35%, 09/15/2025			485,000		525,795
Hyatt Hotels Corp.
3.38%, 07/15/2023			245,000		240,078
Iconix Brand Group, Inc.
1.50%, 03/15/2018			10,000		6,800
Ingram Micro, Inc.
4.95%, 12/15/2024			1,400,000		1,356,394
International Game Technology PLC
6.25%, 02/15/2022 (Acquired 08/21/2015, Cost $292,380) (1)			300,000		305,250
KB Home
1.38%, 02/01/2019			140,000		129,150
Macy's Retail Holdings, Inc.
5.90%, 12/01/2016			340,000		350,401
Magna International, Inc.
4.15%, 10/01/2025			665,000		704,907
Marriott International, Inc./MD
3.75%, 10/01/2025			2,280,000		2,337,244
MDC Holdings, Inc.
5.50%, 01/15/2024			1,000,000		957,500
MGM Resorts International
6.00%, 03/15/2023			25,000		25,797
Newell Rubbermaid, Inc.
3.15%, 04/01/2021			360,000		369,964
3.85%, 04/01/2023			309,000		320,583
3.90%, 11/01/2025			270,000		268,311
4.20%, 04/01/2026			2,754,000		2,880,409
5.50%, 04/01/2046			949,000		1,027,391
O'Reilly Automotive, Inc.
4.63%, 09/15/2021			1,300,000		1,425,753
Outerwall, Inc.
5.88%, 06/15/2021			240,000		177,600
QVC, Inc.
5.13%, 07/02/2022			1,600,000		1,681,765
4.38%, 03/15/2023			920,000		899,937
4.85%, 04/01/2024			550,000		546,946
4.45%, 02/15/2025			125,000		121,146
Shingle Springs Tribal Gaming Authority
9.75%, 09/01/2021 (Acquired 03/18/2016 through 03/21/2016, Cost $164,881) (1)			150,000		162,750
Southwest Airlines Co.
5.13%, 03/01/2017			545,000		563,362
Spirit Airlines 2015-1 Pass Through Trust A
4.10%, 04/01/2028			2,800,000		2,814,000
Toll Brothers Finance Corp.
4.00%, 12/31/2018			460,000		476,100
5.88%, 02/15/2022			415,000		443,012
4.38%, 04/15/2023			145,000		141,738
United Airlines 2014-2 Class A Pass Through Trust
3.75%, 09/03/2026			2,038,897		2,038,897
US Airways 2011-1 Class A Pass Through Trust
7.13%, 10/22/2023			2,300,915		2,658,995
US Airways 2013-1 Class A Pass Through Trust
3.95%, 11/15/2025			2,048,962		2,106,333
Walgreens Boots Alliance, Inc.
4.80%, 11/18/2044			926,000		920,534
Wyndham Worldwide Corp.
5.10%, 10/01/2025			1,120,000		1,192,069
ZF North America Capital, Inc.
4.00%, 04/29/2020 (Acquired 07/24/2015, Cost $432,353) (1)			430,000		435,375
4.50%, 04/29/2022 (Acquired 07/24/2015, Cost $286,061) (1)			290,000		295,800
4.75%, 04/29/2025 (Acquired 07/13/2015, Cost $691,628) (1)			705,000		701,475
					96,230,944
Consumer, Non-cyclical - 4.72%
AbbVie, Inc.
3.60%, 05/14/2025			2,150,000		2,257,863
4.70%, 05/14/2045			750,000		797,762
Actavis Funding SCS
3.00%, 03/12/2020			3,999,000		4,114,751
3.45%, 03/15/2022			985,000		1,022,955
3.80%, 03/15/2025			4,890,000		5,088,823
4.55%, 03/15/2035			2,025,000		2,094,113
Amgen, Inc.
5.15%, 11/15/2041			400,000		441,535
4.40%, 05/01/2045			500,000		510,487
Anheuser-Busch InBev Finance, Inc.
2.65%, 02/01/2021			799,000		821,402
3.30%, 02/01/2023			2,124,000		2,208,790
3.65%, 02/01/2026			1,292,000		1,358,731
4.90%, 02/01/2046			2,693,000		3,008,972
Anthem, Inc.
3.50%, 08/15/2024			740,000		749,237
Ashtead Capital, Inc.
6.50%, 07/15/2022 (Acquired 08/21/2015, Cost $286,045) (1)			275,000		292,187
AstraZeneca PLC
3.38%, 11/16/2025			750,000		777,237
Baxalta, Inc.
4.00%, 06/23/2025 (Acquired 07/22/2015, Cost $2,161,967) (1)			2,180,000		2,216,297
Becton Dickinson and Co.
1.80%, 12/15/2017			915,000		918,924
Biogen, Inc.
2.90%, 09/15/2020			290,000		298,576
4.05%, 09/15/2025			1,105,000		1,181,408
5.20%, 09/15/2045			1,175,000		1,303,671
BioMarin Pharmaceutical, Inc.
1.50%, 10/15/2020			640,000		758,800
Block Financial LLC
5.25%, 10/01/2025			1,040,000		1,096,182
Cardinal Health, Inc.
3.50%, 11/15/2024			1,210,000		1,258,220
Celgene Corp.
3.63%, 05/15/2024			500,000		517,002
3.88%, 08/15/2025			4,810,000		5,057,210
5.00%, 08/15/2045			1,000,000		1,081,642
Centene Escrow Corp.
5.63%, 02/15/2021 (Acquired 01/28/2016, Cost $50,000) (1)			50,000		52,125
6.13%, 02/15/2024 (Acquired 01/28/2016, Cost $794,304) (1)			775,000		815,687
Central Garden & Pet Co.
6.13%, 11/15/2023			165,000		171,600
CHS/Community Health Systems, Inc.
5.13%, 08/01/2021			380,000		384,750
6.88%, 02/01/2022			250,000		225,625
Darling Ingredients, Inc.
5.38%, 01/15/2022			170,000		173,932
DaVita HealthCare Partners, Inc.
5.00%, 05/01/2025			900,000		891,000
Delhaize Group
5.70%, 10/01/2040			690,000		744,095
DP World Ltd
6.85%, 07/02/2037			400,000		407,784
DS Services of America, Inc.
10.00%, 09/01/2021 (Acquired 10/05/2015, Cost $885,628) (1)			785,000		887,050
Endo Ltd / Endo Finance LLC / Endo Finco, Inc.
6.00%, 02/01/2025 (Acquired 07/14/2015, Cost $207,153) (1)			200,000		187,500
ERAC USA Finance LLC
3.80%, 11/01/2025 (Acquired 11/02/2015, Cost $3,024,444) (1)			3,030,000		3,145,113
Express Scripts Holding Co
4.50%, 02/25/2026			2,453,000		2,547,497
Express Scripts Holding Co.
3.30%, 02/25/2021			95,000		97,475
Fresenius Medical Care US Finance II, Inc.
5.88%, 01/31/2022 (Acquired 07/13/2015, Cost $1,169,646) (1)			1,092,000		1,199,562
Fresenius Medical Care US Finance, Inc.
5.75%, 02/15/2021 (Acquired 01/11/2016, Cost $751,376) (1)			700,000		757,750
FTI Consulting, Inc.
6.00%, 11/15/2022			220,000		230,450
Gilead Sciences, Inc.
3.65%, 03/01/2026			750,000		798,205
HCA, Inc.
3.75%, 03/15/2019			590,000		604,396
6.50%, 02/15/2020			550,000		603,625
7.50%, 02/15/2022			245,000		277,234
4.75%, 05/01/2023			500,000		508,750
5.38%, 02/01/2025			1,425,000		1,440,590
5.25%, 04/15/2025			1,810,000		1,864,300
5.88%, 02/15/2026			460,000		473,800
5.25%, 06/15/2026			1,595,000		1,634,875
HPHT Finance 15 Ltd
2.25%, 03/17/2018 (Acquired 10/09/2015, Cost $839,324) (1)			840,000		839,554
Imperial Tobacco Finance PLC
2.95%, 07/21/2020 (Acquired 07/15/2015 through 07/27/2015, Cost $1,666,897) (1)			1,665,000		1,707,842
4.25%, 07/21/2025 (Acquired 10/15/2015, Cost $1,389,387) (1)			1,345,000		1,431,161
Kaiser Foundation Hospitals
3.50%, 04/01/2022			1,275,000		1,332,189
Kindred Healthcare, Inc.
8.75%, 01/15/2023			300,000		286,500
Kraft Heinz Foods Co.
2.80%, 07/02/2020 (Acquired 07/13/2015, Cost $960,781) (1)			960,000		983,616
3.50%, 07/15/2022 (Acquired 07/22/2015, Cost $576,367) (1)			575,000		603,613
3.95%, 07/15/2025 (Acquired 07/22/2015, Cost $2,167,113) (1)			2,155,000		2,295,553
5.20%, 07/15/2045 (Acquired 08/13/2015, Cost $1,041,758) (1)			1,000,000		1,119,206
Laboratory Corp. of America Holdings
3.60%, 02/01/2025			1,475,000		1,493,797
Life Technologies Corp.
6.00%, 03/01/2020			1,824,000		2,044,598
Mead Johnson Nutrition Co
4.13%, 11/15/2025			170,000		180,582
Medtronic, Inc.
2.75%, 04/01/2023			700,000		718,678
4.63%, 03/15/2045			700,000		782,042
Molina Healthcare, Inc.
5.38%, 11/15/2022 (Acquired 11/05/2015, Cost $125,000) (1)			125,000		128,437
Novartis Capital Corp.
4.00%, 11/20/2045			1,000,000		1,070,570
Pernod Ricard SA
5.50%, 01/15/2042 (Acquired 11/24/2015 through 12/23/2015, Cost $613,938) (1)			600,000		647,577
Post Holdings, Inc.
7.38%, 02/15/2022			275,000		290,812
Reynolds American, Inc.
3.25%, 11/01/2022			1,215,000		1,276,883
4.45%, 06/12/2025			680,000		748,481
5.85%, 08/15/2045			360,000		437,577
Smithfield Foods, Inc.
5.25%, 08/01/2018 (Acquired 07/13/2015, Cost $121,606) (1)			120,000		121,800
Spectrum Brands, Inc.
5.75%, 07/15/2025			350,000		371,875
Tenet Healthcare Corp.
4.13%, 06/15/2020 (Acquired 08/20/2015, Cost $775,981) (1)			775,000		769,188
Teva Pharmaceutical Finance IV BV
3.65%, 11/10/2021			725,000		755,967
Thermo Fisher Scientific, Inc.
3.30%, 02/15/2022			605,000		617,262
Total System Services, Inc.
3.80%, 04/01/2021			672,000		691,403
4.80%, 04/01/2026			1,875,000		1,930,153
Transurban Finance Co Pty Ltd
4.13%, 02/02/2026 (Acquired 10/27/2015, Cost $153,677) (1)			155,000		159,283
TreeHouse Foods, Inc.
6.00%, 02/15/2024 (Acquired 01/21/2016, Cost $50,000) (1)			50,000		53,000
Tyson Foods, Inc.
6.60%, 04/01/2016			580,000		580,000
4.50%, 06/15/2022			670,000		734,262
3.95%, 08/15/2024			300,000		319,943
UBM PLC
5.75%, 11/03/2020 (Acquired 07/13/2015, Cost $910,098) (1)			845,000		915,639
United Rentals North America, Inc.
6.13%, 06/15/2023			275,000		283,938
Universal Health Services, Inc.
4.75%, 08/01/2022 (Acquired 08/24/2015, Cost $1,654,502) (1)			1,620,000		1,648,350
Valeant Pharmaceuticals International, Inc.
5.50%, 03/01/2023 (Acquired 07/21/2015, Cost $1,618,175) (1)			1,590,000		1,244,175
5.88%, 05/15/2023 (Acquired 07/13/2015, Cost $951,703) (1)			950,000		744,563
Verisk Analytics, Inc.
4.88%, 01/15/2019			540,000		569,567
5.80%, 05/01/2021			2,205,000		2,471,296
4.13%, 09/12/2022			1,547,000		1,604,940
4.00%, 06/15/2025			1,704,000		1,718,908
5.50%, 06/15/2045			1,095,000		1,070,367
Wm Wrigley Jr Co.
2.40%, 10/21/2018 (Acquired 07/13/2015 through 07/29/2015, Cost $1,480,931) (1)			1,465,000		1,479,848
3.38%, 10/21/2020 (Acquired 07/22/2015, Cost $1,251,904) (1)			1,221,000		1,272,013
Zimmer Biomet Holdings, Inc.
3.15%, 04/01/2022			693,000		703,636
					105,608,191
Diversified - 0.06%
Argos Merger Sub, Inc.
7.13%, 03/15/2023 (Acquired 01/20/2016 through 02/24/2016, Cost $49,066) (1)			50,000		53,000
RWT Holdings, Inc.
5.63%, 11/15/2019			1,460,000		1,320,387
					1,373,387
Energy - 3.24%
Anadarko Petroleum Corp.
6.38%, 09/15/2017			330,000		345,582
4.85%, 03/15/2021			181,000		184,354
5.55%, 03/15/2026			662,000		669,326
6.60%, 03/15/2046			661,000		674,985
APT Pipelines Ltd
3.88%, 10/11/2022 (Acquired 08/06/2015 through 08/19/2015, Cost $1,354,491) (1)			1,360,000		1,342,546
Boardwalk Pipelines LP
5.75%, 09/15/2019			1,850,000		1,848,344
BP Capital Markets PLC
3.51%, 03/17/2025			1,525,000		1,552,959
Canadian Natural Resources Ltd
5.70%, 05/15/2017			209,000		215,454
5.90%, 02/01/2018			442,000		458,609
Chesapeake Energy Corp.
6.13%, 02/15/2021			1,625,000		625,625
8.00%, 12/15/2022 (Acquired 07/13/2015 through 07/29/2015, Cost $214,126) (1)			146,000		71,540
Cimarex Energy Co.
5.88%, 05/01/2022			984,000		1,016,389
4.38%, 06/01/2024			2,576,000		2,537,394
CNOOC Nexen Finance 2014 ULC
4.25%, 04/30/2024			900,000		930,621
Concho Resources, Inc.
7.00%, 01/15/2021			150,000		151,500
6.50%, 01/15/2022			60,000		59,850
5.50%, 10/01/2022			155,000		152,287
5.50%, 04/01/2023			500,000		490,000
ConocoPhillips Co.
4.20%, 03/15/2021			850,000		886,818
4.95%, 03/15/2026			3,266,000		3,411,004
5.95%, 03/15/2046			215,000		230,318
Continental Resources, Inc.
4.50%, 04/15/2023			250,000		209,062
3.80%, 06/01/2024			2,360,000		1,892,437
Devon Energy Corp.
2.25%, 12/15/2018			920,000		858,762
Enable Midstream Partners LP
3.90%, 05/15/2024			2,300,000		1,818,999
Enbridge Energy Partners LP
5.88%, 10/15/2025			750,000		756,567
Energy Transfer Equity LP
5.50%, 06/01/2027			400,000		319,000
Energy Transfer Partners LP
4.15%, 10/01/2020			1,405,000		1,362,516
4.75%, 01/15/2026			2,195,000		2,013,320
6.50%, 02/01/2042			1,000,000		920,286
5.15%, 03/15/2045			700,000		544,280
6.13%, 12/15/2045			100,000		89,777
EnLink Midstream Partners LP
4.15%, 06/01/2025			1,500,000		1,161,440
Enterprise Products Operating LLC
3.75%, 02/15/2025			2,585,000		2,581,378
5.10%, 02/15/2045			1,065,000		1,033,982
Exxon Mobil Corp.
3.57%, 03/06/2045			885,000		860,785
Helmerich & Payne International Drilling Co
4.65%, 03/15/2025			1,450,000		1,459,869
Hess Corp.
8.13%, 02/15/2019			336,000		368,267
Kinder Morgan Energy Partners LP
5.95%, 02/15/2018			185,000		193,669
5.00%, 10/01/2021			575,000		586,934
4.30%, 05/01/2024			1,300,000		1,235,913
4.25%, 09/01/2024			295,000		279,476
Kinder Morgan Finance Co LLC
6.00%, 01/15/2018 (Acquired 02/09/2016 through 02/10/2016, Cost $356,127) (1)			355,000		371,221
Kinder Morgan, Inc.
4.30%, 06/01/2025			3,505,000		3,335,312
Korea National Oil Corp.
4.00%, 10/27/2016 (Acquired 07/22/2015 through 07/24/2015, Cost $568,733) (1)			560,000		569,034
Matador Resources Co.
6.88%, 04/15/2023			230,000		219,075
Motiva Enterprises LLC
5.75%, 01/15/2020 (Acquired 07/22/2015, Cost $413,767) (1)			380,000		396,403
Newfield Exploration Co.
5.38%, 01/01/2026			2,215,000		2,015,650
Noble Energy, Inc.
4.15%, 12/15/2021			1,655,000		1,653,363
Oceaneering International, Inc.
4.65%, 11/15/2024			1,429,000		1,231,129
Pertamina Persero PT
6.00%, 05/03/2042			280,000		255,588
6.00%, 05/03/2042			200,000		182,562
Petroleos Mexicanos
6.38%, 02/04/2021 (Acquired 01/28/2016, Cost $410,000) (1)			410,000		437,265
4.88%, 01/24/2022			300,000		297,750
4.50%, 01/23/2026			605,000		563,558
5.63%, 01/23/2046			235,000		197,494
Phillips 66 Partners LP
3.61%, 02/15/2025			385,000		349,999
Plains All American Pipeline LP / PAA Finance Corp.
6.50%, 05/01/2018			665,000		693,152
Regency Energy Partners LP / Regency Energy Finance Corp.
5.88%, 03/01/2022			500,000		485,981
5.00%, 10/01/2022			1,000,000		940,284
Rowan Cos, Inc.
4.75%, 01/15/2024			2,280,000		1,566,041
Sabine Pass LNG LP
7.50%, 11/30/2016			400,000		411,600
Schlumberger Holdings Corp.
3.00%, 12/21/2020 (Acquired 12/10/2015, Cost $598,715) (1)			600,000		608,559
4.00%, 12/21/2025 (Acquired 12/10/2015 through 12/15/2015, Cost $1,132,473) (1)			1,135,000		1,172,331
Seven Generations Energy Ltd
8.25%, 05/15/2020 (Acquired 07/13/2015, Cost $225,982) (1)			220,000		220,550
Shell International Finance BV
2.13%, 05/11/2020			400,000		403,974
3.25%, 05/11/2025			1,900,000		1,915,588
4.38%, 05/11/2045			1,000,000		1,004,360
SM Energy Co.
6.13%, 11/15/2022			10,000		7,325
5.00%, 01/15/2024			115,000		79,062
5.63%, 06/01/2025			75,000		52,102
Southwestern Energy Co.
4.95%, 01/23/2025			1,475,000		1,010,375
Spectra Energy Partners LP
4.75%, 03/15/2024			1,460,000		1,573,385
SunCoke Energy Partners LP / SunCoke Energy Partners Finance Corp.
7.38%, 02/01/2020 (Acquired 07/13/2015 through 07/29/2015, Cost $114,298) (1)			115,000		79,925
Sunoco Logistics Partners Operations LP
4.25%, 04/01/2024			1,500,000		1,377,461
Targa Resources Partners LP / Targa Resources Partners Finance Corp.
4.13%, 11/15/2019			380,000		358,864
6.75%, 03/15/2024 (Acquired 09/09/2015, Cost $823,195) (1)			825,000		810,563
TerraForm Power Operating LLC
5.88%, 02/01/2023 (Acquired 07/13/2015, Cost $239,101) (1)			240,000		194,400
Texas Eastern Transmission LP
2.80%, 10/15/2022 (Acquired 07/16/2015, Cost $727,891) (1)			775,000		736,068
TransCanada PipeLines Ltd
4.88%, 01/15/2026			940,000		993,303
Weatherford International LLC
6.35%, 06/15/2017			125,000		123,750
Western Gas Partners LP
5.38%, 06/01/2021			2,407,000		2,330,101
Whiting Petroleum Corp.
1.25%, 04/01/2020 (Acquired 12/07/2015, Cost $807,672) (1)			1,000,000		581,875
Williams Partners LP / ACMP Finance Corp.
4.88%, 03/15/2024			2,170,000		1,894,271
WPX Energy, Inc.
7.50%, 08/01/2020			95,000		74,338
8.25%, 08/01/2023			200,000		155,000
					72,332,215
Financials - 13.74%
Abbey National Treasury Services PLC/United Kingdom
1.38%, 03/13/2017			1,500,000		1,501,630
ABN AMRO Bank NV
4.75%, 07/28/2025 (Acquired 07/21/2015, Cost $1,291,285) (1)			1,290,000		1,299,337
ACE INA Holdings, Inc.
2.30%, 11/03/2020			485,000		493,283
4.35%, 11/03/2045			380,000		414,255
AerCap Ireland Capital Ltd / AerCap Global Aviation Trust
4.63%, 10/30/2020			778,000		797,450
4.63%, 07/01/2022			2,443,000		2,491,860
Air Lease Corp.
4.25%, 09/15/2024			1,425,000		1,407,188
Alexandria Real Estate Equities, Inc.
2.75%, 01/15/2020			643,000		642,047
4.60%, 04/01/2022			2,255,000		2,430,946
4.50%, 07/30/2029			636,000		640,210
Allied World Assurance Co Holdings Ltd
4.35%, 10/29/2025			2,490,000		2,496,086
Ally Financial, Inc.
8.00%, 12/31/2018			230,000		250,125
4.63%, 03/30/2025			2,550,000		2,514,938
American Campus Communities Operating Partnership LP
3.35%, 10/01/2020			1,900,000		1,941,335
American Express Co.
6.80%, 09/01/2066			900,000		902,250
American Express Credit Corp.
2.80%, 09/19/2016			2,000,000		2,017,064
American International Group, Inc.
3.90%, 04/01/2026			1,600,000		1,605,968
American Tower Corp.
3.30%, 02/15/2021			1,290,000		1,312,658
4.40%, 02/15/2026			437,000		462,305
Ameriprise Financial, Inc.
7.52%, 06/01/2066			2,139,000		2,080,178
AvalonBay Communities, Inc.
5.75%, 09/15/2016			1,025,000		1,045,129
Bank of America Corp.
3.75%, 07/12/2016			1,750,000		1,762,789
5.75%, 08/15/2016			415,000		421,258
6.10%, 06/15/2017			850,000		889,054
2.00%, 01/11/2018			1,000,000		1,004,226
2.63%, 10/19/2020			1,390,000		1,400,273
3.30%, 01/11/2023			525,000		529,564
4.00%, 04/01/2024			2,155,000		2,261,384
4.20%, 08/26/2024			340,000		346,149
3.88%, 08/01/2025			4,400,000		4,577,848
4.45%, 03/03/2026			1,351,000		1,395,002
4.25%, 10/22/2026			2,150,000		2,186,329
6.30%, 12/29/2049			781,000		806,304
8.00%, 12/31/2099			1,406,000		1,376,122
Bank of New York Mellon Corp.
2.50%, 04/15/2021			1,955,000		1,994,522
Barclays Bank PLC
5.14%, 10/14/2020			275,000		293,650
Barclays PLC
4.38%, 09/11/2024			2,200,000		2,068,341
3.65%, 03/16/2025			1,750,000		1,640,900
4.38%, 01/12/2026			2,760,000		2,708,443
BBVA Bancomer SA/Texas
6.50%, 03/10/2021			750,000		819,375
Berkshire Hathaway Finance Corp.
4.40%, 05/15/2042			1,000,000		1,082,525
Berkshire Hathaway, Inc.
2.75%, 03/15/2023			1,104,000		1,126,242
3.13%, 03/15/2026			892,000		916,848
4.50%, 02/11/2043			1,000,000		1,093,018
Boston Properties LP
3.65%, 02/01/2026			415,000		429,181
BPCE SA
5.15%, 07/21/2024 (Acquired 07/13/2015, Cost $1,162,632) (1)			1,140,000		1,164,869
Brixmor Operating Partnership LP
3.88%, 08/15/2022			2,550,000		2,489,149
Capital One Bank USA NA
1.15%, 11/21/2016			500,000		499,656
Capital One NA
2.35%, 08/17/2018			1,000,000		1,005,286
2.40%, 09/05/2019			1,000,000		997,426
Carlyle Holdings Finance LLC
3.88%, 02/01/2023 (Acquired 07/31/2015, Cost $710,591) (1)			694,000		716,771
CBRE Services, Inc.
4.88%, 03/01/2026			2,115,000		2,136,226
Charles Schwab Corp.
3.00%, 03/10/2025			740,000		750,371
7.00%, 02/28/2049			1,453,000		1,656,420
CIT Group, Inc.
4.25%, 08/15/2017			3,395,000		3,454,786
5.25%, 03/15/2018			785,000		812,083
5.50%, 02/15/2019 (Acquired 07/13/2015, Cost $668,063) (1)			641,000		662,236
Citigroup, Inc.
1.30%, 04/01/2016			2,000,000		2,000,000
1.30%, 11/15/2016			625,000		625,816
2.15%, 07/30/2018			650,000		653,398
Citizens Financial Group, Inc.
4.30%, 12/03/2025			1,386,000		1,435,587
CNA Financial Corp.
5.88%, 08/15/2020			1,700,000		1,898,166
CNO Financial Group, Inc.
4.50%, 05/30/2020			825,000		841,500
5.25%, 05/30/2025			1,324,000		1,353,790
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands
4.38%, 08/04/2025			2,475,000		2,559,051
Credit Agricole SA
4.38%, 03/17/2025 (Acquired 07/31/2015, Cost $2,466,041) (1)			2,525,000		2,472,505
Credit Suisse AG
6.50%, 08/08/2023 (Acquired 07/13/2015, Cost $1,648,237) (1)			1,500,000		1,612,500
Credit Suisse Group Funding Guernsey Ltd
3.80%, 09/15/2022			2,500,000		2,488,863
Crown Castle International Corp.
3.40%, 02/15/2021			345,000		350,293
4.45%, 02/15/2026			2,065,000		2,145,634
DDR Corp.
3.63%, 02/01/2025			2,225,000		2,153,480
4.25%, 02/01/2026			1,315,000		1,336,717
Digital Realty Trust LP
4.75%, 10/01/2025			1,640,000		1,670,399
Discover Bank
2.60%, 11/13/2018			2,010,000		2,015,371
Discover Financial Services
3.95%, 11/06/2024			445,000		439,965
3.75%, 03/04/2025			2,660,000		2,590,177
E*TRADE Financial Corp.
5.38%, 11/15/2022			1,170,000		1,235,813
4.63%, 09/15/2023			2,270,000		2,264,325
ESH Hospitality, Inc.
5.25%, 05/01/2025 (Acquired 03/11/2016, Cost $369,401) (1)			375,000		366,094
Farmers Exchange Capital II
6.15%, 11/01/2053 (Acquired 08/31/2015, Cost $298,714) (1)			280,000		285,736
Goldman Sachs Capital I
6.35%, 02/15/2034			2,040,000		2,374,886
Goldman Sachs Group, Inc.
5.63%, 01/15/2017			680,000		701,557
6.25%, 09/01/2017			2,000,000		2,128,862
2.38%, 01/22/2018			1,180,000		1,195,308
7.50%, 02/15/2019			1,455,000		1,676,252
4.25%, 10/21/2025			720,000		731,865
3.75%, 02/25/2026			3,859,000		3,948,679
6.75%, 10/01/2037			460,000		547,422
4.75%, 10/21/2045			800,000		836,417
Goodman Funding Pty Ltd
6.38%, 04/15/2021 (Acquired 07/13/2015 through 07/22/2015, Cost $2,164,281) (1)			1,915,000		2,214,483
HBOS PLC
1.33%, 09/30/2016			1,500,000		1,493,781
HCP, Inc.
5.63%, 05/01/2017			700,000		726,014
4.00%, 12/01/2022			900,000		905,009
4.00%, 06/01/2025			3,200,000		3,076,493
Host Hotels & Resorts LP
3.75%, 10/15/2023			2,175,000		2,122,802
HSBC Holdings PLC
4.30%, 03/08/2026			1,205,000		1,242,668
6.38%, 03/29/2049			1,500,000		1,417,500
ING Bank NV
5.80%, 09/25/2023 (Acquired 07/29/2015, Cost $3,222,248) (1)			2,965,000		3,232,043
4.13%, 11/21/2023			1,000,000		1,008,570
Intercontinental Exchange, Inc.
3.75%, 12/01/2025			1,124,000		1,144,883
International Lease Finance Corp.
6.75%, 09/01/2016 (Acquired 08/19/2015, Cost $3,358,959) (1)			3,299,000		3,348,485
8.75%, 03/15/2017			471,000		496,151
7.13%, 09/01/2018 (Acquired 07/14/2015, Cost $546,928) (1)			500,000		545,000
Intesa Sanpaolo SpA
6.50%, 02/24/2021 (Acquired 08/17/2015, Cost $793,013) (1)			700,000		798,554
5.02%, 06/26/2024 (Acquired 07/13/2015, Cost $2,857,745) (1)			2,900,000		2,716,702
Iron Mountain, Inc.
6.00%, 08/15/2023			275,000		288,750
Jackson National Life Global Funding
1.88%, 10/15/2018 (Acquired 10/07/2015, Cost $999,558) (1)			1,000,000		1,002,724
2.60%, 12/09/2020 (Acquired 12/02/2015, Cost $1,563,630) (1)			1,565,000		1,585,794
Jones Lang LaSalle, Inc.
4.40%, 11/15/2022			1,270,000		1,305,132
JPMorgan Chase & Co.
3.15%, 07/05/2016			1,000,000		1,006,308
2.55%, 10/29/2020			1,915,000		1,941,603
4.50%, 01/24/2022			1,440,000		1,589,921
3.88%, 09/10/2024			970,000		993,675
4.25%, 10/01/2027			1,347,000		1,401,779
JPMorgan Chase Bank NA
0.96%, 06/13/2016			500,000		500,041
6.00%, 10/01/2017			4,811,000		5,108,012
JPMorgan Chase Capital XXI
1.56%, 02/02/2037			1,500,000		1,051,875
Kennedy-Wilson, Inc.
5.88%, 04/01/2024			1,835,000		1,793,713
KeyCorp.
2.90%, 09/15/2020			980,000		996,470
Kilroy Realty LP
4.38%, 10/01/2025			1,515,000		1,589,846
Kimco Realty Corp.
3.40%, 11/01/2022			150,000		152,978
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp.
5.88%, 08/01/2021 (Acquired 08/31/2015, Cost $1,668,053) (1)			1,745,000		1,526,875
Lazard Group LLC
4.25%, 11/14/2020			1,560,000		1,629,759
3.75%, 02/13/2025			306,000		282,561
LeasePlan Corp. NV
2.50%, 05/16/2018 (Acquired 07/13/2015, Cost $3,127,429) (1)			3,115,000		3,088,230
Liberty Mutual Group, Inc.
4.85%, 08/01/2044 (Acquired 07/21/2015, Cost $1,418,732) (1)			1,445,000		1,382,579
Lloyds Banking Group PLC
4.50%, 11/04/2024			2,825,000		2,839,309
4.58%, 12/10/2025 (Acquired 07/13/2015 through 07/28/2015, Cost $416,614) (1)			425,000		417,539
Mid-America Apartments LP
6.05%, 09/01/2016			975,000		991,109
Morgan Stanley
3.80%, 04/29/2016			700,000		701,428
5.45%, 01/09/2017			2,500,000		2,579,300
5.55%, 04/27/2017			2,000,000		2,084,778
2.13%, 04/25/2018			1,420,000		1,431,239
2.45%, 02/01/2019			1,459,000		1,480,659
4.88%, 11/01/2022			485,000		527,330
3.75%, 02/25/2023			3,000,000		3,126,804
4.00%, 07/23/2025			100,000		104,610
5.00%, 11/24/2025			5,075,000		5,494,657
3.88%, 01/27/2026			2,000,000		2,087,100
3.95%, 04/23/2027			997,000		998,558
5.55%, 12/29/2049			1,280,000		1,261,760
MPT Operating Partnership LP / MPT Finance Corp.
6.38%, 03/01/2024			175,000		184,188
Nationstar Mortgage LLC / Nationstar Capital Corp.
7.88%, 10/01/2020			330,000		315,975
Nationwide Building Society
3.90%, 07/21/2025 (Acquired 07/14/2015, Cost $1,460,618) (1)			1,445,000		1,525,770
Nationwide Mutual Insurance Co.
2.92%, 12/15/2024 (Acquired 09/29/2015, Cost $1,010,010) (1)			1,050,000		1,019,813
Neuberger Berman Group LLC / Neuberger Berman Finance Corp.
5.88%, 03/15/2022 (Acquired 07/13/2015, Cost $1,584,083) (1)			1,505,000		1,565,200
4.88%, 04/15/2045 (Acquired 07/22/2015, Cost $1,576,675) (1)			1,739,000		1,473,185
New York Life Global Funding
1.55%, 11/02/2018 (Acquired 10/27/2015, Cost $1,997,525) (1)			2,000,000		2,004,878
Old Republic International Corp.
4.88%, 10/01/2024			1,600,000		1,664,979
OneMain Financial Holdings LLC
7.25%, 12/15/2021 (Acquired 01/27/2016 through 01/28/2016, Cost $100,257) (1)			100,000		99,500
Post Apartment Homes LP
4.75%, 10/15/2017			91,000		94,117
Pricoa Global Funding I
2.55%, 11/24/2020 (Acquired 11/17/2015, Cost $1,555,000) (1)			1,555,000		1,574,719
Primerica, Inc.
4.75%, 07/15/2022			2,172,000		2,345,775
Principal Financial Group, Inc.
4.70%, 05/15/2055			1,435,000		1,389,798
Prologis LP
3.75%, 11/01/2025			1,325,000		1,383,178
Protective Life Global Funding
2.70%, 11/25/2020 (Acquired 11/19/2015, Cost $1,948,397) (1)			1,950,000		1,981,861
Quicken Loans, Inc.
5.75%, 05/01/2025 (Acquired 07/13/2015, Cost $1,052,047) (1)			1,090,000		1,057,300
Raymond James Financial, Inc.
5.63%, 04/01/2024			3,185,000		3,529,744
Realty Income Corp.
5.95%, 09/15/2016			2,545,000		2,590,344
Redwood Trust, Inc.
4.63%, 04/15/2018			20,000		18,725
Reinsurance Group of America, Inc.
5.00%, 06/01/2021			500,000		543,586
4.70%, 09/15/2023			1,000,000		1,043,068
Reliance Standard Life Global Funding II
2.15%, 10/15/2018 (Acquired 10/13/2015, Cost $1,574,032) (1)			1,575,000		1,577,810
Retail Opportunity Investments Partnership LP
4.00%, 12/15/2024			895,000		852,099
Royal Bank of Canada
1.20%, 09/19/2017			2,840,000		2,837,188
Royal Bank of Scotland Group PLC
6.40%, 10/21/2019			550,000		617,209
6.13%, 12/15/2022			3,025,000		3,209,661
6.10%, 06/10/2023			1,340,000		1,372,882
6.00%, 12/19/2023			879,000		890,561
5.13%, 05/28/2024			454,000		436,633
4.80%, 04/05/2026			785,000		787,598
Santander Holdings USA, Inc.
4.50%, 07/17/2025			2,200,000		2,262,632
Santander Issuances SAU
5.18%, 11/19/2025			2,400,000		2,326,471
Santander UK Group Holdings PLC
2.88%, 10/16/2020			1,345,000		1,338,174
4.75%, 09/15/2025 (Acquired 09/08/2015, Cost $1,022,293) (1)			1,025,000		969,491
Santander UK PLC
5.00%, 11/07/2023 (Acquired 07/13/2015, Cost $3,036,633) (1)			2,945,000		2,988,898
Senior Housing Properties Trust
6.75%, 12/15/2021			603,000		665,427
Simon Property Group LP
2.50%, 09/01/2020			1,530,000		1,558,599
SL Green Realty Corp.
5.00%, 08/15/2018			1,687,000		1,772,033
7.75%, 03/15/2020			1,047,000		1,226,252
Societe Generale SA
4.25%, 04/14/2025 (Acquired 07/13/2015, Cost $4,068,112) (1)			4,300,000		4,141,106
Standard Chartered PLC
1.70%, 04/17/2018 (Acquired 08/03/2015, Cost $969,680) (1)			970,000		954,558
5.20%, 01/26/2024 (Acquired 07/22/2015, Cost $1,890,487) (1)			1,800,000		1,872,489
Stifel Financial Corp.
4.25%, 07/18/2024			880,000		871,380
SVB Financial Group
5.38%, 09/15/2020			224,000		249,000
Synchrony Financial
3.00%, 08/15/2019			1,630,000		1,656,186
TD Ameritrade Holding Corp.
2.95%, 04/01/2022			967,000		987,241
3.63%, 04/01/2025			2,783,000		2,914,753
Teachers Insurance & Annuity Association of America
4.38%, 09/15/2054 (Acquired 11/09/2015, Cost $2,431,593) (1)			2,500,000		2,520,355
Trinity Acquisition PLC
3.50%, 09/15/2021			200,000		203,560
UBS Group Funding Jersey Ltd
4.13%, 09/24/2025 (Acquired 09/21/2015, Cost $3,199,932) (1)			3,205,000		3,210,990
Unum Group
3.88%, 11/05/2025			2,500,000		2,410,970
Ventas Realty LP
1.25%, 04/17/2017			3,500,000		3,485,622
Visa, Inc.
3.15%, 12/14/2025			1,170,000		1,221,900
4.30%, 12/14/2045			930,000		1,017,744
Voya Financial, Inc.
5.65%, 05/15/2053			855,000		795,150
WEA Finance LLC / Westfield UK & Europe Finance PLC
2.70%, 09/17/2019 (Acquired 07/31/2015, Cost $2,888,638) (1)			2,889,000		2,909,260
3.25%, 10/05/2020 (Acquired 09/28/2015 through 09/29/2015, Cost $844,612) (1)			845,000		863,451
Wells Fargo & Co.
2.60%, 07/22/2020			310,000		317,344
5.88%, 12/31/2049			348,000		371,594
Welltower, Inc.
6.20%, 06/01/2016			2,550,000		2,570,035
4.00%, 06/01/2025			2,190,000		2,192,142
4.25%, 04/01/2026			2,000,000		2,027,644
ZFS Finance USA Trust II
6.45%, 12/15/2065 (Acquired 07/28/2015, Cost $2,090,512) (1)			2,080,000		2,075,840
Zions Bancorporation
5.80%, 12/29/2049			54,000		51,300
					306,978,174
Industrials - 1.98%
Airbus Group Finance BV
2.70%, 04/17/2023 (Acquired 08/04/2015, Cost $728,293) (1)			750,000		764,479
Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc.
3.63%, 12/15/2019 (Acquired 09/21/2015, Cost $394,707) (1)			400,000		394,000
Arrow Electronics, Inc.
4.00%, 04/01/2025			2,150,000		2,153,143
Autoridad del Canal de Panama
4.95%, 07/29/2035 (Acquired 09/24/2015, Cost $196,500) (1)			200,000		210,000
Aviation Capital Group Corp.
6.75%, 04/06/2021 (Acquired 07/22/2015, Cost $2,720,048) (1)			2,425,000		2,728,125
Avnet, Inc.
4.63%, 04/15/2026			2,215,000		2,240,001
Ball Corp.
4.38%, 12/15/2020			1,457,000		1,510,727
Brambles USA, Inc.
4.13%, 10/23/2025 (Acquired 10/19/2015, Cost $833,044) (1)			835,000		867,406
Burlington Northern Santa Fe LLC
4.55%, 09/01/2044			1,400,000		1,517,515
CCCI Treasure Ltd
3.50%, 12/29/2049			200,000		199,565
CNH Industrial Capital LLC
3.63%, 04/15/2018			965,000		965,000
CRCC Yupeng Ltd
3.95%, 02/28/2049			200,000		204,031
Embraer Overseas Ltd
5.70%, 09/16/2023 (Acquired 07/13/2015, Cost $1,426,473) (1)			1,350,000		1,275,750
Exelis, Inc.
4.25%, 10/01/2016			180,000		182,547
Flextronics International Ltd
5.00%, 02/15/2023			2,095,000		2,115,426
FLIR Systems, Inc.
3.75%, 09/01/2016			1,402,000		1,414,698
General Electric Co.
5.00%, 12/29/2049			1,430,000		1,472,900
Hanson Ltd
6.13%, 08/15/2016			195,000		198,256
Jabil Circuit, Inc.
4.70%, 09/15/2022			2,120,000		2,098,800
Keysight Technologies, Inc.
4.55%, 10/30/2024			1,450,000		1,413,466
Lockheed Martin Corp.
3.55%, 01/15/2026			460,000		486,923
3.80%, 03/01/2045			1,645,000		1,596,183
Martin Marietta Materials, Inc.
4.25%, 07/02/2024			795,000		801,587
Masco Corp.
3.50%, 04/01/2021			333,000		335,498
4.45%, 04/01/2025			2,150,000		2,230,195
NCI Building Systems, Inc.
8.25%, 01/15/2023 (Acquired 07/13/2015, Cost $126,558) (1)			120,000		126,300
Owens Corning
4.20%, 12/15/2022			35,000		35,480
4.20%, 12/01/2024			2,935,000		2,932,405
Penske Truck Leasing Co Lp / PTL Finance Corp.
3.38%, 03/15/2018 (Acquired 07/14/2015, Cost $368,406) (1)			360,000		367,485
2.50%, 06/15/2019 (Acquired 07/22/2015, Cost $435,522) (1)			440,000		437,564
4.25%, 01/17/2023 (Acquired 07/22/2015, Cost $720,846) (1)			710,000		719,647
Reliance Intermediate Holdings LP
6.50%, 04/01/2023 (Acquired 07/13/2015, Cost $227,982) (1)			220,000		226,325
Roper Technologies, Inc.
3.00%, 12/15/2020			550,000		562,187
RTI International Metals, Inc.
1.63%, 10/15/2019			805,000		842,231
SBA Tower Trust
2.90%, 10/15/2019 (Acquired 07/14/2015, Cost $1,669,907) (1)			1,650,000		1,657,808
3.87%, 10/15/2024 (Acquired 09/02/2015, Cost $836,592) (1)			830,000		828,389
Trimble Navigation Ltd
4.75%, 12/01/2024			2,241,000		2,286,006
Vulcan Materials Co
7.00%, 06/15/2018			185,000		203,038
Vulcan Materials Co.
7.50%, 06/15/2021			1,125,000		1,335,938
4.50%, 04/01/2025			2,350,000		2,414,625
					44,351,649
Technology - 1.29%
Apple, Inc.
2.40%, 05/03/2023			2,780,000		2,797,937
4.38%, 05/13/2045			785,000		822,195
4.65%, 02/23/2046			1,250,000		1,364,976
Autodesk, Inc.
3.60%, 12/15/2022			290,000		288,900
4.38%, 06/15/2025			1,410,000		1,441,481
Cadence Design Systems, Inc.
4.38%, 10/15/2024			2,326,000		2,357,722
Electronic Arts, Inc.
3.70%, 03/01/2021			210,000		218,399
Fidelity National Information Services, Inc.
3.63%, 10/15/2020			670,000		692,742
5.00%, 03/15/2022			655,000		681,398
4.50%, 10/15/2022			381,000		406,409
5.00%, 10/15/2025			2,260,000		2,441,534
First Data Corp.
5.38%, 08/15/2023 (Acquired 08/21/2015, Cost $1,005,698) (1)			1,000,000		1,025,000
7.00%, 12/01/2023 (Acquired 10/29/2015, Cost $233,067) (1)			235,000		237,350
Hewlett Packard Enterprise Co
4.90%, 10/15/2025 (Acquired 09/30/2015, Cost $2,463,777) (1)			2,500,000		2,575,165
KLA-Tencor Corp.
4.65%, 11/01/2024			2,500,000		2,529,795
Microsoft Corp.
3.75%, 02/12/2045			650,000		644,058
4.45%, 11/03/2045			2,100,000		2,321,584
MSCI, Inc.
5.75%, 08/15/2025 (Acquired 08/10/2015, Cost $539,133) (1)			534,000		562,035
NXP BV / NXP Funding LLC
5.75%, 03/15/2023 (Acquired 08/21/2015, Cost $284,834) (1)			275,000		290,812
Rovi Corp.
0.50%, 03/01/2020			1,050,000		1,002,094
Seagate HDD Cayman
4.75%, 01/01/2025			3,023,000		2,362,039
4.88%, 06/01/2027 (Acquired 07/22/2015, Cost $985,818) (1)			1,033,000		778,044
5.75%, 12/01/2034			504,000		358,088
TSMC Global Ltd
1.63%, 04/03/2018 (Acquired 07/13/2015, Cost $311,340) (1)			314,000		312,251
Western Digital Corp.
7.38%, 04/01/2023			250,000		255,000
10.50%, 04/01/2024			100,000		100,063
					28,867,071
Utilities - 1.47%
AEP Texas Central Co.
3.85%, 10/01/2025 (Acquired 09/15/2015, Cost $1,485,982) (1)			1,500,000		1,574,126
Black Hills Corp.
2.50%, 01/11/2019			1,555,000		1,569,976
Cleco Power LLC
6.00%, 12/01/2040			1,000,000		1,120,776
Dominion Resources, Inc./VA
3.90%, 10/01/2025			2,480,000		2,551,774
Duke Energy Progress LLC
4.10%, 03/15/2043			900,000		934,422
4.20%, 08/15/2045			1,000,000		1,061,098
Duquesne Light Holdings, Inc.
6.40%, 09/15/2020 (Acquired 07/21/2015, Cost $453,429) (1)			400,000		458,244
5.90%, 12/01/2021 (Acquired 10/01/2015, Cost $1,694,337) (1)			1,500,000		1,702,390
Dynegy, Inc.
5.88%, 06/01/2023			250,000		208,750
Enel Finance International NV
6.00%, 10/07/2039 (Acquired 07/15/2015, Cost $2,784,586) (1)			2,445,000		2,870,388
Entergy Corp.
4.70%, 01/15/2017			1,000,000		1,018,197
5.13%, 09/15/2020			1,250,000		1,371,725
Exelon Corp.
2.85%, 06/15/2020			1,110,000		1,135,525
FirstEnergy Transmission LLC
4.35%, 01/15/2025 (Acquired 07/21/2015, Cost $1,896,661) (1)			1,850,000		1,929,315
Florida Power & Light Co.
4.05%, 10/01/2044			350,000		374,433
Indianapolis Power & Light Co.
4.70%, 09/01/2045 (Acquired 09/08/2015, Cost $994,785) (1)			1,000,000		1,063,966
IPALCO Enterprises, Inc.
5.00%, 05/01/2018			245,000		257,250
Jersey Central Power & Light Co.
4.80%, 06/15/2018			2,000,000		2,099,690
Kansas City Power & Light Co.
3.65%, 08/15/2025			1,700,000		1,755,905
NextEra Energy Capital Holdings, Inc.
2.06%, 09/01/2017			1,000,000		1,005,470
NGL Energy Partners LP / NGL Energy Finance Corp.
5.13%, 07/15/2019			334,000		202,070
Northern States Power Co/MN
4.00%, 08/15/2045			1,000,000		1,036,515
NRG Energy, Inc.
6.63%, 03/15/2023			300,000		279,843
Origin Energy Finance Ltd
3.50%, 10/09/2018 (Acquired 08/05/2015, Cost $1,178,533) (1)			1,160,000		1,099,210
Perusahaan Gas Negara Persero Tbk
5.13%, 05/16/2024			200,000		204,732
PPL WEM Ltd / Western Power Distribution Ltd
3.90%, 05/01/2016 (Acquired 07/13/2015, Cost $165,326) (1)			165,000		165,277
5.38%, 05/01/2021 (Acquired 07/14/2015 through 07/24/2015, Cost $881,526) (1)			805,000		893,150
Public Service Co. of New Mexico
3.85%, 08/01/2025			2,000,000		2,085,554
Sempra Energy
2.85%, 11/15/2020			375,000		381,436
Southwestern Electric Power Co.
3.90%, 04/01/2045			400,000		366,765
					32,777,972
Total Corporate Bonds (Cost $777,581,045)				$	784,645,666
Government Related - 22.39%
Bay Area Toll Authority
6.26%, 04/01/2049			650,000	$	916,974
City of New York NY
6.27%, 12/01/2037			2,050,000		2,753,581
East Bay Municipal Utility District Water System Revenue
5.87%, 06/01/2040			210,000		274,136
European Investment Bank
1.75%, 06/17/2019			2,850,000		2,900,890
Indonesia Government International Bond
4.75%, 01/08/2026 (Acquired 12/01/2015, Cost $298,835) (1)			300,000		314,732
International Bank for Reconstruction & Development
4.50%, 08/03/2017	COP 10,610,000,000				3,451,554
International Finance Corp.
7.80%, 06/03/2019		INR 264,360,000			4,092,595
Metropolitan Transportation Authority
7.34%, 11/15/2039			475,000		727,220
Mexican Bonos
7.75%, 12/14/2017		MXN 205,850			1,262,031
4.75%, 06/14/2018		MXN 402,132			2,340,582
6.50%, 06/10/2021		MXN 70,550			428,831
8.50%, 11/18/2038		MXN 6,895,000			483,145
7.75%, 11/13/2042		MXN 677,500			4,415,543
Mexican Udibonos
4.50%, 12/04/2025		MXN 4,029,071			263,551
Mexico Government International Bond
4.00%, 10/02/2023			324,000		339,390
3.60%, 01/30/2025			1,060,000		1,081,200
Morocco Government International Bond
4.25%, 12/11/2022 (Acquired 07/22/2015 through 07/30/2015, Cost $506,381) (1)			495,000		505,395
New Jersey Turnpike Authority
7.10%, 01/01/2041			1,000,000		1,439,280
New York City Water & Sewer System
5.95%, 06/15/2042			560,000		753,922
5.88%, 06/15/2044			500,000		682,085
Perusahaan Penerbit SBSN Indonesia III
4.35%, 09/10/2024			400,000		400,000
Poland Government Bond
5.75%, 10/25/2021		PLN 3,815,000			1,211,819
Province of Manitoba Canada
3.05%, 05/14/2024			430,000		454,298
Province of Ontario Canada
3.15%, 12/15/2017			2,845,000		2,944,564
1.20%, 02/14/2018			2,850,000		2,846,192
2.50%, 09/10/2021			945,000		975,889
State Board of Administration Finance Corp.
2.16%, 07/01/2019			1,220,000		1,227,723
State of Texas
4.68%, 04/01/2040			410,000		483,862
United States Treasury Inflation Indexed Bonds
0.63%, 01/15/2024 (2)			4,706,240		4,901,290
0.25%, 01/15/2025 (2)			4,261,108		4,298,392
0.38%, 07/15/2025 (2)			14,106,445		14,417,407
0.75%, 02/15/2045 (2)			20,227,439		19,579,535
United States Treasury Note/Bond
0.88%, 04/30/2017			548,000		549,306
0.63%, 05/31/2017			10,410,000		10,403,900
0.63%, 06/30/2017			1,110,000		1,109,350
0.75%, 06/30/2017			1,709,000		1,710,670
0.63%, 07/31/2017			23,055,000		23,035,196
0.75%, 10/31/2017			58,875,000		58,900,316
1.00%, 12/15/2017			8,798,000		8,837,864
0.75%, 12/31/2017			702,000		702,247
1.00%, 12/31/2017			229,000		230,100
0.75%, 01/31/2018			817,000		817,319
0.88%, 01/31/2018			1,118,000		1,120,969
0.75%, 03/31/2018			842,000		842,066
2.38%, 05/31/2018			1,131,000		1,169,966
0.88%, 07/15/2018			81,000		81,155
1.38%, 07/31/2018			3,693,000		3,742,627
1.50%, 08/31/2018			12,998,000		13,219,876
1.00%, 09/15/2018			11,144,000		11,198,851
1.13%, 01/15/2019			2,232,000		2,249,700
0.75%, 02/15/2019			3,715,000		3,704,553
1.63%, 07/31/2019			7,022,000		7,176,976
1.75%, 09/30/2019			4,278,000		4,389,797
1.50%, 10/31/2019			6,025,000		6,130,203
1.50%, 11/30/2019			31,783,000		32,324,296
1.75%, 12/31/2020			9,504,000		9,740,859
1.38%, 01/31/2021			24,777,000		24,963,794
1.13%, 02/28/2021			16,339,000		16,279,640
1.25%, 03/31/2021			45,210,000		45,264,749
2.00%, 08/31/2021			8,835,000		9,145,948
2.13%, 09/30/2021			3,651,000		3,801,889
2.25%, 11/15/2024			3,027,000		3,157,303
2.00%, 08/15/2025			2,451,000		2,498,966
2.25%, 11/15/2025			18,040,000		18,782,039
1.63%, 02/15/2026			6,902,000		6,805,213
3.75%, 11/15/2043			709,000		881,043
3.63%, 02/15/2044			5,113,000		6,204,707
3.38%, 05/15/2044			81,000		93,931
3.13%, 08/15/2044			6,600,000		7,303,573
3.00%, 11/15/2044			1,810,000		1,953,598
2.50%, 02/15/2045			796,000		776,317
3.00%, 05/15/2045 (5)			29,243,000		31,544,746
2.88%, 08/15/2045			3,410,000		3,587,961
3.00%, 11/15/2045			5,701,000		6,156,858
2.50%, 02/15/2046			24,991,000		24,370,124
University of California
4.13%, 05/15/2045			190,000		192,196
Total Government Related (Cost $489,923,661)				$	500,320,365
Mortgage-Backed Obligations - 30.64%
225 Liberty Street Trust 2016-225L
3.60%, 02/10/2036 (Acquired 02/17/2016, Cost $1,065,686) (1)			1,035,000	$	1,097,316
Alternative Loan Trust 2003-22CB
6.00%, 12/25/2033			366,415		366,504
Alternative Loan Trust 2005-61
0.81%, 12/25/2035			96,570		74,602
Alternative Loan Trust 2006-HY12
3.55%, 08/25/2036			634,090		598,112
Banc of America Commercial Mortgage Trust 2006-6
5.42%, 10/10/2045			3,474,399		3,465,047
Banc of America Commercial Mortgage Trust 2007-3
5.54%, 06/10/2049			468,735		465,214
Banc of America Commercial Mortgage Trust 2007-5
5.49%, 02/10/2051			1,752,549		1,811,919
Banc of America Funding 2007-6 Trust
0.71%, 07/25/2037			164,028		137,547
0.72%, 07/25/2037			149,555		125,094
Banc of America Funding 2015-R7 Trust
1.24%, 09/26/2046 (Acquired 07/27/2015 through 09/25/2015, Cost $2,501,759) (1)			2,611,280		2,519,485
Banc of America Funding 2015-R8 Trust
1.16%, 11/26/2046 (Acquired 09/28/2015, Cost $3,659,676) (1)			3,893,234		3,642,334
Bear Stearns ARM Trust 2003-3
2.88%, 05/25/2033			1,482,842		1,472,738
Citigroup Commercial Mortgage Trust 2012-GC8
1.81%, 09/10/2045			2,000,000		2,005,939
Citigroup Commercial Mortgage Trust 2013-375P
3.25%, 05/10/2035 (Acquired 02/11/2016, Cost $780,686) (1)			760,000		788,963
Citigroup Commercial Mortgage Trust 2015-GC27
2.69%, 02/10/2048			1,700,000		1,755,935
Citigroup Commercial Mortgage Trust 2015-GC33
3.78%, 09/10/2058			340,000		363,954
Citigroup Commercial Mortgage Trust 2015-P1
3.72%, 09/15/2048			670,000		716,327
4.34%, 09/15/2048			660,000		604,791
COMM 2013-300P Mortgage Trust
4.35%, 08/10/2030 (Acquired 01/22/2016, Cost $776,911) (1)			720,000		801,898
Comm 2014-UBS2 Mortgage Trust
4.98%, 03/10/2047			800,000		818,154
COMM 2015-3BP Mortgage Trust
3.18%, 02/10/2035 (Acquired 01/25/2016, Cost $776,249) (1)			780,000		803,152
COMM 2015-CCRE24 Mortgage Trust
3.70%, 08/10/2055			1,400,000		1,496,305
COMM 2015-CCRE26 Mortgage Trust
3.63%, 10/10/2048			310,000		329,395
COMM 2015-PC1 Mortgage Trust
3.15%, 07/10/2050			890,000		928,757
3.90%, 07/10/2050			515,000		557,132
4.29%, 07/10/2050			1,075,000		1,154,794
4.44%, 07/10/2050			440,000		429,190
COMM 2016-787S Mortgage Trust
3.55%, 02/10/2036 (Acquired 02/19/2016, Cost $782,575) (1)			760,000		798,618
COMM 2016-CCRE28 Mortgage Trust
3.65%, 02/10/2049			395,000		411,014
CSMC Trust 2015-GLPB
3.64%, 11/15/2034 (Acquired 12/04/2015, Cost $1,375,011) (1)			1,330,000		1,402,067
3.81%, 11/15/2034 (Acquired 12/04/2015, Cost $572,727) (1)			560,000		572,574
DBUBS 2011-LC2 Mortgage Trust
3.39%, 07/10/2044 (Acquired 07/30/2015, Cost $2,760,327) (1)			2,724,089		2,726,366
DBUBS 2011-LC3 Mortgage Trust
3.64%, 08/10/2044			719,352		720,251
Eleven Madison Trust 2015-11MD Mortgage Trust
3.55%, 09/10/2035 (Acquired 09/15/2015, Cost $217,865) (1)			215,000		228,763
Fannie Mae Connecticut Avenue Securities
1.93%, 07/25/2025			353,109		353,430
1.93%, 07/25/2025			785,774		785,650
0.00%, 09/25/2028			565,000		565,624
Fannie Mae Pool
3.74%, 05/01/2018			1,174,765		1,224,844
4.52%, 08/01/2019			1,416,097		1,545,258
4.91%, 10/01/2019			1,809,564		2,002,343
3.54%, 10/01/2020			1,250,000		1,341,608
3.92%, 10/01/2020			258,844		282,541
3.77%, 12/01/2020			1,834,528		1,991,742
4.28%, 01/01/2021			1,397,640		1,543,521
4.30%, 07/01/2021			2,987,514		3,327,117
3.68%, 10/01/2021			1,190,352		1,294,164
3.02%, 04/01/2022			2,260,684		2,392,861
2.40%, 10/01/2022			1,316,305		1,351,185
2.28%, 11/01/2022			1,657,546		1,696,833
3.67%, 08/01/2023			783,729		857,006
3.95%, 10/01/2024			721,678		799,672
2.81%, 04/01/2025			980,000		1,016,112
4.15%, 12/01/2025			1,410,000		1,597,480
2.74%, 03/01/2026			1,535,000		1,579,245
4.59%, 08/01/2026			1,174,800		1,367,913
4.19%, 11/01/2026			1,200,992		1,359,137
3.00%, 04/15/2027 (3)			2,730,000		2,851,944
4.00%, 05/01/2027			2,060,108		2,200,950
2.50%, 04/15/2028 (3)			4,350,000		4,465,887
4.08%, 01/01/2029			1,442,697		1,628,198
4.00%, 07/01/2029			547,682		586,598
3.00%, 09/01/2029			1,591,211		1,663,649
3.00%, 05/01/2030			371,140		387,939
2.50%, 07/01/2030			1,857,769		1,911,690
2.50%, 07/01/2030			1,038,031		1,068,155
3.00%, 07/01/2030			1,577,537		1,648,941
2.50%, 08/01/2030			2,604,399		2,680,001
3.55%, 08/01/2030			1,577,158		1,650,109
3.00%, 09/01/2030			553,784		579,913
2.50%, 01/01/2031			5,783,626		5,943,257
3.00%, 02/01/2031			2,748,591		2,873,002
3.00%, 02/01/2031			870,331		909,753
3.50%, 05/01/2033			17,831,097		18,889,335
3.00%, 10/01/2033			3,605,716		3,765,951
5.50%, 05/01/2034			3,585,911		4,059,240
5.50%, 07/01/2034			873,010		988,760
5.00%, 02/01/2036			2,985,719		3,310,021
6.00%, 06/01/2036			29,211		33,349
5.50%, 07/01/2036			349,288		395,610
6.00%, 07/01/2038			2,717,795		3,119,053
5.50%, 12/01/2039			699,172		788,702
5.00%, 05/01/2040			77,530		85,775
6.50%, 05/01/2040			1,054,912		1,222,385
5.00%, 06/01/2040			23,105		25,580
4.50%, 08/01/2040			220,807		240,990
4.50%, 10/01/2040			69,026		75,330
4.00%, 11/01/2040			190,758		204,438
4.00%, 11/01/2040			687,505		736,797
4.00%, 12/01/2040			457,952		490,816
4.00%, 01/01/2041			348,751		373,771
4.50%, 01/01/2041			48,221		52,619
4.50%, 01/01/2041			14,183,900		15,684,596
4.00%, 02/01/2041			1,501,402		1,609,204
4.00%, 02/01/2041			341,441		366,001
4.50%, 02/01/2041			770,017		840,494
4.50%, 04/01/2041			180,720		197,241
3.50%, 04/15/2041 (3)			17,510,000		18,363,271
4.00%, 04/15/2041 (3)			8,450,000		9,030,976
4.50%, 04/15/2041 (3)			7,300,000		7,942,916
5.50%, 06/01/2041			767,445		877,065
4.50%, 08/01/2041			90,394		98,624
5.00%, 08/01/2041			710,073		787,040
4.00%, 09/01/2041			673,571		721,909
4.50%, 11/01/2041			1,521,972		1,659,743
4.50%, 11/01/2041			6,012,518		6,641,272
4.00%, 01/01/2042			5,891,734		6,315,709
4.00%, 01/01/2042			100,137		107,243
4.00%, 02/01/2042			164,936		176,664
5.50%, 02/01/2042			3,362,188		3,792,247
5.00%, 03/01/2042			1,235,051		1,371,379
3.50%, 06/01/2042			115,242		121,108
3.50%, 06/01/2042			171,394		180,131
3.50%, 07/01/2042			157,581		165,583
3.50%, 07/01/2042			312,730		328,645
3.50%, 08/01/2042			318,595		334,823
2.50%, 12/01/2042			1,565,549		1,560,622
3.50%, 12/01/2042			1,428,257		1,500,882
3.50%, 12/01/2042			2,960,727		3,111,604
3.50%, 01/01/2043			456,181		479,413
2.50%, 04/01/2043			857,951		855,252
3.00%, 04/01/2043			1,334,638		1,372,537
3.00%, 04/15/2043 (3)			20,890,000		21,436,324
3.00%, 05/01/2043			1,025,731		1,054,833
3.50%, 07/01/2043			240,971		253,147
3.50%, 01/01/2044			595,401		625,694
4.50%, 06/01/2044			1,447,340		1,575,967
4.50%, 06/01/2044			5,289,423		5,751,281
3.00%, 05/01/2045			2,130,025		2,187,342
3.50%, 05/01/2045			4,713,159		4,952,309
3.50%, 05/01/2045			1,608,811		1,693,908
3.00%, 06/01/2045			7,667,661		7,878,345
4.50%, 06/01/2045			617,936		685,297
3.00%, 07/01/2045			9,203,013		9,461,560
4.00%, 07/01/2045			2,171,338		2,322,527
4.00%, 09/01/2045			4,158,918		4,513,621
4.00%, 09/01/2045			338,754		362,413
3.50%, 10/01/2045			633,860		665,994
4.00%, 10/01/2045			344,727		368,804
4.50%, 10/01/2045			2,491,482		2,781,560
4.00%, 11/01/2045			3,128,804		3,347,325
3.50%, 12/01/2045			625,063		662,958
4.00%, 12/01/2045			2,056,358		2,204,395
4.00%, 12/01/2045			2,049,921		2,203,783
4.00%, 12/01/2045			291,275		312,244
4.50%, 02/01/2046			807,616		900,759
4.50%, 02/01/2046			1,928,554		2,161,584
Fannie Mae-Aces
0.72%, 10/25/2021			1,129,014		1,115,358
FHLMC Multifamily Structured Pass Through Certificates
0.98%, 07/25/2020			1,759,403		1,766,418
1.06%, 07/25/2020			2,027,083		2,039,349
3.16%, 05/25/2025			770,000		816,733
Freddie Mac Gold Pool
2.50%, 07/01/2030			2,304,297		2,368,633
3.00%, 08/01/2030			1,648,829		1,725,134
2.50%, 09/01/2030			5,554,516		5,709,597
3.00%, 01/01/2031			1,196,150		1,251,506
5.50%, 08/01/2041			13,485,915		15,433,493
4.00%, 09/01/2041			22,821,995		24,856,706
5.00%, 11/01/2041			2,272,575		2,509,983
5.00%, 03/01/2042			710,155		797,478
4.50%, 07/01/2042			1,473,827		1,603,305
3.00%, 02/01/2043			1,340,101		1,374,865
3.50%, 10/01/2043			1,551,578		1,626,059
3.50%, 01/01/2044			1,732,758		1,816,104
4.50%, 05/01/2044			741,547		818,187
4.00%, 01/01/2045			3,580,194		3,870,972
3.00%, 06/01/2045			1,654,528		1,696,002
3.50%, 06/01/2045			1,082,386		1,140,305
3.50%, 06/01/2045			8,300,112		8,698,545
4.50%, 06/01/2045			1,218,190		1,357,444
3.00%, 07/01/2045			4,050,842		4,152,384
3.50%, 07/01/2045			8,263,637		8,660,319
4.00%, 07/01/2045			1,330,770		1,421,962
3.50%, 08/01/2045			5,724,204		6,051,644
3.50%, 10/01/2045			7,315,639		7,707,111
3.50%, 10/01/2045			1,673,550		1,753,885
4.00%, 10/01/2045			3,576,563		3,822,020
4.00%, 11/01/2045			3,631,479		3,880,705
4.00%, 12/01/2045			7,170,928		7,744,497
4.00%, 12/01/2045			5,451,518		5,825,663
3.00%, 01/01/2046			5,037,550		5,163,826
3.50%, 01/01/2046			2,808,258		2,943,063
4.00%, 01/01/2046			1,901,487		2,031,942
3.00%, 02/01/2046			2,884,342		2,956,643
3.50%, 02/01/2046			6,623,224		6,941,161
4.00%, 02/01/2046			3,006,489		3,212,757
4.50%, 02/01/2046			682,948		761,793
Freddie Mac Structured Agency Credit Risk Debt Notes
2.63%, 02/25/2024			600,000		599,041
2.83%, 08/25/2024			612,785		618,098
3.08%, 10/25/2024			700,000		707,143
2.83%, 01/25/2025			705,000		713,997
2.63%, 03/25/2025			2,160,000		2,167,112
2.38%, 05/25/2025			720,000		700,755
2.28%, 10/25/2027			950,000		939,602
3.03%, 12/25/2027			2,700,000		2,700,846
3.08%, 03/25/2028			795,000		794,005
3.28%, 04/25/2028			2,245,000		2,260,132
3.23%, 05/25/2028			580,000		582,568
3.33%, 07/25/2028			325,000		327,465
FREMF 2015-K47 Mortgage Trust
3.60%, 06/25/2048 (Acquired 07/24/2015, Cost $646,616) (1)			700,000		602,011
FREMF 2015-K48 Mortgage Trust
3.64%, 08/25/2048 (Acquired 09/16/2015, Cost $481,652) (1)			535,000		466,188
FREMF 2015-K49 Mortgage Trust
3.72%, 10/25/2048 (Acquired 10/16/2015, Cost $255,517) (1)			280,000		241,196
FREMF 2015-K718 Mortgage Trust
3.55%, 02/25/2022 (Acquired 07/14/2015, Cost $904,350) (1)			925,000		854,052
GAHR Commercial Mortgage Trust 2015-NRF
3.38%, 12/15/2019 (Acquired 07/13/2015, Cost $1,237,889) (1)			1,250,000		1,183,176
Ginnie Mae I pool
7.50%, 08/15/2033			604,602		721,048
5.50%, 02/15/2039			452,121		518,241
5.00%, 09/15/2039			90,281		101,331
5.00%, 10/15/2039			774,204		861,776
5.00%, 02/15/2040			130,946		148,438
5.00%, 02/15/2040			130,946		148,502
4.50%, 05/15/2041			914,063		1,013,667
3.00%, 07/15/2042			226,652		235,528
3.00%, 10/15/2042			383,598		398,655
3.00%, 12/15/2042			53,480		55,572
4.50%, 05/15/2044			16,346,673		18,032,834
5.00%, 07/15/2044			367,461		413,869
Ginnie Mae II pool
4.00%, 10/20/2040			152,552		164,450
3.00%, 07/20/2042			3,069,722		3,187,864
3.00%, 08/20/2042			100,206		104,062
3.50%, 08/20/2042			38,546		40,861
3.50%, 09/20/2042			7,409,230		7,854,256
3.50%, 12/20/2042			15,333		16,254
3.50%, 01/20/2043			68,433		72,544
3.50%, 02/20/2043			42,403		44,950
3.50%, 05/20/2043			20,259		21,469
2.50%, 06/20/2043			404,770		408,924
3.50%, 09/20/2043			285,873		302,807
5.00%, 12/20/2044			528,962		593,045
2.50%, 01/20/2045			2,840,966		2,856,043
3.00%, 04/15/2045 (3)			11,505,000		11,923,853
3.50%, 04/15/2045 (3)			5,595,000		5,914,964
4.50%, 06/20/2045			2,208,188		2,370,530
5.00%, 06/20/2045			1,071,016		1,160,567
5.50%, 06/20/2045			732,145		807,160
3.50%, 07/20/2045			9,657,872		10,222,908
3.00%, 08/20/2045			5,872,858		6,094,666
3.00%, 09/20/2045			1,625,066		1,686,441
3.50%, 09/20/2045			6,130,024		6,488,662
3.50%, 10/20/2045			187,624		199,005
3.50%, 10/20/2045			142,322		150,955
4.00%, 10/20/2045			1,131,222		1,211,262
4.00%, 11/20/2045			4,834,628		5,259,363
4.00%, 12/20/2045			4,813,031		5,156,296
5.00%, 12/20/2045			447,014		484,081
4.00%, 01/20/2046			4,237,332		4,539,479
4.50%, 01/20/2046			440,615		472,879
5.00%, 01/20/2046			1,162,915		1,264,123
3.00%, 02/20/2046			214,565		222,669
4.50%, 02/20/2046			1,580,440		1,699,367
Government National Mortgage Association
3.50%, 03/20/2039 IO			2,342,965		233,986
4.39%, 10/16/2040			133,812		134,191
3.50%, 05/20/2043 IO			443,039		83,296
GS Mortgage Securities Corp. II
2.77%, 11/10/2045			2,420,000		2,465,507
GS Mortgage Securities Corp. Trust 2013-NYC5
3.65%, 01/10/2030 (Acquired 08/20/2015, Cost $331,448) (1)			330,000		326,907
GS Mortgage Securities Trust 2011-GC3
5.64%, 03/10/2044 (Acquired 09/11/2015, Cost $364,525) (1)			340,000		351,712
GS Mortgage Securities Trust 2011-GC5
5.32%, 08/10/2044 (Acquired 01/25/2016, Cost $219,586) (1)			220,000		222,068
GS Mortgage Securities Trust 2015-GC34
3.51%, 10/10/2048			540,000		566,429
3.91%, 10/10/2048			170,000		174,537
Hilton USA Trust 2013-HLT
4.41%, 11/05/2030 (Acquired 07/22/2015, Cost $1,008,560) (1)			1,000,000		1,001,269
5.22%, 11/05/2030 (Acquired 08/26/2015, Cost $1,372,838) (1)			1,366,000		1,374,038
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC16
5.55%, 05/12/2045			705,773		708,032
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC17
5.43%, 12/12/2043			2,583,188		2,610,270
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9
5.34%, 05/15/2047			1,720,711		1,746,822
JP Morgan Chase Commercial Mortgage Securities Trust 2007-CIBC19
5.70%, 02/12/2049			1,675,000		1,710,400
JP Morgan Chase Commercial Mortgage Securities Trust 2007-CIBC20
5.79%, 02/12/2051			883,644		918,043
JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP11
5.74%, 06/15/2049			1,655,000		1,636,503
JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP12
6.01%, 02/15/2051			1,650,000		1,721,054
JP Morgan Chase Commercial Mortgage Securities Trust 2010-CNTR
4.31%, 08/05/2032 (Acquired 07/14/2015, Cost $2,377,825) (1)			2,195,000		2,360,143
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C3
4.72%, 02/15/2046 (Acquired 08/25/2015, Cost $1,207,864) (1)			1,100,000		1,219,344
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5
3.15%, 08/15/2046			2,928,038		2,940,947
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C6
2.21%, 05/15/2045			1,261,624		1,267,673
JP Morgan Chase Commercial Mortgage Securities Trust 2012-HSBC
3.09%, 07/05/2032 (Acquired 09/14/2015, Cost $783,913) (1)			775,000		802,929
JP Morgan Chase Commercial Mortgage Securities Trust 2015-COSMO
3.74%, 01/15/2032 (Acquired 07/13/2015, Cost $1,200,049) (1)			1,200,000		1,168,370
JP Morgan Chase Commercial Mortgage Securities Trust 2015-SGP
3.19%, 07/15/2036 (Acquired 09/28/2015, Cost $250,000) (1)			250,000		247,719
4.94%, 07/15/2036 (Acquired 09/28/2015, Cost $884,154) (1)			887,000		863,464
JP Morgan Chase Commercial Mortgage Securities Trust 2015-UES
3.62%, 09/05/2032 (Acquired 10/07/2015, Cost $559,646) (1)			590,000		554,873
JP Morgan Chase Commercial Mortgage Securities Trust 2016-ATRM
2.96%, 10/05/2028 (Acquired 02/04/2016, Cost $828,983) (1)			830,000		832,891
JP Morgan Resecuritization Trust Series 2014-6
0.65%, 07/27/2046 (Acquired 08/18/2015, Cost $3,352,091) (1)			3,533,575		3,269,297
JPMBB Commercial Mortgage Securities Trust 2015-C28
3.99%, 10/15/2048			1,200,000		1,153,506
JPMBB Commercial Mortgage Securities Trust 2015-C30
3.09%, 07/15/2048			15,000		15,680
3.82%, 07/15/2048			1,440,000		1,546,946
JPMBB Commercial Mortgage Securities Trust 2015-C31
3.80%, 08/15/2048			580,000		621,653
LB-UBS Commercial Mortgage Trust 2007-C1
5.48%, 02/15/2040			544,019		542,907
LB-UBS Commercial Mortgage Trust 2007-C2
5.49%, 02/15/2040			1,000,000		1,015,707
LB-UBS Commercial Mortgage Trust 2007-C6
6.11%, 07/15/2040			565,000		585,378
LB-UBS Commercial Mortgage Trust 2007-C7
6.24%, 09/15/2045			485,951		474,662
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-HB1
2.32%, 04/25/2029			1,798,123		1,752,259
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7
1.86%, 02/15/2046			2,005,000		2,011,592
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17
4.46%, 08/15/2047			1,140,000		1,208,778
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24
3.73%, 05/15/2048			2,700,000		2,885,426
4.04%, 05/15/2048			45,000		47,409
4.35%, 05/15/2048			85,000		80,382
4.35%, 05/15/2048			55,000		48,080
Morgan Stanley Capital I Trust 2007-IQ14
5.67%, 04/15/2049			1,660,000		1,652,257
Morgan Stanley Capital I Trust 2011-C3
3.22%, 07/15/2049			2,587,101		2,593,841
Morgan Stanley Resecuritization Trust 2013-R10
2.65%, 01/26/2051 (Acquired 07/24/2015, Cost $1,848,082) (1)			1,831,438		1,816,837
Nomura Resecuritization Trust 2015-7R
2.43%, 08/26/2036 (Acquired 08/20/2015, Cost $2,578,253) (1)			2,545,824		2,580,104
RBS Commercial Funding, Inc. 2013-GSP Trust
3.83%, 01/13/2032 (Acquired 08/19/2015, Cost $781,423) (1)			745,000		804,269
Sequoia Mortgage Trust 2003-2
1.09%, 06/20/2033			1,823,414		1,722,834
Sequoia Mortgage Trust 2004-9
1.61%, 10/20/2034			2,870,581		2,734,481
Springleaf Mortgage Loan Trust 2013-1
1.27%, 06/25/2058 (Acquired 08/04/2015, Cost $1,803,183) (1)			1,804,770		1,800,868
Starwood Retail Property Trust 2014-STAR
2.94%, 11/15/2027 (Acquired 07/22/2015, Cost $2,207,310) (1)			2,206,000		2,142,796
Structured Adjustable Rate Mortgage Loan Trust
2.70%, 03/25/2034			1,186,918		1,177,032
Structured Asset Mortgage Investments Trust 2003-AR3
1.11%, 11/19/2033			1,586,602		1,487,622
Towd Point Mortgage Trust 2015-3
3.00%, 03/25/2054 (Acquired 07/23/2015, Cost $565,863) (1)			565,692		569,430
Towd Point Mortgage Trust 2015-4
2.75%, 04/25/2055 (Acquired 09/25/2015, Cost $629,182) (1)			629,418		628,928
Towd Point Mortgage Trust 2015-5
2.75%, 05/25/2055 (Acquired 10/23/2015, Cost $566,792) (1)			565,833		565,268
Towd Point Mortgage Trust 2016-1
2.75%, 02/25/2055 (Acquired 03/18/2016, Cost $574,310) (1)			575,000		572,125
3.00%, 02/25/2055 (Acquired 03/18/2016, Cost $680,316) (1)			680,000		680,315
UBS-Barclays Commercial Mortgage Trust 2012-C2
4.89%, 05/10/2063 (Acquired 07/24/2015, Cost $2,760,848) (1)			2,750,000		2,603,640
Wachovia Bank Commercial Mortgage Trust Series 2007-C30
5.38%, 12/15/2043			1,000,000		1,018,010
Wachovia Bank Commercial Mortgage Trust Series 2007-C31
5.66%, 04/15/2047			5,786,863		5,728,843
Wachovia Bank Commercial Mortgage Trust Series 2007-C33
5.95%, 02/15/2051			867,810		854,875
Wachovia Cmbs 2007-c34
5.95%, 05/15/2046			455,129		452,009
WaMu Mortgage Pass-Through Certificates Series 2005-AR1 Trust
1.21%, 01/25/2045			210,131		182,549
WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust
0.75%, 08/25/2045			3,767,845		3,459,861
WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust
0.72%, 10/25/2045			2,966,096		2,726,692
0.92%, 10/25/2045			319,106		260,698
WaMu Mortgage Pass-Through Certificates Series 2005-AR15 Trust
0.69%, 11/25/2045			2,275,552		2,070,855
WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust
0.93%, 12/25/2045			252,952		202,740
Wells Fargo Commercial Mortgage Trust 2015-C30
3.66%, 09/15/2058			1,280,000		1,360,866
Wells Fargo Commercial Mortgage Trust 2015-NXS2
3.77%, 07/15/2058			2,320,000		2,483,870
Wells Fargo Commercial Mortgage Trust 2015-SG1
3.79%, 12/15/2047			500,000		536,621
WF-RBS Commercial Mortgage Trust 2011-C2
5.60%, 02/15/2044 (Acquired 09/02/2015, Cost $1,505,904) (1)			1,405,000		1,450,502
WFRBS Commercial Mortgage Trust 2011-C3
3.24%, 03/15/2044 (Acquired 07/15/2015, Cost $501,072) (1)			496,854		496,636
WFRBS Commercial Mortgage Trust 2011-C5
5.63%, 11/15/2044 (Acquired 01/26/2016, Cost $120,312) (1)			115,000		123,462
WFRBS Commercial Mortgage Trust 2012-C7
4.84%, 06/15/2045 (Acquired 11/23/2015, Cost $353,371) (1)			360,000		343,520
WFRBS Commercial Mortgage Trust 2013-C18
3.65%, 12/15/2046			320,000		339,343
Total Mortgage-Backed Obligations (Cost $679,731,153)				$	684,587,049
Total Bonds & Notes (Cost $2,122,744,168)				$	2,143,822,336
BANK LOANS - 0.44%
Asurion LLC
5.00%, 08/04/2022			861,875	$	843,026
Asurion TI B2
4.25%, 07/08/2020			428,342		412,279
Avago Technologies Cayman Finance Ltd
4.25%, 02/01/2023			2,154,000		2,142,002
CCO Safari III LLC
3.50%, 01/21/2023			1,906,000		1,906,534
CSC Holdings LLC
5.00%, 10/09/2022			725,000		724,884
Dell International LLC
4.00%, 04/29/2020			122,943		122,812
First Data Corp.
4.18%, 07/08/2022			791,874		786,331
Intelsat Jackson Holdings SA
3.75%, 06/30/2019			420,000		390,974
Level 3 Financing, Inc.
3.50%, 05/31/2022			440,000		438,808
Match Group, Inc.
5.50%, 11/16/2022			567,813		567,460
Petsmart T/I B1
4.25%, 03/11/2022			626,643		623,666
Univision Communications T/I C4
4.00%, 03/01/2020			119,052		117,749
Valeant Pharmaceuticals International, Inc.
3.34%, 08/05/2020			120,000		112,950
4.00%, 04/01/2022			475,000		447,887
Western Digital T/l B
6.25%, 04/29/2023			275,000		271,477
Total Bank Loans (Cost $9,974,201)				$	9,908,839
		Shares		Value
PREFERRED STOCKS - 0.34%
Financials - 0.33%
Citigroup Capital XIII, 6.99%			79,900	$	2,100,571
Discover Financial Services, 6.50%			57,550		1,533,708
Morgan Stanley, 6.88%			38,675		1,049,640
Morgan Stanley, 7.13%			45,400		1,291,630
Morgan Stanley Capital Trust III, 6.25%			5,575		143,110
Morgan Stanley Capital Trust VIII, 6.45%			2,702		69,198
Wells Fargo & Co., 6.63%			40,225		1,179,799
					7,367,656
Industrials - 0.01%
General Electric Capital Corp., 4.70%			5,800		151,670
Total Preferred Stocks (Cost $7,319,987)				$	7,519,326
SHORT-TERM INVESTMENTS - 6.20%
Money Market Funds - 6.18%
Fidelity Institutional Money Market Government Portfolio - Class I, 0.23% (4)			68,971,104	$	68,971,104
Goldman Sachs Financial Treasury Solutions Fund - Class I, 0.17% (4)			69,105,198		69,105,198
Total Money Market Funds					138,076,302
		Principal
		Amount		Value
U.S. Treasury Bills - 0.02%
U.S. Treasury Bill, 0.00%, April 2016 (5)		$	549,980		549,990
Total Short-Term Investments (Cost $138,626,282)				$	138,626,292
TOTAL INVESTMENTS IN SECURITIES - 102.92%
(Cost $2,278,664,638)				$	2,299,876,793
LIABILITIES IN EXCESS OF OTHER ASSETS - (2.92)%					(65,354,502	)
TOTAL NET ASSETS - 100.00%				$	2,234,522,291

Percentages are stated as a percent of net assets.
IO	Interest Only Strip.
(1)	Restricted security as defined in Rule 144A under the Securities Act of 1933. The value of these securities totals $288,632,772, which represents 12.92% of total net assets.
(2)	Inflation protected security. The value of these securities totals $43,196,624, which represents 1.93% of total net assets.
(3)	Delayed delivery purchase commitment security. The value of these securities totals $81,930,135, which represents 3.67% of total net assets.
(4)	Partially assigned as collateral for certain delayed securities.
(5)	Partially assigned as collateral for certain futures contracts.  The value of the pledged issue totals $835,095, which represents 0.04% of total net assets.
The accompanying notes are an integral part of these Schedule of Investments.

Open Futures Contracts
Number of Contracts Purchased (Sold)	Description	Counterparty	Settlement Month	Notional Amount			Value			Unrealized Appreciation (Depreciation)
171	U.S. 2 Year Note Future	Citigroup	Jun. 2016	$	37,297,278		$	37,406,250		$	108,972
212	U.S. 5 Year Note Future	Citigroup	Jun. 2016		25,665,334			25,686,781			21,447
(133)	U.S. 5 Year Note Future	Goldman Sachs	Jun. 2016		(16,087,340	)		(16,114,820	)		(27,480	)
(137)	U.S. 10 Year Note Future	Goldman Sachs	Jun. 2016		(17,958,520	)		(17,863,517	)		95,003
93	U.S. Long Bond Future	Goldman Sachs	Jun. 2016		15,382,930			15,292,687			(90,243	)
28	U.S. Ultra Bond Future	Goldman Sachs	Jun. 2016		4,790,670			4,830,875			40,205
										$	147,904

Forward Foreign Currency Exchange Contracts
Over the Counter
Purchase Contracts	Counterparty	Currency	Currency Amount Purchased	Value at Settlement Date			Value at March 31, 2016			Unrealized Appreciation
Indian Rupee, Expiring 4/11/16*	Goldman Sachs	INR	46,860,000	$	690,845		$	706,056		$	15,211
Mexican Peso, Expiring 4/6/16	BNP Paribas	MXN	12,300,000		685,833			711,453			25,620
				$	1,376,678		$	1,417,509		$	40,831
Sales Contracts	Counterparty	Currency	Currency Amount Sold	Value at Settlement Date			Value at March 31, 2016			Unrealized Depreciation
Indian Rupee, Expiring 4/11/16*	HSBC	INR	(46,860,000)	$	(678,639	)	$	(706,056	)	$	(27,417	)
Mexican Peso, Expiring 4/6/16	Royal Bank of Scotland	MXN	(37,235,000)		(2,135,647	)		(2,153,738	)		(18,091	)
Mexican Peso, Expiring 4/6/16	BNP Paribas	MXN	(12,505,000)		(680,896	)		(723,311	)		(42,415	)
Polish Zloty, Expiring 5/23/16	Bank of America Merrill Lynch	PLN	(4,595,000)		(1,166,540	)		(1,230,508	)		(63,968	)
				$	(4,661,722	)	$	(4,813,613	)	$	(151,891	)
				$	(3,285,044	)	$	(3,396,104	)	$	(111,060	)
* Non-deliverable forward.

Credit Default Swaps - Buy Protection
Counterparty	Reference Entity	Fixed Annual Rate Paid By Fund	Maturity Date	Notional Amount		Upfront Premium (Received) Paid			Unrealized Appreciation
JP Morgan	Markit CDX North America Investment Grade Index Series 26	1.00%	06/20/2021	$	6,280,000	$	(68,893	)	$	1,738

Bridge Builder Municipal Bond Fund
Schedule of Investments
March 31, 2016 (Unaudited)
		Principal
		Amount		Value
MUNICIPAL BONDS - 97.96%
Alabama - 1.41%
County of Jefferson AL Sewer Revenue
5.00%, 10/01/2044		$	1,500,000	$	1,676,565
5.25%, 10/01/2048			1,500,000		1,682,055
Industrial Development Board of the City of Mobile Alabama
1.63%, 07/15/2034			11,500,000		11,578,085
Montgomery Medical Clinic Board
5.00%, 03/01/2019			1,500,000		1,638,390
5.00%, 03/01/2029			1,000,000		1,140,800
Selma Industrial Development Board
5.80%, 05/01/2034			775,000		881,144
5.38%, 12/01/2035			215,000		243,042
					18,840,081
Alaska - 0.34%
City of Valdez AK
5.00%, 01/01/2021			4,000,000		4,567,080
Arizona - 0.79%
Arizona Health Facilities Authority
5.00%, 02/01/2042			2,000,000		2,187,540
City of Phoenix Civic Improvement Corp
5.25%, 07/01/2017			2,750,000		2,905,100
Glendale Industrial Development Authority
5.00%, 12/01/2027			1,000,000		1,068,070
5.00%, 12/01/2032			1,050,000		1,121,473
Peoria Industrial Development Authority
5.00%, 11/15/2019			220,000		227,073
Salt Verde Financial Corp
5.00%, 12/01/2037			2,500,000		3,031,650
					10,540,906
Arkansas - 0.06%
Benton Washington Regional Public Water Authority
0.55%, 10/01/2016			740,000		737,114
California - 6.05%
Abag Finance Authority for Nonprofit Corps
5.00%, 08/01/2033			1,300,000		1,520,922
Acalanes Union High School District
5.00%, 08/01/2018			1,160,000		1,266,929
California Health Facilities Financing Authority
5.63%, 07/01/2025			2,130,000		2,443,153
California State Public Works Board
4.00%, 05/01/2017			11,315,000		11,715,551
5.00%, 05/01/2018			8,200,000		8,906,348
5.00%, 05/01/2018			7,065,000		7,673,579
5.00%, 11/01/2037			235,000		267,345
California Statewide Communities Development Authority
5.00%, 10/01/2028			1,100,000		1,258,114
5.00%, 05/15/2040			400,000		459,900
5.38%, 11/01/2049			100,000		102,936
Campbell Union High School District
5.00%, 08/01/2021			275,000		290,345
City of San Jose CA
0.95%, 12/01/2017			5,000,000		5,000,000
Golden State Tobacco Securitization Corp
4.50%, 06/01/2027			3,785,000		3,833,372
5.00%, 06/01/2040			2,000,000		2,325,040
Los Angeles County Public Works Financing Authority
5.00%, 12/01/2029			1,200,000		1,472,076
5.00%, 12/01/2030			2,520,000		3,079,188
Mendocino-Lake Community College District
5.00%, 08/01/2027			1,700,000		2,102,390
5.00%, 08/01/2028			1,000,000		1,227,240
5.00%, 08/01/2029			775,000		939,509
5.00%, 08/01/2030			2,530,000		3,041,313
Orange County Community Facilities District
5.25%, 08/15/2045			1,000,000		1,144,630
Orchard School District
0.00%, 08/01/2022			2,940,000		2,618,540
Port of Los Angeles
4.00%, 08/01/2017			1,000,000		1,043,750
Sacramento City Financing Authority
5.00%, 12/01/2033			875,000		1,041,740
State of California
5.00%, 08/01/2017			5,000,000		5,287,900
5.00%, 09/01/2018			4,000,000		4,400,440
5.00%, 08/01/2019			1,000,000		1,133,890
5.00%, 08/01/2023			3,000,000		3,725,490
5.00%, 08/01/2027			620,000		774,467
					80,096,097
Colorado - 0.52%
City & County of Denver CO Airport System Revenue
5.50%, 11/15/2016			1,210,000		1,245,199
Colorado Health Facilities Authority
5.00%, 12/01/2022			1,855,000		2,149,982
5.00%, 10/01/2038			630,000		730,416
1.55%, 10/01/2039			2,000,000		1,992,120
6.13%, 12/01/2045			275,000		283,561
Park Creek Metropolitan District
5.00%, 12/01/2045			500,000		552,775
					6,954,053
Connecticut - 4.22%
City of Hartford CT
5.00%, 04/01/2018			2,885,000		3,096,269
5.00%, 08/15/2019			1,700,000		1,901,416
5.00%, 07/15/2021			3,300,000		3,831,135
5.00%, 07/15/2022			2,250,000		2,656,485
5.00%, 07/15/2023			2,000,000		2,392,460
5.00%, 07/15/2026			2,430,000		2,952,620
City of West Haven CT
5.00%, 08/01/2021			2,495,000		2,877,858
Mohegan Tribe of Indians of Connecticut
5.25%, 02/01/2022 (Acquired 11/25/2015, Cost $943,202) (1)(2)			955,000		951,619
State of Connecticut
5.00%, 08/01/2019			20,380,000		22,887,351
5.00%, 09/01/2022			5,725,000		6,847,730
5.00%, 08/01/2031			4,625,000		5,500,559
					55,895,502
Delaware - 0.00% (3)
Delaware State Economic Development Authority
5.40%, 02/01/2031			25,000		27,757
District of Columbia - 0.19%
Metropolitan Washington Airports Authority Dulles Toll Road Revenue
0.00%, 10/01/2041			2,000,000		2,575,980
Florida - 7.19%
Alachua County Health Facilities Authority
6.38%, 11/15/2049			300,000		330,321
Central Florida Expressway Authority
5.00%, 07/01/2017			2,105,000		2,213,744
Citizens Property Insurance Corp
5.00%, 06/01/2016			2,165,000		2,181,606
City of Lakeland FL Department of Electric Utilities
5.00%, 10/01/2017			5,200,000		5,532,228
City of Tallahassee FL
5.00%, 12/01/2026			1,380,000		1,648,148
City of Tampa FL
5.00%, 04/01/2040			1,115,000		1,261,400
County of Broward FL Airport System Revenue
5.00%, 10/01/2016			1,885,000		1,924,774
5.00%, 10/01/2029			500,000		588,370
5.00%, 10/01/2042			110,000		125,952
County of Hillsborough FL
5.00%, 11/01/2025			1,775,000		2,213,993
County of Miami-Dade FL Aviation Revenue
5.25%, 10/01/2021			3,000,000		3,187,050
5.25%, 10/01/2022			5,000,000		5,310,950
5.00%, 10/01/2031			3,000,000		3,387,240
5.00%, 10/01/2035			1,000,000		1,132,880
Florida Department of Environmental Protection
5.00%, 07/01/2019			300,000		338,352
Florida Housing Finance Corp
0.60%, 09/01/2016			3,500,000		3,500,035
Florida's Turnpike Enterprise
5.00%, 07/01/2017			2,000,000		2,106,900
Greater Orlando Aviation Authority
5.00%, 10/01/2031			2,000,000		2,355,300
5.00%, 10/01/2033			2,000,000		2,329,980
JEA Electric System Revenue
5.00%, 10/01/2020			4,400,000		5,134,844
Marion County School Board
5.00%, 06/01/2026			1,435,000		1,751,862
Martin County Health Facilities Authority
5.00%, 11/15/2023			800,000		947,552
Miami-Dade County Educational Facilities Authority
5.00%, 04/01/2040			2,000,000		2,287,680
Miami-Dade County Expressway Authority
5.00%, 07/01/2019			1,250,000		1,403,825
Miami-Dade County Industrial Development Authority
4.00%, 09/15/2019			480,000		500,386
Palm Beach County School District
5.00%, 08/01/2030			4,520,000		5,416,904
5.00%, 08/01/2032			3,000,000		3,551,640
School Board of Miami-Dade County/The
5.00%, 05/01/2025			3,000,000		3,684,600
5.00%, 02/01/2030			500,000		597,665
5.00%, 05/01/2031			5,000,000		5,897,750
Seminole Tribe of Florida Inc.
5.50%, 10/01/2024 (Acquired 09/15/2015 through 09/30/2015, Cost $3,655,613) (1)			3,500,000		3,666,145
South Broward Hospital District
5.00%, 05/01/2019			2,195,000		2,457,127
State of Florida
5.00%, 06/01/2017			3,135,000		3,291,719
5.00%, 06/01/2017			2,500,000		2,624,975
5.00%, 07/01/2019			3,500,000		3,952,200
5.00%, 07/01/2023			2,630,000		3,259,148
5.00%, 07/01/2024			2,460,000		3,094,508
					95,189,753
Georgia - 0.95%
City of Atlanta GA Water & Wastewater Revenue
5.50%, 11/01/2017			3,010,000		3,236,472
5.00%, 11/01/2021			1,000,000		1,198,250
City of East Point GA
4.00%, 08/01/2017			340,000		352,400
4.00%, 08/01/2018			400,000		421,324
5.00%, 08/01/2019			955,000		1,048,561
5.00%, 08/01/2020			415,000		465,564
5.00%, 08/01/2021			250,000		285,642
Georgia Housing & Finance Authority
1.40%, 06/01/2018			750,000		751,582
Gwinnett County School District
5.00%, 02/01/2032			1,000,000		1,076,010
Monroe County Development Authority
2.35%, 10/01/2048			500,000		511,840
State of Georgia
5.00%, 02/01/2018			3,035,000		3,272,003
					12,619,648
Guam - 0.13%
Guam Government Waterworks Authority
5.00%, 07/01/2035			1,500,000		1,692,690
Hawaii - 0.19%
City & County of Honolulu HI
5.00%, 10/01/2029			2,000,000		2,481,080
Idaho - 0.24%
Idaho Housing & Finance Association
0.80%, 04/01/2017			3,150,000		3,148,141
Illinois - 8.08%
Chicago Board of Education
5.00%, 12/01/2021			2,000,000		2,042,280
5.00%, 12/01/2041			770,000		602,764
5.25%, 12/01/2041			3,000,000		2,411,220
Chicago Midway International Airport
5.00%, 01/01/2032			2,000,000		2,217,480
5.00%, 01/01/2034			1,000,000		1,097,320
Chicago O'Hare International Airport
5.00%, 01/01/2023			1,000,000		1,200,790
5.00%, 01/01/2030			2,000,000		2,297,100
5.00%, 01/01/2030			2,000,000		2,378,160
Chicago Park District
5.00%, 01/01/2017			1,000,000		1,025,080
Chicago Transit Authority
5.00%, 06/01/2016			1,840,000		1,851,794
5.25%, 06/01/2024			2,000,000		2,235,680
5.00%, 06/01/2026			8,275,000		9,426,549
City of Chicago IL
4.25%, 01/01/2020			465,000		489,268
5.00%, 01/01/2020			3,500,000		3,572,800
5.25%, 01/01/2021			1,565,000		1,606,191
5.00%, 01/01/2022			460,000		501,561
5.00%, 01/01/2023			1,310,000		1,397,168
5.25%, 01/01/2027			2,435,000		2,468,871
5.00%, 01/01/2028			865,000		912,540
5.00%, 01/01/2035			2,500,000		2,399,900
City of Chicago IL Motor Fuel Tax Revenue
5.00%, 01/01/2025			2,000,000		2,145,620
City of Chicago IL Wastewater Transmission Revenue
5.00%, 01/01/2028			1,530,000		1,705,185
5.00%, 01/01/2029			1,300,000		1,438,554
5.00%, 01/01/2033			2,000,000		2,197,220
City of Chicago IL Waterworks Revenue
5.00%, 11/01/2020			915,000		1,020,783
County of Cook IL
5.00%, 11/15/2023			2,500,000		2,925,000
5.00%, 11/15/2026			1,000,000		1,081,470
5.25%, 11/15/2028			850,000		933,325
Illinois Finance Authority
5.50%, 02/15/2017			2,000,000		2,075,360
4.00%, 05/15/2023			500,000		511,755
5.00%, 11/15/2023			750,000		894,675
5.25%, 11/15/2026			50,000		50,717
4.75%, 05/15/2033			145,000		147,709
5.00%, 11/15/2034			3,000,000		3,454,470
5.00%, 08/15/2035			100,000		113,075
5.25%, 11/15/2036			50,000		50,413
5.00%, 05/15/2037			1,050,000		1,069,961
5.00%, 11/15/2038			3,795,000		4,324,592
5.00%, 08/15/2044			200,000		221,272
5.00%, 11/15/2045			2,500,000		2,818,975
8.00%, 05/15/2046			1,000,000		1,147,490
5.25%, 05/15/2047			250,000		257,760
Illinois Sports Facilities Authority/The
5.00%, 06/15/2017			750,000		777,487
5.25%, 06/15/2032			1,735,000		1,960,151
Illinois State Toll Highway Authority
5.00%, 01/01/2038			2,700,000		3,119,013
Kane County School District No 129 West Aurora
5.00%, 02/01/2026			1,000,000		1,203,940
Lake County Community Unit School District No 60 Waukegan
5.00%, 01/01/2026			1,000,000		1,192,530
5.00%, 01/01/2027			2,200,000		2,600,862
Metropolitan Pier & Exposition Authority
5.00%, 12/15/2026			2,000,000		2,204,280
5.00%, 12/15/2028			2,400,000		2,612,736
5.25%, 06/15/2050			3,275,000		3,432,724
State of Illinois
5.00%, 01/01/2017			1,145,000		1,178,011
5.00%, 03/01/2028			5,000,000		5,352,750
5.25%, 02/01/2029			3,720,000		4,092,409
5.25%, 02/01/2031			500,000		546,510
5.50%, 07/01/2038			1,500,000		1,623,450
Village of Bedford Park IL
4.00%, 12/01/2020			1,180,000		1,241,903
Will & Kankakee Counties School District No 255
4.00%, 06/01/2018			1,070,000		1,125,576
					106,984,229
Indiana - 2.73%
City of Indianapolis IN Thermal Energy System Revenue
5.00%, 10/01/2017			1,000,000		1,060,040
City of Whiting IN
5.00%, 11/01/2045			2,485,000		2,878,897
Indiana Development Finance Authority
1.75%, 10/01/2031			3,600,000		3,608,748
Indiana Finance Authority
5.00%, 09/15/2019			700,000		777,203
6.00%, 12/01/2026			1,220,000		1,013,381
5.25%, 02/01/2033			2,500,000		3,031,400
5.00%, 03/01/2036			4,000,000		4,512,000
5.00%, 09/01/2046			2,750,000		2,995,767
5.25%, 01/01/2051			2,675,000		2,944,961
Indiana Health Facility Financing Authority
2.00%, 10/01/2026			3,000,000		3,053,310
4.00%, 11/01/2027			8,000,000		8,324,080
5.00%, 11/01/2027			1,955,000		1,981,041
					36,180,828
Iowa - 0.14%
Iowa Finance Authority
5.25%, 12/01/2025			1,500,000		1,597,065
4.75%, 08/01/2042			270,000		271,447
					1,868,512
Kansas - 0.37%
City of Wichita KS
5.00%, 11/15/2017			2,375,000		2,534,743
Kansas Development Finance Authority
5.00%, 11/15/2032			2,000,000		2,323,500
					4,858,243
Kentucky - 0.79%
City of Russell KY
5.00%, 11/01/2022			3,200,000		3,823,232
Kentucky Asset Liability Commission
5.00%, 09/01/2024			1,000,000		1,227,560
5.00%, 09/01/2025			1,250,000		1,551,875
Kentucky Economic Development Finance Authority
6.38%, 06/01/2040			1,550,000		1,770,782
6.50%, 03/01/2045			1,000,000		1,145,420
Kentucky Public Transportation Infrastructure Authority
5.00%, 07/01/2017			910,000		950,768
					10,469,637
Louisiana - 1.82%
City of New Orleans LA
5.00%, 12/01/2019			2,450,000		2,767,863
Jefferson Parish Hospital Service District No 1
5.50%, 01/01/2026			3,000,000		3,587,880
Louisiana Local Government Environmental Facilities & Community Development Authority
6.50%, 11/01/2035			1,000,000		1,182,700
Louisiana Public Facilities Authority
5.00%, 06/01/2021			7,695,000		8,963,905
New Orleans Aviation Board
5.00%, 01/01/2024			1,400,000		1,664,348
5.00%, 01/01/2040			1,540,000		1,756,093
Parish of St John the Baptist LA
5.13%, 06/01/2037			1,000,000		1,010,270
State of Louisiana
5.00%, 11/15/2017			1,000,000		1,066,590
5.00%, 02/01/2018			2,000,000		2,148,600
					24,148,249
Maryland - 2.49%
City of Westminster MD
6.25%, 07/01/2044			1,100,000		1,202,696
County of Anne Arundel MD
5.00%, 04/01/2018			1,115,000		1,208,604
Maryland Economic Development Corp
5.00%, 06/01/2019			3,415,000		3,839,382
Maryland Health & Higher Educational Facilities Authority
5.00%, 08/15/2017			1,370,000		1,445,802
5.00%, 07/01/2018			2,100,000		2,294,313
5.50%, 01/01/2028			2,500,000		2,705,650
5.00%, 07/01/2032			750,000		882,083
1.12%, 05/15/2038			1,000,000		999,920
5.00%, 08/15/2038			1,945,000		2,235,855
4.00%, 07/01/2042			120,000		120,596
5.00%, 07/01/2045			1,500,000		1,668,720
State of Maryland
5.25%, 03/01/2017			500,000		521,150
5.00%, 11/01/2018			3,000,000		3,320,130
5.00%, 03/01/2020			6,000,000		6,919,440
5.00%, 08/01/2022			3,000,000		3,667,470
					33,031,811
Massachusetts - 2.37%
City of Boston MA
5.00%, 04/01/2023			2,095,000		2,604,923
City of Springfield MA
5.00%, 08/01/2017			4,580,000		4,843,075
Commonwealth of Massachusetts
4.00%, 12/01/2017			6,015,000		6,346,246
Massachusetts Department of Transportation
5.00%, 01/01/2019			1,500,000		1,662,105
Massachusetts Development Finance Agency
1.05%, 11/01/2017			1,000,000		1,000,510
0.88%, 07/01/2050			4,000,000		3,947,520
Massachusetts Educational Financing Authority
4.00%, 01/01/2018			1,500,000		1,560,150
Massachusetts Health & Educational Facilities Authority
5.00%, 10/01/2017			2,000,000		2,123,160
1.28%, 07/01/2038			5,400,000		5,399,352
Massachusetts School Building Authority
5.00%, 01/15/2028			1,500,000		1,856,490
					31,343,531
Michigan - 3.43%
City of Detroit MI Sewage Disposal System Revenue
5.25%, 07/01/2039			3,000,000		3,336,210
City of Wyandotte MI Electric System Revenue
5.00%, 10/01/2021			750,000		849,720
5.00%, 10/01/2022			800,000		913,960
5.00%, 10/01/2023			500,000		575,670
5.00%, 10/01/2024			765,000		886,987
Holly Area School District
4.00%, 05/01/2017			500,000		516,935
Lake Orion Community School District
5.00%, 05/01/2020			1,390,000		1,590,355
5.00%, 05/01/2021			1,385,000		1,618,677
Michigan Finance Authority
5.00%, 07/01/2030			600,000		705,708
5.00%, 07/01/2033			350,000		397,631
Michigan State Hospital Finance Authority
1.63%, 11/01/2027			3,500,000		3,516,380
1.40%, 11/15/2047			7,565,000		7,629,983
1.50%, 11/15/2047			6,000,000		6,043,800
University of Michigan
5.00%, 04/01/2017			5,220,000		5,445,034
Wayne County Airport Authority
5.00%, 12/01/2018			250,000		273,513
5.00%, 12/01/2019			200,000		224,730
5.00%, 12/01/2020			200,000		229,514
5.00%, 12/01/2021			400,000		467,352
5.00%, 12/01/2022			200,000		237,348
5.00%, 12/01/2023			400,000		481,000
5.00%, 12/01/2024			250,000		303,570
5.00%, 12/01/2027			3,000,000		3,505,110
5.00%, 12/01/2040			4,000,000		4,536,920
5.00%, 12/01/2042			1,000,000		1,108,360
					45,394,467
Minnesota - 1.00%
City of Minneapolis MN
1.10%, 01/01/2018			3,000,000		3,003,480
City of Rochester MN
5.00%, 12/01/2025			850,000		957,372
5.25%, 12/01/2038			1,000,000		1,071,910
Forest Lake Independent School District No 831
5.00%, 02/01/2017			2,805,000		2,903,932
State of Minnesota
5.00%, 06/01/2017			2,010,000		2,110,962
5.00%, 11/01/2018			1,830,000		2,024,291
5.00%, 12/01/2018			1,000,000		1,109,290
					13,181,237
Mississippi - 1.18%
Mississippi Business Finance Corp
0.40%, 05/01/2037			1,000,000		999,820
State of Mississippi
3.00%, 10/15/2017			1,500,000		1,545,840
4.00%, 10/15/2018			2,100,000		2,252,502
5.00%, 10/15/2019			4,545,000		5,144,849
5.00%, 10/15/2020			1,750,000		2,027,130
5.00%, 10/15/2021			1,300,000		1,540,500
5.00%, 10/15/2022			1,750,000		2,108,978
					15,619,619
Missouri - 0.60%
Health & Educational Facilities Authority of the State of Missouri
5.00%, 02/01/2029			1,000,000		1,178,470
5.00%, 02/01/2036			200,000		227,084
4.00%, 02/01/2040			100,000		102,185
5.00%, 08/01/2040			1,145,000		1,211,181
5.00%, 02/01/2045			300,000		334,254
Missouri Highway & Transportation Commission
5.00%, 05/01/2018			2,990,000		3,254,017
St Louis County Industrial Development Authority
5.00%, 12/01/2025			1,275,000		1,418,336
5.13%, 08/15/2045			200,000		202,584
					7,928,111
Nevada - 0.77%
Clark County School District
5.00%, 06/15/2018			4,000,000		4,280,720
County of Clark NV
5.00%, 11/01/2032			3,000,000		3,608,040
Las Vegas Valley Water District
5.00%, 06/01/2039			1,950,000		2,287,467
					10,176,227
New Hampshire - 0.19%
New Hampshire Business Finance Authority
4.00%, 01/01/2017			520,000		530,322
4.00%, 01/01/2018			545,000		567,808
4.00%, 01/01/2019			565,000		599,307
5.00%, 01/01/2024			720,000		839,851
					2,537,288
New Jersey - 3.34%
City of Millville NJ
2.00%, 07/15/2016			1,070,000		1,073,403
City of Trenton NJ
4.00%, 07/15/2016			600,000		604,380
New Jersey Economic Development Authority
5.00%, 06/15/2019			4,500,000		4,843,170
4.00%, 01/01/2020			115,000		117,480
5.00%, 03/01/2024			2,405,000		2,645,091
5.00%, 06/15/2025			5,000,000		5,527,050
5.50%, 01/01/2027			500,000		589,135
5.63%, 11/15/2030			2,095,000		2,388,279
5.00%, 01/01/2031			500,000		567,475
5.63%, 01/01/2052			2,000,000		2,269,860
New Jersey Educational Facilities Authority
5.00%, 07/01/2020			375,000		437,096
5.00%, 07/01/2021			225,000		269,042
5.00%, 06/01/2023			930,000		1,036,262
New Jersey Health Care Facilities Financing Authority
5.00%, 07/01/2024			2,500,000		2,905,900
5.00%, 07/01/2025			1,580,000		1,823,588
5.00%, 07/01/2031			430,000		477,713
5.63%, 07/01/2032			380,000		446,523
5.00%, 07/01/2046			575,000		645,932
New Jersey Higher Education Student Assistance Authority
5.00%, 12/01/2019			500,000		547,240
5.50%, 12/01/2021			1,000,000		1,147,600
5.00%, 12/01/2044			1,000,000		1,035,950
New Jersey Housing & Mortgage Finance Agency
0.80%, 11/01/2017			3,000,000		2,996,790
New Jersey Transportation Trust Fund Authority
5.25%, 12/15/2022			1,760,000		1,972,414
5.00%, 12/15/2023			2,700,000		3,007,584
5.00%, 06/15/2025			450,000		493,182
0.00%, 12/15/2026			2,400,000		1,516,320
New Jersey Turnpike Authority
5.00%, 01/01/2017			255,000		262,987
Tobacco Settlement Financing Corp/NJ
4.63%, 06/01/2026			2,500,000		2,520,175
					44,167,621
New Mexico - 0.34%
Farmington Municipal School District No 5/NM
5.00%, 09/01/2024			490,000		612,230
Town of Clayton NM
4.00%, 11/01/2020			3,545,000		3,859,761
					4,471,991
New York - 12.63%
Binghamton City School District
2.00%, 11/18/2016			1,400,000		1,409,240
Build NYC Resource Corp
5.00%, 08/01/2022			200,000		234,166
5.00%, 08/01/2023			230,000		272,131
5.00%, 01/01/2035 (Acquired 09/23/2015, Cost $3,179,124) (1)			3,000,000		3,298,170
Chautauqua County Capital Resource Corp
1.30%, 11/01/2031			1,100,000		1,095,017
City of New York NY
5.00%, 08/01/2017			6,365,000		6,728,887
5.00%, 08/01/2018			3,850,000		4,215,634
5.00%, 08/01/2021			6,000,000		7,120,920
5.00%, 08/01/2022			1,065,000		1,290,439
0.95%, 08/01/2025			500,000		498,295
5.00%, 08/01/2027			2,975,000		3,676,356
5.00%, 08/01/2028			3,975,000		4,882,016
City of Yonkers NY
4.00%, 07/01/2018			2,000,000		2,126,980
5.00%, 09/01/2022			2,350,000		2,807,710
5.00%, 09/01/2025			1,015,000		1,254,286
County of Erie NY
5.00%, 06/01/2017			1,000,000		1,050,230
5.00%, 09/15/2017			550,000		584,254
5.00%, 06/01/2018			500,000		543,545
5.00%, 09/15/2018			365,000		400,540
5.00%, 06/01/2019			1,000,000		1,122,270
5.00%, 09/15/2019			500,000		565,910
5.00%, 06/01/2020			500,000		576,345
5.00%, 09/15/2020			350,000		406,402
5.00%, 06/01/2021			750,000		885,060
5.00%, 09/15/2021			225,000		267,188
5.00%, 06/01/2025			1,630,000		2,035,658
County of Rockland NY
4.00%, 01/01/2021			1,100,000		1,217,348
County of Suffolk NY
2.00%, 07/27/2016			5,000,000		5,019,200
1.50%, 09/30/2016			7,500,000		7,525,800
East Rockaway Union Free School District
1.50%, 06/21/2016			1,750,000		1,752,030
Metropolitan Transportation Authority
5.00%, 11/15/2019			1,290,000		1,468,110
1.14%, 11/01/2026			520,000		520,125
5.00%, 11/15/2029			10,000,000		12,267,700
0.90%, 11/01/2032			1,000,000		995,750
Nassau County Industrial Development Agency
6.50%, 01/01/2034			356,250		356,243
6.70%, 01/01/2049			285,000		284,994
New York City Transitional Finance Authority Future Tax Secured Revenue
5.00%, 11/01/2018			1,650,000		1,823,844
5.00%, 02/01/2019			1,000,000		1,113,990
0.58%, 11/01/2022			2,000,000		2,000,000
0.70%, 11/01/2022			6,000,000		6,000,000
5.00%, 11/01/2028			1,500,000		1,856,340
5.00%, 11/01/2029			2,000,000		2,449,040
New York City Water & Sewer System
5.00%, 06/15/2031			6,075,000		7,387,807
New York Convention Center Development Corp
5.00%, 11/15/2033			3,000,000		3,589,020
New York Liberty Development Corp
5.25%, 10/01/2035			1,500,000		1,871,025
5.38%, 11/15/2040 (Acquired 09/15/2015, Cost $1,567,834) (1)			1,500,000		1,648,935
5.00%, 11/15/2044 (Acquired 09/18/2015, Cost $1,510,433) (1)			1,500,000		1,608,300
New York State Dormitory Authority
5.00%, 03/15/2017			2,750,000		2,865,637
5.00%, 03/15/2018			4,000,000		4,322,680
5.00%, 12/15/2018			1,105,000		1,138,559
5.00%, 03/15/2019			3,500,000		3,920,385
5.00%, 07/01/2022			250,000		298,470
5.00%, 07/01/2023			250,000		301,988
5.00%, 05/01/2024			4,870,000		5,941,838
5.00%, 07/01/2024			250,000		305,215
5.00%, 07/01/2025			250,000		307,523
5.00%, 03/15/2027			2,500,000		3,092,975
New York State Thruway Authority
5.00%, 05/01/2019			11,000,000		12,306,580
New York State Urban Development Corp
5.00%, 03/15/2020			3,215,000		3,688,280
5.00%, 03/15/2023			700,000		857,381
5.00%, 03/15/2024			400,000		497,368
5.00%, 03/15/2035			2,800,000		3,288,264
New York Transportation Development Corp
5.00%, 01/01/2023			125,000		149,050
Port Authority of New York & New Jersey
5.00%, 09/01/2017			3,000,000		3,177,480
5.00%, 10/15/2033			3,500,000		4,066,090
Sales Tax Asset Receivable Corp
5.00%, 10/15/2017			1,500,000		1,599,510
Suffolk County Economic Development Corp
5.00%, 07/01/2028			300,000		357,543
5.00%, 07/01/2028			1,750,000		1,929,148
Upper Mohawk Valley Regional Water Finance Authority
5.00%, 04/01/2019			500,000		558,750
Westchester County Local Development Corp
5.50%, 05/01/2042			150,000		171,161
					167,245,125
North Carolina - 2.43%
Charlotte-Mecklenburg Hospital Authority/The
5.00%, 01/15/2031			1,500,000		1,741,680
County of Mecklenburg NC
5.00%, 08/01/2018			3,000,000		3,293,670
County of Wake NC
5.00%, 03/01/2020			1,515,000		1,747,795
5.00%, 09/01/2021			350,000		420,014
Gaston County Industrial Facilities & Pollution Control Financing Authority
5.75%, 08/01/2035			115,000		115,384
North Carolina Capital Facilities Finance Agency
5.00%, 06/01/2019			500,000		552,750
5.00%, 06/01/2021			500,000		573,120
North Carolina Eastern Municipal Power Agency
5.00%, 01/01/2020			1,000,000		1,110,090
5.00%, 01/01/2021			1,420,000		1,576,328
5.00%, 01/01/2021			1,965,000		2,314,888
5.00%, 01/01/2026			5,000,000		5,550,450
North Carolina Medical Care Commission
6.25%, 07/01/2035			1,000,000		1,171,660
5.00%, 09/01/2037			1,500,000		1,529,835
4.88%, 07/01/2040			550,000		580,311
North Carolina Municipal Power Agency No 1
5.00%, 01/01/2020			1,100,000		1,262,371
5.00%, 01/01/2025			2,935,000		3,266,567
5.00%, 01/01/2026			2,515,000		2,799,120
State of North Carolina
5.00%, 06/01/2017			2,400,000		2,521,128
					32,127,161
North Dakota - 0.04%
City of Hazen ND
2.50%, 07/01/2017			500,000		500,245
Ohio - 1.89%
Buckeye Tobacco Settlement Financing Authority
6.50%, 06/01/2047			2,000,000		1,991,820
City of Cleveland OH Airport System Revenue
5.25%, 01/01/2018			1,215,000		1,302,687
Clermont County Port Authority
5.00%, 12/01/2029			750,000		901,380
5.00%, 12/01/2030			850,000		1,015,163
5.00%, 12/01/2031			650,000		771,440
County of Cuyahoga OH
5.00%, 12/01/2026			2,500,000		2,989,000
Ohio Air Quality Development Authority
5.70%, 08/01/2020			1,500,000		1,681,710
Ohio Housing Finance Agency
0.85%, 08/01/2017			2,000,000		2,002,160
Ohio Water Development Authority
4.00%, 12/01/2033			3,285,000		3,429,704
Southeastern Ohio Port Authority
5.75%, 12/01/2032			220,000		245,555
5.50%, 12/01/2043			1,000,000		1,094,980
State of Ohio
4.00%, 09/01/2021			3,980,000		4,550,334
1.70%, 11/01/2022			3,000,000		3,003,750
					24,979,683
Oklahoma - 0.32%
Cleveland County Educational Facilities Authority
5.00%, 07/01/2018			1,000,000		1,085,300
Garvin County Educational Facilities Authority
4.00%, 09/01/2017			500,000		520,735
Oklahoma County Finance Authority
5.70%, 04/01/2025			700,000		701,099
5.13%, 04/01/2042			1,900,000		1,879,271
					4,186,405
Oregon - 0.40%
State of Oregon Department of Transportation
5.00%, 11/15/2023			2,000,000		2,247,720
State of Oregon Housing & Community Services Department
0.80%, 08/01/2018			3,000,000		2,996,550
					5,244,270
Pennsylvania - 7.46%
Allegheny County Airport Authority
5.00%, 01/01/2017			1,755,000		1,807,457
Beaver County Industrial Development Authority
3.50%, 12/01/2035			3,285,000		3,383,649
Butler County Hospital Authority
0.48%, 10/01/2042			9,510,000		9,510,000
Central Greene School District
5.00%, 02/15/2018			860,000		923,098
Chester County Industrial Development Authority
0.65%, 02/01/2017			3,350,000		3,337,839
City of Philadelphia PA
2.00%, 08/01/2016			5,805,000		5,827,697
5.00%, 08/01/2017			2,000,000		2,108,340
5.00%, 08/01/2023			3,000,000		3,607,830
5.00%, 07/15/2026			2,475,000		2,938,642
5.00%, 08/01/2028			6,000,000		7,185,060
Commonwealth of Pennsylvania
3.10%, 06/01/2016			1,000,000		1,003,400
5.00%, 04/01/2017			1,000,000		1,042,000
5.00%, 08/15/2021			1,015,000		1,186,484
5.00%, 03/15/2023			9,970,000		11,914,449
County of Allegheny PA
4.00%, 12/01/2017			3,725,000		3,920,004
Cumberland County Municipal Authority
5.25%, 01/01/2041			170,000		176,113
Delaware County Authority
5.00%, 08/01/2030			1,150,000		1,398,388
Delaware Valley Regional Finance Authority
5.75%, 07/01/2017			3,000,000		3,176,880
Montgomery County Industrial Development Authority/PA
5.25%, 01/15/2036			2,500,000		2,786,050
5.25%, 01/01/2040			1,510,000		1,532,076
Northampton County General Purpose Authority
5.50%, 08/15/2040			125,000		135,914
Pennsylvania Economic Development Financing Authority
0.60%, 08/01/2045			2,000,000		1,999,600
Pennsylvania Higher Educational Facilities Authority
5.00%, 06/15/2024			3,005,000		3,680,614
5.00%, 06/15/2025			1,855,000		2,293,875
1.20%, 11/01/2031			2,500,000		2,495,350
Pennsylvania State University
5.00%, 03/01/2017			1,500,000		1,559,235
Reading School District
5.00%, 02/01/2018			1,450,000		1,546,280
5.00%, 02/01/2019			1,660,000		1,812,205
5.00%, 02/01/2020			1,000,000		1,118,050
5.00%, 02/01/2020			1,000,000		1,118,050
5.00%, 02/01/2021			1,000,000		1,136,740
5.00%, 02/01/2022			1,920,000		2,213,357
Redevelopment Authority of the City of Philadelphia
5.00%, 04/15/2023			1,335,000		1,546,077
State Public School Building Authority
5.00%, 04/01/2023			2,500,000		2,746,325
5.00%, 06/15/2025			3,000,000		3,577,230
5.00%, 06/01/2029			500,000		584,265
Susquehanna Area Regional Airport Authority
6.50%, 01/01/2038			475,000		506,692
					98,835,315
Puerto Rico - 0.24%
Puerto Rico Commonwealth Aqueduct & Sewer Authority
5.13%, 07/01/2047			1,000,000		1,014,710
Puerto Rico Electric Power Authority
5.00%, 07/01/2019			1,500,000		1,520,190
5.50%, 07/01/2019			500,000		520,810
5.25%, 07/01/2027			145,000		148,341
					3,204,051
Rhode Island - 0.10%
Providence Redevelopment Agency
5.00%, 04/01/2028			1,200,000		1,350,600
South Carolina - 2.67%
City of Woodruff SC Sewer System Revenue
1.05%, 04/01/2017			3,000,000		2,995,890
Fort Mill School Facilities Corp
3.00%, 12/01/2016			1,420,000		1,442,535
Piedmont Municipal Power Agency
5.00%, 01/01/2017			13,185,000		13,597,031
Scago Educational Facilities Corp for Sumter County School 17
4.00%, 12/01/2019			630,000		680,671
4.00%, 12/01/2021			1,895,000		2,086,016
Scago Educational Facilities Corp for Union School District
5.00%, 12/01/2023			1,060,000		1,272,170
South Carolina State Housing Finance & Development Authority
1.05%, 01/01/2019			3,500,000		3,497,200
South Carolina State Public Service Authority
5.00%, 12/01/2050			8,640,000		9,726,653
					35,298,166
South Dakota - 0.36%
South Dakota Health & Educational Facilities Authority
3.00%, 11/01/2017			450,000		463,644
5.00%, 09/01/2019			300,000		335,898
5.00%, 11/01/2029			800,000		951,312
5.00%, 11/01/2030			1,000,000		1,183,590
5.00%, 11/01/2042			145,000		160,718
5.00%, 11/01/2045			1,500,000		1,692,045
					4,787,207
Tennessee - 1.59%
Chattanooga Health Educational & Housing Facility Board
4.00%, 10/01/2016			2,120,000		2,150,825
3.00%, 10/01/2018			500,000		519,125
3.00%, 10/01/2019			600,000		626,106
5.00%, 10/01/2021			1,000,000		1,152,410
5.00%, 10/01/2022			325,000		379,746
5.00%, 10/01/2030			500,000		580,700
5.00%, 10/01/2032			1,215,000		1,400,275
5.00%, 10/01/2035			2,260,000		2,584,672
Johnson City Health & Educational Facilities Board
5.00%, 08/15/2042			2,000,000		2,185,180
Metropolitan Government of Nashville & Davidson County TN
5.00%, 07/01/2017			8,000,000		8,421,440
Tennessee Energy Acquisition Corp
5.00%, 09/01/2016			1,020,000		1,037,850
					21,038,329
Texas - 9.42%
Alamito Public Facility Corp
1.00%, 10/01/2018			700,000		699,790
Austin Convention Enterprises Inc.
5.25%, 01/01/2024			1,330,000		1,360,311
Board of Managers Joint Guadalupe County-City of Seguin Hospital
5.25%, 12/01/2035			525,000		578,434
Central Texas Regional Mobility Authority
5.00%, 01/01/2022			990,000		1,164,923
5.00%, 01/01/2034			1,475,000		1,701,147
5.00%, 01/01/2042			1,335,000		1,514,170
Central Texas Turnpike System
5.00%, 08/15/2037			2,500,000		2,808,225
City of Austin TX
5.00%, 09/01/2019			610,000		691,929
5.00%, 09/01/2033			2,920,000		3,561,261
City of El Paso TX
5.00%, 08/15/2025			2,245,000		2,852,452
City of Houston TX Airport System Revenue
5.00%, 07/01/2017			1,500,000		1,577,115
City of San Antonio TX
5.00%, 02/01/2017			4,300,000		4,455,273
City Public Service Board of San Antonio TX
5.00%, 02/01/2017			2,075,000		2,149,575
5.00%, 02/01/2017			1,175,000		1,217,829
5.00%, 02/01/2032			4,250,000		4,401,300
3.00%, 12/01/2045			5,000,000		5,338,300
County of El Paso TX
5.00%, 02/15/2031			1,280,000		1,535,795
County of Williamson TX
5.00%, 02/15/2021			1,000,000		1,181,500
Cypress-Fairbanks Independent School District
5.00%, 02/15/2017			1,205,000		1,250,031
5.00%, 02/15/2021			4,720,000		5,557,092
3.00%, 02/15/2040			4,000,000		4,113,360
3.00%, 02/15/2040			5,000,000		5,224,350
Dallas/Fort Worth International Airport
5.00%, 11/01/2017			1,000,000		1,065,970
Fort Bend Independent School District
0.66%, 08/01/2040			1,695,000		1,695,102
Harris County Cultural Education Facilities Finance Corp
4.00%, 12/01/2016			500,000		510,705
5.00%, 06/01/2018			3,000,000		3,251,190
5.00%, 01/01/2043			120,000		124,506
Houston Independent School District
0.95%, 06/01/2035			1,000,000		1,000,110
Love Field Airport Modernization Corp
5.00%, 11/01/2028			250,000		288,805
5.25%, 11/01/2040			1,435,000		1,613,055
Lower Colorado River Authority
5.00%, 05/15/2020			340,000		388,729
Mission Economic Development Corp
0.65%, 01/01/2026			4,500,000		4,498,965
New Hope Cultural Education Facilities Corp
5.00%, 07/01/2035			2,000,000		2,214,980
5.00%, 07/01/2047			1,075,000		1,153,851
North Texas Municipal Water District
5.00%, 06/01/2017			2,230,000		2,341,210
North Texas Tollway Authority
5.00%, 01/01/2031			1,900,000		2,207,591
5.00%, 01/01/2033			3,150,000		3,662,568
6.25%, 01/01/2039			340,000		383,659
5.00%, 01/01/2040			2,000,000		2,278,960
5.00%, 01/01/2045			5,000,000		5,697,500
Plano Independent School District
5.00%, 02/15/2020			550,000		629,513
5.00%, 02/15/2021			550,000		647,257
5.00%, 02/15/2022			225,000		270,284
State of Texas
5.00%, 04/01/2017			1,500,000		1,564,665
5.00%, 10/01/2019			1,950,000		2,218,944
5.00%, 04/01/2020			2,845,000		3,079,713
5.00%, 10/01/2032			5,000,000		6,097,300
Tarrant County Cultural Education Facilities Finance Corp
5.00%, 11/15/2035			1,750,000		1,845,533
5.00%, 11/15/2040			1,800,000		1,868,094
Texas Municipal Gas Acquisition & Supply Corp I
1.88%, 12/15/2026			2,000,000		1,786,380
6.25%, 12/15/2026			4,750,000		5,863,590
Texas Municipal Gas Acquisition & Supply Corp III
5.00%, 12/15/2032			3,000,000		3,361,320
Texas Transportation Commission State Highway Fund
5.00%, 10/01/2023			5,000,000		6,227,250
					124,771,461
Utah - 0.51%
Utah Transit Authority
0.00%, 06/15/2035			16,935,000		6,811,257
Virgin Islands - 0.26%
Virgin Islands Public Finance Authority
5.00%, 10/01/2032			3,000,000		3,382,560
Virginia - 3.77%
Chesterfield County Economic Development Authority
5.00%, 05/01/2023			200,000		222,598
City of Norfolk VA Water Revenue
5.00%, 11/01/2017			1,000,000		1,067,110
County of Botetourt VA
4.75%, 07/01/2023			100,000		102,791
6.00%, 07/01/2034			1,500,000		1,588,725
County of Fairfax VA
5.00%, 10/01/2017			5,320,000		5,659,895
Fairfax County Economic Development Authority
5.00%, 04/01/2017			1,785,000		1,861,059
Fredericksburg Economic Development Authority
5.00%, 06/15/2031			500,000		561,715
Greater Richmond Convention Center Authority
5.00%, 06/15/2020			1,000,000		1,150,540
Hanover County Economic Development Authority
5.00%, 07/01/2042			1,000,000		1,043,440
5.00%, 07/01/2047			2,000,000		2,081,320
Norfolk Economic Development Authority
5.00%, 11/01/2020			645,000		753,412
Virginia College Building Authority
5.00%, 02/01/2017			200,000		207,206
5.00%, 02/01/2017			500,000		518,015
5.00%, 07/01/2030 (Acquired 12/17/2015, Cost $523,806) (1)			500,000		530,730
5.00%, 07/01/2045 (Acquired 09/17/2015, Cost $500,000) (1)			500,000		512,230
5.00%, 07/01/2045 (Acquired 09/17/2015, Cost $1,000,000) (1)			1,000,000		1,024,460
Virginia Commonwealth Transportation Board
5.00%, 05/15/2021			2,280,000		2,702,028
Virginia Public School Authority
5.00%, 08/01/2017			1,310,000		1,384,709
5.00%, 07/15/2018			1,510,000		1,655,368
5.00%, 08/01/2018			1,020,000		1,117,614
5.00%, 07/15/2020			3,000,000		3,497,130
5.00%, 08/01/2021			6,000,000		7,151,520
5.00%, 08/01/2022			2,505,000		3,064,041
Virginia Small Business Financing Authority
5.00%, 01/01/2040			1,555,000		1,685,340
5.50%, 01/01/2042			3,250,000		3,632,525
Wise County Industrial Development Authority
1.88%, 11/01/2040			5,000,000		5,089,400
					49,864,921
Washington - 1.45%
Energy Northwest
5.00%, 07/01/2018			1,000,000		1,093,230
Skagit County Public Hospital District No 1
5.00%, 12/01/2020			1,000,000		1,121,350
State of Washington
5.00%, 02/01/2020			2,420,000		2,775,208
5.00%, 07/01/2021			1,200,000		1,428,156
5.00%, 08/01/2027			550,000		685,443
5.00%, 07/01/2031			5,000,000		6,023,550
Tobacco Settlement Authority
5.00%, 06/01/2016			3,055,000		3,074,521
Washington Health Care Facilities Authority
5.00%, 10/01/2017			1,150,000		1,219,218
5.00%, 10/01/2021			1,510,000		1,796,236
					19,216,912
West Virginia - 0.07%
West Virginia Economic Development Authority
5.38%, 12/01/2038			885,000		987,881
Wisconsin - 0.43%
County of La Crosse WI
3.00%, 10/01/2017			510,000		527,498
Public Finance Authority
5.00%, 12/01/2025			500,000		563,160
State of Wisconsin
5.00%, 05/01/2018			1,000,000		1,086,790
5.00%, 11/01/2020			2,005,000		2,352,727
Wisconsin Health & Educational Facilities Authority
5.00%, 08/15/2016			500,000		507,700
5.00%, 12/01/2022			560,000		666,109
					5,703,984
Total Municipal Bonds (Cost $1,271,659,453)				$	1,297,263,016
SHORT-TERM INVESTMENTS - 1.05%			Shares		Value
Money Market Funds - 1.05%
Fidelity Institutional Money Market Government Funds - Class I, 0.23%			6,919,995	$	6,919,995
Goldman Sachs Financial Square Treasury Solutions Fund - Class I, 0.17%			6,919,995		6,919,995
Total Short-Term Investments (Cost $13,839,990)				$	13,839,990
TOTAL INVESTMENTS IN SECURITIES - 99.01%
(Cost $1,285,499,443)				$	1,311,103,006
OTHER ASSETS IN EXCESS OF LIABILITIES - 0.99%					13,062,332
TOTAL NET ASSETS - 100.00%				$	1,324,165,338
(1)	Restricted security as defined in Rule 144A under the Securities Act of 1933. The value of these securities total $13,240,589, which represents 1.00% of total net assets.
(2)	Security is treated as illiquid by the Fund. The value of this security totals $951,619, which represents 0.07% of total net assets.
(3)	Amount calculated is less than 0.005%.
MUNICIPAL BONDS
Education					7.52	%
General Obligation					30.14	%
General Revenue					24.00	%
Healthcare					12.82	%
Housing					3.49	%
Transportation					11.23	%
Utilities					8.76	%
Total Municipal Bonds					97.96	%
SHORT-TERM INVESTMENTS					1.05	%
TOTAL INVESTMENTS					99.01	%
Other Assets in Excess of Liabilities					0.99	%
TOTAL NET ASSETS					100.00	%
Percentages are stated as a percent of net assets.
The accompanying notes are an integral part of this Schedule of Investments.

Bridge Builder Large Cap Growth Fund
Schedule of Investments
March 31, 2016 (Unaudited)
	Shares		Value
COMMON STOCKS - 96.68%
Consumer Discretionary - 18.69%
Aaron's, Inc.		229	$	5,748
Advance Auto Parts, Inc.		49,214		7,890,973
Amazon.com, Inc. (1)		126,171		74,900,152
AMC Networks, Inc. (1)		1,469		95,397
Aramark		4,301		142,449
AutoNation, Inc. (1)		1,676		78,236
Autozone, Inc. (1)		14,115		11,245,279
Bed Bath & Beyond, Inc. (1)		4,191		208,041
Borgwarner, Inc.		218,156		8,377,190
Brinker International, Inc.		1,397		64,192
Brunswick Corp.		1,685		80,846
Cabela's, Inc. (1)		115		5,599
Cablevision Systems Corp.		697		23,001
CarMax, Inc. (1)		4,789		244,718
Carter's, Inc.		1,273		134,149
CBS Corp.		11,257		620,148
Charter Communications, Inc. - Class A (1)		1,834		371,257
Chipotle Mexican Grill, Inc. (1)		39,659		18,678,199
Choice Hotels International, Inc.		846		45,726
Cinemark Holdings, Inc.		2,837		101,650
Clear Channel Outdoor Holdings, Inc.		338		1,589
Coach, Inc.		924		37,043
Comcast Corp. - Class A		55,315		3,378,640
CST Brands, Inc.		1,531		58,622
D. R. Horton, Inc.		3,329		100,636
Darden Restaurants, Inc.		598		39,647
Delphi Automotive Plc		181,179		13,592,049
Dick's Sporting Goods, Inc.		1,567		73,257
Dillard's, Inc.		68		5,774
Discovery Communications, Inc. - Class A (1)		3,472		99,403
Discovery Communications, Inc. - Class C (1)		5,636		152,172
Dish Network Corp. (1)		3,590		166,073
Dollar General Corp.		251,524		21,530,454
Dollar Tree, Inc. (1)		5,633		464,497
Domino's Pizza, Inc.		1,232		162,452
DSW, Inc.		105		2,902
Dunkin' Brands Group, Inc.		2,355		111,085
Expedia, Inc.		2,566		276,666
Extended Stay America, Inc.		1,426		23,244
Foot Locker, Inc.		2,962		191,049
Fossil Group, Inc. (1)		821		36,469
Gap, Inc.		5,516		162,170
Gentex Corp.		3,511		55,088
Genuine Parts Co.		3,459		343,686
GNC Holdings, Inc.		1,817		57,690
GoPro, Inc. (1)		2,130		25,475
Groupon, Inc. (1)		10,999		43,886
H&R Block, Inc.		5,348		141,294
Hanesbrands, Inc.		9,826		278,469
Harley-Davidson, Inc.		2,568		131,815
Harman International Industries, Inc.		1,725		153,594
Hasbro, Inc.		2,225		178,222
Hilton Worldwide Holdings, Inc.		12,707		286,162
Home Depot, Inc.		31,777		4,240,005
Industria De Diseno Textil SA - ADR		716,153		12,074,340
International Game Technology Plc		1,513		27,612
Interpublic Group of Companies, Inc.		10,102		231,841
Jarden Corp. (1)		5,164		304,418
JD.com, Inc. - ADR (1)		91,355		2,420,907
Johnson Controls, Inc.		3,484		135,771
Kate Spade & Co. (1)		3,151		80,414
L Brands, Inc.		6,054		531,602
Las Vegas Sands Corp.		8,944		462,226
Lear Corp.		1,428		158,751
Leggett & Platt, Inc.		3,345		161,898
Lennar Corp. - Class A		1,683		81,390
Lennar Corp. - Class B		157		6,077
Liberty Interactive Corp. (1)		5,427		137,032
Liberty Venture Group (1)		3,503		137,037
Lions Gate Entertainment Corp.		2,266		49,512
Live Nation Entertainment, Inc. (1)		3,589		80,071
LKQ Corp. (1)		7,442		237,623
Lowes Companies, Inc.		702,506		53,214,829
Lululemon Athletica, Inc. (1)		2,709		183,426
Macy's, Inc.		5,551		244,744
Marriott International, Inc.		151,515		10,784,838
McDonalds Corp.		82,777		10,403,413
MGM Resorts International (1)		726		15,565
Michael Kors Holdings Ltd. (1)		4,505		256,605
Mohawk Industries, Inc. (1)		1,062		202,736
Morningstar, Inc.		486		42,899
MSG Network, Inc. (1)		1,468		25,382
Murphy USA, Inc. (1)		66		4,056
Netflix, Inc. (1)		180,577		18,460,387
Newell Rubbermaid, Inc.		182,738		8,093,466
Nike, Inc.		699,804		43,016,952
Nordstrom, Inc.		3,119		178,438
Norwegian Cruise Line Holdings Ltd. (1)		94,208		5,208,760
NVR, Inc. (1)		100		173,240
Office Depot, Inc. (1)		2,313		16,422
Omnicom Group, Inc.		5,977		497,466
O'Reilly Automotive, Inc. (1)		2,471		676,214
Panera Bread Co. (1)		566		115,934
Penske Automotive Group, Inc.		382		14,478
Polaris Industries, Inc.		1,633		160,818
Ralph Lauren Corp.		79		7,605
Regal Entertainment Group		1,976		41,773
Ross Stores, Inc.		86,572		5,012,519
Sally Beauty Holdings, Inc. (1)		224,006		7,253,314
Scripps Networks Interactive, Inc.		2,236		146,458
Sears Holdings Corp. (1)		33		505
Service Corp. International		4,908		121,129
Servicemaster Global Holdings, Inc. (1)		2,524		95,104
Shake Shack, Inc. (1)		58,357		2,177,883
Signet Jewelers Ltd.		1,964		243,595
Sirius XM Holdings, Inc. (1)		52,355		206,802
Six Flags Entertainment Corp.		1,759		97,607
Skechers USA, Inc. (1)		2,988		90,985
Starbucks Corp.		481,557		28,748,953
Starwood Hotels & Resorts Worldwide, Inc.		4,181		348,821
Starz (1)		2,137		56,267
Steven Madden Ltd. (1)		151,437		5,609,226
Target Corp.		1,219		100,299
Tempur Sealy International, Inc. (1)		1,500		91,185
Tesla Motors, Inc. (1)		38,723		8,897,384
The Madison Square Garden Co. (1)		51,581		8,581,015
The Michaels Companies, Inc. (1)		1,496		41,843
The Priceline Group, Inc. (1)		20,539		26,473,949
Thor Industries, Inc.		1,130		72,060
Tiffany & Co.		2,064		151,456
Time Warner Cable, Inc.		6,916		1,415,152
Time Warner, Inc.		10,414		755,536
TJX Companies, Inc.		16,653		1,304,763
Toll Brothers, Inc. (1)		1,463		43,173
Topbuild Corp. (1)		924		27,480
Tractor Supply Co.		3,345		302,589
TripAdvisor, Inc. (1)		2,755		183,208
Tupperware Brands Corp.		1,171		67,895
Twenty-First Century Fox, Inc. - Class A		18,572		517,787
Twenty-First Century Fox, Inc. - Class B		8,073		227,659
Ulta Salon Cosmetics & Fragrance, Inc. (1)		1,577		305,528
Under Armour, Inc. (1)		135,808		11,520,593
Urban Outfitters, Inc. (1)		2,133		70,581
VF Corp.		150,880		9,770,989
Viacom, Inc. - Class A		253		11,461
Viacom, Inc. - Class B		8,479		350,013
Vista Outdoor, Inc. (1)		199		10,330
Visteon Corp.		974		77,521
Walt Disney Co.		139,217		13,825,640
Whirlpool Corp.		143		25,789
Williams-Sonoma, Inc.		2,259		123,658
Wyndham Worldwide Corp.		2,753		210,412
Wynn Resorts Ltd.		1,760		164,437
Yum! Brands, Inc.		10,004		818,827
				476,022,577
Consumer Staples - 8.53%
Altria Group, Inc.		45,269		2,836,556
Blue Buffalo Pet Products, Inc. (1)		605		15,524
Brown Forman Corp. - Class A		632		67,428
Brown Forman Corp. - Class B		2,661		262,029
Campbell Soup Co.		2,497		159,284
Church & Dwight Co., Inc.		3,210		295,898
Clorox Co.		2,545		320,823
Coca Cola Co.		95,925		4,449,961
Coca-Cola Enterprises, Inc.		5,710		289,725
Colgate Palmolive Co.		367,687		25,977,087
ConAgra Foods, Inc.		1,445		64,476
Constellation Brands, Inc.		3,994		603,453
Costco Wholesale Corp.		171,857		27,081,226
Coty, Inc.		1,986		55,270
CVS Health Corp.		126,563		13,128,380
Dr Pepper Snapple Group, Inc.		4,691		419,469
Flowers Foods, Inc.		3,838		70,849
General Mills, Inc.		14,575		923,326
Herbalife Ltd. (1)		1,540		94,802
Hormel Foods Corp.		6,547		283,092
Ingredion, Inc.		210		22,426
Kellogg Co.		130,769		10,010,367
Kimberly Clark Corp.		7,064		950,179
Kraft Heinz Co.		14,481		1,137,627
Kroger Co.		335,551		12,834,826
Lauder Estee Companies, Inc.		5,131		483,905
McCormick & Co, Inc.		3,111		309,482
Mead Johnson Nutrition Co		47,697		4,052,814
Molson Coors Brewing Co.		154,715		14,880,489
Mondelez International, Inc.		629,722		25,264,447
Monster Beverage Corp. (1)		33,414		4,456,759
Nu Skin Enterprises, Inc.		294		11,246
PepsiCo, Inc.		36,109		3,700,450
Philip Morris International, Inc.		18,873		1,851,630
Pilgrim's Pride Corp. (1)		165		4,191
Procter & Gamble Co.		306,365		25,216,903
Reynolds American, Inc.		216,855		10,909,975
Rite Aid Corp. (1)		14,369		117,107
Spectrum Brands Holdings, Inc.		628		68,628
Sprouts Farmers Market, Inc. (1)		3,751		108,929
Sysco Corp.		4,540		212,154
The Hain Celestial Group, Inc. (1)		2,492		101,948
The Hershey Co.		3,564		328,209
The J. M. Smucker Co.		39,030		5,067,655
Tyson Foods, Inc.		359		23,931
Walgreens Boots Alliance, Inc.		3,176		267,546
WhiteWave Foods Co. (1)		4,299		174,711
Whole Foods Market, Inc.		561,116		17,456,319
				217,423,511
Energy - 3.04%
Cabot Oil & Gas Corp.		11,367		258,145
Concho Resources, Inc. (1)		46,720		4,720,589
Continental Resources, Inc. (1)		674		20,463
Core Laboratories NV		113,427		12,750,329
CVR Energy, Inc.		153		3,993
EOG Resources, Inc.		51,597		3,744,910
Exxon Mobil Corp.		151,560		12,668,900
FMC Technologies, Inc. (1)		3,692		101,013
Hollyfrontier Corp.		693		24,477
Marathon Petroleum Corp.		973		36,176
Memorial Resource Development Corp. (1)		2,259		22,997
Oceaneering International, Inc.		413		13,728
ONEOK, Inc.		2,333		69,663
Pioneer Natural Resources Co		25,175		3,543,130
Range Resources Corp.		267		8,645
RPC, Inc.		172		2,439
Schlumberger Ltd.		530,119		39,096,276
Targa Resources Corp.		1,911		57,062
Teekay Corp.		432		3,741
Tesoro Corp.		184		15,826
The Williams Companies, Inc.		18,322		294,435
World Fuel Services Corp.		312		15,157
				77,472,094
Financials - 7.61%
Affiliated Managers Group, Inc. (1)		50,497		8,200,713
Ally Financial, Inc. (1)		851		15,931
American Express Co.		3,893		239,030
American Tower Corp.		10,350		1,059,530
Ameriprise Financial, Inc.		3,430		322,454
Amtrust Financial Services, Inc.		104		2,692
Aon Plc		110,974		11,591,234
Arthur J. Gallagher & Co.		2,283		101,548
Artisan Partners Asset Management, Inc.		848		26,152
Bank of America Corp.		1,795,745		24,278,472
Bank of New York Mellon Corp.		2,963		109,127
Berkshire Hathaway, Inc. (1)		2,963		420,390
BlackRock, Inc.		975		332,056
Boston Properties, Inc.		3,427		435,503
CBOE Holdings, Inc.		2,060		134,580
CBRE Group, Inc. (1)		6,997		201,654
Charles Schwab Corp.		309,125		8,661,683
Columbia Property Trust, Inc.		365		8,026
Credit Acceptance Corp (1)		203		36,855
Crown Castle International Corp.		8,164		706,186
Digital Realty Trust, Inc.		2,055		181,847
Eaton Vance Corp.		2,874		96,336
Empire State Realty Trust, Inc.		1,253		21,965
Equinix, Inc.		74,368		24,594,241
Equity Lifestyle Properties, Inc.		2,061		149,897
Erie Indemnity Co.		609		56,631
Extra Space Storage, Inc.		2,994		279,819
Federal Realty Investment Trust		1,687		263,256
Federated Investors, Inc.		2,328		67,163
Four Corners Property Trust, Inc.		271		4,864
Gaming and Leisure Properties, Inc.		287		8,874
Harford Financial Services Group, Inc.		198,430		9,143,654
Healthcare Trust of America, Inc.		293		8,620
Interactive Brokers Group, Inc.		180		7,078
Intercontinental Exchange, Inc.		100,688		23,675,776
Invesco Ltd.		1,285		39,539
Iron Mountain, Inc.		2,047		69,414
Jones Lang LaSalle, Inc.		803		94,208
Lamar Advertising Co.		1,978		121,647
Lazard Ltd.		3,061		118,767
Legg Mason, Inc.		763		26,461
LendingClub Corp. (1)		1,594		13,230
Leucadia National Corp.		1,051		16,995
LPL Financial Holdings, Inc.		1,867		46,302
Markel Corp. (1)		35		31,205
Marsh & McLennan Companies, Inc.		7,887		479,451
McGraw Hill Financial, Inc.		6,699		663,067
Moody's Corp.		63,031		6,086,273
Morgan Stanley		236,600		5,917,366
MSCI, Inc.		2,524		186,978
NorthStar Asset Management Group, Inc.		4,627		52,516
Omega Healthcare Investors, Inc.		1,187		41,901
Post Properties, Inc.		440		26,286
Public Storage		3,235		892,310
Realogy Holdings Corp. (1)		1,273		45,968
Santander Consumer USA Holding, Inc. (1)		119		1,248
SEI Investments Co.		3,374		145,251
Signature Bank (1)		68,225		9,286,787
Simon Property Group, Inc.		7,611		1,580,729
SLM Corp. (1)		9,348		59,453
State Street Corp.		344,920		20,184,718
SVB Financial Group (1)		795		81,130
T. Rowe Price Group, Inc.		6,375		468,308
Tanger Factory Outlet Centers, Inc.		2,389		86,936
Taubman Centers, Inc.		548		39,034
TD Ameritrade Holding Corp.		5,565		175,464
The Howard Hughes Corp. (1)		383		40,556
Waddell & Reed Financial, Inc.		1,887		44,420
Wells Fargo & Co.		428,950		20,744,022
Welltower, Inc.		3,869		268,276
Weyerhaeuser Co.		3,908		121,070
Willis Towers Watson PLC		85,465		10,141,277
				193,882,400
Healthcare - 15.23%
AbbVie, Inc.		40,493		2,312,960
Acadia Healthcare Co., Inc. (1)		1,469		80,957
Aetna, Inc.		71,932		8,081,560
Agios Pharmaceuticals, Inc. (1)		617		25,050
Akorn, Inc. (1)		1,871		44,025
Alere, Inc. (1)		1,356		68,627
Alexion Pharmaceuticals, Inc. (1)		75,877		10,563,596
Align Technology, Inc. (1)		75,973		5,522,477
Alkermes Plc (1)		2,974		101,681
Allergan Plc (1)		32,118		8,608,588
Allscripts Healthcare Solutions, Inc. (1)		1,343		17,741
Alnylam  Pharmaceuticals, Inc. (1)		1,473		92,460
Amerisourcebergen Corp.		5,031		435,433
Amgen, Inc.		167,720		25,146,260
Anthem, Inc.		1,288		179,019
Athenahealth, Inc. (1)		939		130,314
Baxalta, Inc.		8,455		341,582
Baxter International, Inc.		8,455		347,331
Becton Dickinson and Co.		5,123		777,774
Biogen, Inc. (1)		63,726		16,589,152
BioMarin Pharmaceutical, Inc. (1)		197,217		16,266,458
Bio-Techne Corp.		396		37,430
Bluebird Bio, Inc. (1)		858		36,465
Boston Scientific Corp. (1)		2,496		46,950
Bristol Myers Squibb Co.		633,893		40,493,085
Brookdale Senior Living, Inc. (1)		950		15,086
Bruker Corp.		2,737		76,636
C.R. Bard, Inc.		1,821		369,062
Cardinal Health, Inc.		7,324		600,202
Celgene Corp. (1)		115,288		11,539,176
Centene Corp. (1)		3,110		191,488
Cerner Corp. (1)		717,289		37,987,625
Charles River Laboratories International, Inc. (1)		1,166		88,546
Cigna Corp.		6,296		864,063
DaVita HealthCare Partners, Inc. (1)		1,252		91,872
DENTSPLY SIRONA, Inc.		3,349		206,399
DexCom, Inc. (1)		1,919		130,319
Edwards Lifesciences Corp. (1)		5,263		464,249
Eli Lilly & Co.		173,547		12,497,119
Endo International Plc (1)		1,971		55,484
Envision Healthcare Holdings, Inc. (1)		4,491		91,616
Express Scripts Holding Co. (1)		13,004		893,245
Gilead Sciences, Inc.		176,231		16,188,580
HCA Holdings, Inc. (1)		597		46,596
Henry Schein, Inc. (1)		2,045		353,028
Hill-Rom Holdings, Inc.		1,296		65,189
Hologic, Inc. (1)		6,016		207,552
Humana, Inc.		3,393		620,749
IDEXX Laboratories, Inc. (1)		2,301		180,214
Illumina, Inc. (1)		42,170		6,836,179
IMS Health Holdings, Inc. (1)		3,290		87,350
Incyte Corp. (1)		3,837		278,067
Inovalon Holdings, Inc. (1)		606		11,223
Intercept Pharmaceuticals, Inc. (1)		381		48,947
Intrexon Corp. (1)		1,184		40,126
Intuitive Surgical, Inc. (1)		902		542,147
Ionis Pharmaceuticals, Inc. (1)		2,905		117,653
Jazz Pharmaceuticals Plc (1)		1,492		194,781
Johnson & Johnson		238,291		25,783,086
Juno Therapeutics, Inc. (1)		285		10,856
Laboratory Corp. of America Holdings (1)		817		95,695
Lifepoint Hospitals, Inc. (1)		104		7,202
Mallinckrodt Plc (1)		1,143		70,043
McKesson Corp.		40,830		6,420,518
Medivation, Inc. (1)		3,872		178,035
MEDNAX, Inc. (1)		144,099		9,311,677
Merck & Co., Inc.		7,881		416,984
Mettler-Toledo International, Inc. (1)		685		236,161
Mylan (1)		8,736		404,914
Novo Nordisk A/S - ADR		115,601		6,264,418
Opko Health, Inc. (1)		7,480		77,717
Patterson Companies, Inc.		1,125		52,346
PerkinElmer, Inc.		419		20,724
Perrigo Co. Plc		34,692		4,438,148
Pfizer, Inc.		833,620		24,708,497
Premier, Inc. (1)		992		33,093
Puma Biotechnology, Inc. (1)		597		17,534
Quintiles Transitional Holdings, Inc. (1)		96,673		6,293,412
Regeneron Pharmaceuticals, Inc. (1)		47,459		17,106,122
ResMed, Inc.		3,459		199,999
Seattle Genetics, Inc. (1)		2,542		89,199
Shire Plc - ADR		78,549		13,502,573
St. Jude Medical, Inc.		3,880		213,400
Stryker Corp.		4,203		450,940
Tenet Healthcare Corp. (1)		2,460		71,168
The Cooper Companies, Inc.		807		124,254
Thermo Fisher Scientific, Inc.		63,372		8,972,841
United Therapeutics Corp. (1)		1,121		124,913
UnitedHealth Group, Inc.		22,122		2,851,526
Universal Health Services, Inc.		395		49,264
Varian Medical Systems, Inc. (1)		2,446		195,729
VCA, Inc. (1)		1,900		109,611
Veeva Systems, Inc. (1)		1,696		42,468
Vertex Pharmaceuticals, Inc. (1)		101,609		8,076,899
VWR Corp. (1)		370		10,012
Waters Corp. (1)		2,017		266,083
Zimmer Holdings, Inc.		253		26,977
Zoetis, Inc.		503,658		22,327,159
				387,979,740
Industrials - 7.46%
3M Co.		15,518		2,585,764
A.O. Smith Corp.		1,817		138,655
Acuity Brands, Inc.		1,063		231,883
AECOM (1)		474		14,594
Air Lease Corp.		156		5,011
Alaska Air Group, Inc.		3,172		260,167
Allegion Plc		2,325		148,126
Allison Transmission Holdings, Inc.		2,425		65,427
AMERCO		84		30,014
American Airlines Group, Inc.		15,423		632,497
Ametek, Inc.		5,921		295,932
Armstrong World Industries, Inc. (1)		587		28,393
Avis Budget Group, Inc. (1)		2,526		69,111
B/E Aerospace, Inc.		2,584		119,174
Babcock & Wilcox Enterprise, Inc. (1)		254		5,436
Boeing Co.		97,565		12,384,901
BWX Technologies, Inc.		509		17,082
C.H. Robinson Worldwide, Inc.		3,568		264,853
Carlisle Companies, Inc.		339		33,731
Caterpillar , Inc.		2,575		197,091
Cintas Corp.		2,203		197,851
Clean Harbors, Inc. (1)		947		46,725
Copart, Inc. (1)		2,740		111,710
Covanta Holding Corp.		2,732		46,062
CSX Corp.		6,271		161,478
Cummins, Inc.		3,101		340,924
Danaher Corp.		124,696		11,828,663
Deere & Co.		1,393		107,247
Delta Air Lines, Inc.		19,976		972,432
Donaldson Co., Inc.		3,013		96,145
Dun & Bradstreet Corp.		255		26,285
Emerson Electric Co.		11,265		612,591
Equifax, Inc.		55,478		6,340,581
Expeditors International Wash, Inc.		4,680		228,431
Fastenal Co.		134,646		6,597,654
Fedex Corp.		2,378		386,948
Flowserve Corp.		1,554		69,013
Fortune Brands Home & Security, Inc.		1,379		77,279
General Dynamics Corp.		2,059		270,491
Genesee & Wyoming, Inc. (1)		541		33,921
Graco, Inc.		1,349		113,262
HD Supply Holdings, Inc. (1)		4,146		137,108
Hertz Global Holdings, Inc. (1)		9,197		96,844
Hexcel Corp.		2,327		101,713
Honeywell International, Inc.		192,863		21,610,299
Hubbell, Inc.		183		19,385
Huntington Ingalls Industries, Inc.		1,183		162,000
IDEX Corp.		1,739		144,128
IHS, Inc. (1)		1,449		179,908
Illinois Tool Works, Inc.		7,320		749,861
Ingersoll-Rand Plc		443		27,470
J.B. Hunt Transportation Services, Inc.		2,260		190,382
Jetblue Airways Corp. (1)		2,789		58,904
Kansas City Southern		177,508		15,168,059
KAR Auction Services, Inc.		1,137		43,365
Landstar System, Inc.		1,065		68,810
Lennox International, Inc.		990		133,838
Lincoln Electric Holdings, Inc.		1,593		93,302
Lockheed Martin Corp.		4,767		1,055,891
Masco Corp.		8,528		268,206
MSC Industrial Direct Co., Inc.		349		26,632
Nielsen Holdings Plc		6,218		327,440
Nordson Corp.		1,397		106,228
Northrop Grumman Corp.		1,357		268,550
Old Dominion Freight Lines, Inc. (1)		1,708		118,911
PACCAR, Inc.		7,847		429,152
Parker-Hannifin Corp.		1,524		169,286
Pitney Bowes, Inc.		1,863		40,129
Quanta Services, Inc. (1)		748		16,875
Raytheon Co.		61,145		7,498,211
Regal-Beloit Corp.		57		3,596
Robert Half International, Inc.		3,272		152,410
Rockwell Automation, Inc.		74,743		8,502,016
Rockwell Collins, Inc.		88,318		8,143,803
Rollins, Inc.		2,274		61,671
Roper Technologies, Inc.		935		170,890
RR Donnelley & Sons Co.		2,614		42,870
Snap-on, Inc.		1,422		223,240
SolarCity Corp. (1)		1,412		34,707
Southwest Airlines Co.		16,325		731,360
Spirit Aerosystems Holdings, Inc. (1)		3,000		136,080
Spirit Airlines, Inc. (1)		1,797		86,220
Stanley Black & Decker, Inc.		338		35,561
Stericycle, Inc. (1)		2,081		262,601
Textron, Inc.		1,505		54,872
The Middleby Corp. (1)		1,392		148,624
The Toro Co.		1,357		116,865
TransDigm Group, Inc. (1)		94,425		20,805,605
TransUnion (1)		607		16,759
Tyco International Plc		237,002		8,700,343
Union Pacific Corp.		326,108		25,941,891
United Continental Holdings, Inc. (1)		8,812		527,486
United Parcel Service, Inc.		17,162		1,810,076
United Rentals, Inc. (1)		2,226		138,435
United Technologies Corp.		99,268		9,936,727
USG Corp. (1)		2,211		54,855
Valmont Industries, Inc.		31		3,839
Verisk Analytics, Inc. (1)		85,184		6,807,905
W.W. Grainger, Inc.		1,536		358,548
Wabco Holdings, Inc. (1)		1,325		141,669
Wabtec Corp.		2,365		187,521
Waste Management, Inc.		918		54,162
Watsco, Inc.		642		86,503
				189,984,132
Information Technology - 32.33%
3D Systems Corp. (1)		980		15,161
Accenture Plc		15,366		1,773,236
Adobe Systems, Inc. (1)		227,592		21,348,130
Akamai Technologies, Inc. (1)		146,436		8,137,449
Alibaba Group Holding Ltd. - ADR (1)		128,190		10,130,856
Alliance Data Systems Corp. (1)		1,511		332,420
Alphabet, Inc. - Class A (1)		110,572		84,355,379
Alphabet, Inc. - Class C (1)		59,021		43,967,694
Amphenol Corp.		7,558		437,004
Analog Devices, Inc.		7,059		417,822
ANSYS, Inc. (1)		439		39,273
Apple, Inc.		779,925		85,004,026
Applied Materials, Inc.		600,752		12,723,927
Arista Networks, Inc. (1)		805		50,795
ARM Holdings Plc - ADR		523,553		22,874,031
ARRIS International PLC (1)		1,670		38,276
Atlassian Corporation Plc (1)		494		12,424
Atmel Corp.		10,178		82,645
Autodesk, Inc. (1)		4,138		241,287
Automatic Data Processing, Inc.		271,522		24,358,239
Black Knight Financial Services, Inc. (1)		434		13,467
Booz Allen Hamilton Holding Corp.		2,334		70,674
Broadcom Ltd.		6,484		1,001,778
Broadridge Financial Solutions, Inc.		2,909		172,533
Cadence Design Systems, Inc. (1)		7,104		167,512
CDK Global, Inc.		3,932		183,035
CDW Corp.		3,209		133,173
Check Point Software Technologies Ltd. (1)		86,235		7,542,975
Cisco Systems, Inc.		671,530		19,118,459
Citrix Systems, Inc. (1)		3,929		308,741
Cognex Corp.		2,148		83,665
Cognizant Technology Solutions - Class A (1)		14,928		935,986
CommScope Holding Co., Inc. (1)		1,113		31,075
CoreLogic, Inc. (1)		967		33,555
CoStar Group, Inc. (1)		32,081		6,036,682
CSRA, Inc.		181,435		4,880,601
DST Systems, Inc.		654		73,752
eBay, Inc. (1)		428,893		10,233,387
Electronic Arts, Inc. (1)		7,728		510,898
EMC Corp.		3,897		103,855
F5 Networks, Inc. (1)		1,763		186,614
Facebook, Inc. (1)		612,475		69,883,397
FactSet Research Systems, Inc.		1,013		153,500
Fidelity National Information Services, Inc.		104,763		6,632,546
FireEye, Inc. (1)		3,358		60,410
First Data Corp. (1)		3,375		43,672
Fiserv, Inc. (1)		5,454		559,471
Fitbit, Inc. (1)		682		10,332
Fleetcor Technologies, Inc. (1)		154,030		22,911,962
FLIR Systems, Inc.		2,188		72,095
Fortinet, Inc. (1)		3,465		106,133
Gartner, Inc. (1)		2,040		182,274
Genpact Ltd. (1)		3,972		107,999
Global Payments, Inc.		3,252		212,356
Godaddy, Inc. (1)		564		18,234
Guidewire Software, Inc. (1)		52,261		2,847,179
Harris Corp.		505		39,319
Ingram Micro, Inc.		209		7,505
Intel Corp.		8,124		262,811
InterActiveCorp		1,810		85,215
International Business Machines Corp.		12,329		1,867,227
Intuit, Inc.		6,283		653,495
IPG Photonics Corp. (1)		852		81,860
J2 Global, Inc.		68,016		4,188,425
Jabil Circuit, Inc.		861		16,591
Jack Henry & Associates, Inc.		2,007		169,732
Juniper Networks, Inc.		1,668		42,551
Keysight Technologies, Inc. (1)		3,486		96,702
Kla-tencor Corp.		3,913		284,906
Lam Research Corp.		2,766		228,472
Leidos Holdings, Inc.		137		6,894
Linear Technology Corp.		5,858		261,032
LinkedIn Corp. (1)		141,607		16,192,760
Mastercard, Inc.		204,075		19,285,087
Match Group, Inc. (1)		690		7,631
Maxim Integrated Products, Inc.		2,411		88,677
Microchip Technology, Inc.		5,116		246,591
Micron Technology, Inc. (1)		2,040		21,359
Microsoft Corp.		1,154,122		63,742,158
Motorola Solutions, Inc.		4,323		327,251
National Instruments Corp.		591		17,795
NetApp, Inc.		2,132		58,182
NetSuite, Inc. (1)		985		67,463
NeuStar, Inc. (1)		186,757		4,594,222
NXP Semiconductors NV (1)		116,315		9,429,657
ON Semiconductor Corp. (1)		9,726		93,272
Oracle Corp.		46,505		1,902,520
Palo Alto Networks, Inc. (1)		40,171		6,553,497
Pandora Media, Inc. (1)		5,047		45,171
Paychex, Inc.		6,922		373,857
Paypal Holdings, Inc. (1)		29,730		1,147,578
PTC, Inc. (1)		2,843		94,274
Qorvo, Inc. (1)		3,458		174,318
QUALCOMM, Inc.		5,590		285,873
Rackspace Hosting, Inc. (1)		2,940		63,475
Red Hat, Inc. (1)		579,495		43,178,172
Sabre Corp.		2,801		81,005
Salesforce.com, Inc. (1)		534,289		39,446,557
SAP SE - ADR		199,769		16,065,423
ServiceNow, Inc. (1)		3,738		228,691
Skyworks Solutions, Inc.		4,675		364,182
Splunk, Inc. (1)		99,055		4,846,761
Square, Inc. (1)		582		8,893
SS&C Technologies Holdings, Inc.		1,784		113,141
SunEdison, Inc. (1)		5,983		3,232
SunPower Corp. (1)		126		2,815
Synopsys, Inc. (1)		271		13,127
Tableau Software, Inc. (1)		1,211		55,549
Tencent Holdings Ltd. - ADR		515,231		10,531,322
Teradata Corp. (1)		2,418		63,448
Texas Instruments, Inc.		241,825		13,885,592
The Western Union Co.		12,631		243,652
Total Systems Services, Inc.		4,053		192,842
Trimble Navigation Ltd. (1)		329		8,159
Twitter, Inc. (1)		13,857		229,333
Ultimate Software Group, Inc. (1)		700		135,450
Vantiv, Inc. (1)		285,713		15,394,216
VeriFone Systems, Inc. (1)		2,807		79,270
Verisign, Inc. (1)		2,393		211,876
Visa, Inc.		815,542		62,372,652
VMware, Inc. (1)		1,987		103,940
WEX, Inc. (1)		954		79,525
Workday, Inc. (1)		136,989		10,526,235
Xilinx, Inc.		1,481		70,244
Yelp, Inc. (1)		1,551		30,834
Zebra Technologies Corp. (1)		1,273		87,837
Zillow Group, Inc. - Class A (1)		628		16,045
Zillow Group, Inc. - Class C (1)		1,256		29,805
				823,769,281
Materials - 2.87%
Air Products & Chemicals, Inc.		4,338		624,889
Airgas, Inc.		365		51,699
AptarGroup, Inc.		277		21,720
Ashland, Inc.		154		16,934
Avery Dennison Corp.		2,071		149,340
Axalta Coating Systems Ltd. (1)		2,497		72,912
Ball Corp.		3,373		240,461
Bemis, Inc.		254		13,152
Celanese Corp.		260		17,030
CF Industries Holdings, Inc.		5,758		180,456
Chemours Co.		1,996		13,972
Compass Minerals International, Inc.		825		58,460
Crown Holdings, Inc. (1)		1,516		75,178
Dow Chemical Co.		3,586		182,384
DuPont		10,263		649,853
Eagle Materials, Inc.		1,236		86,656
Eastman Chemical Co.		919		66,379
Ecolab, Inc.		237,387		26,473,398
FMC Corp.		2,371		95,717
GCP Applied Technologies, Inc. (1)		1,763		35,154
Graphic Packaging Holding Co.		4,530		58,211
Huntsman Corp.		3,101		41,243
International Flavors & Fragrances, Inc.		1,979		225,151
International Paper Co.		9,782		401,453
Lyondellbasell Industries NV		8,945		765,513
Martin Marietta Materials, Inc.		226		36,049
Monsanto Co.		320,242		28,098,033
NewMarket Corp.		210		83,215
Owens-Illinois, Inc. (1)		243		3,878
Packaging Corporation of America		2,375		143,450
Platform Specialty Products Corp. (1)		470		4,042
PPG Industries, Inc.		107,965		12,037,018
Praxair, Inc.		5,892		674,339
Royal Gold, Inc.		82		4,206
RPM International, Inc.		3,236		153,160
Scotts Miracle-Gro Co.		1,002		72,916
Sealed Air Corp.		4,830		231,888
Silgan Holdings, Inc.		970		51,575
Southern Copper Corp.		891		24,690
Steel Dynamics, Inc.		641		14,429
Tahoe Resources, Inc.		490		4,915
The Sherwin-Williams Co.		1,983		564,501
The Valspar Corp.		1,974		211,257
Vulcan Materials Co.		415		43,812
W.R. Grace & Co. (1)		1,763		125,490
WestRock Co.		643		25,096
				73,225,274
Telecommunication Services - 0.91%
AT&T, Inc.		214,796		8,413,559
Level 3 Communications, Inc. (1)		822		43,443
SBA Communications Corp. (1)		95,495		9,565,734
Verizon Communications, Inc.		92,588		5,007,159
Zayo Group Holdings, Inc. (1)		3,071		74,441
				23,104,336
Utilities - 0.01%
Calpine Corp. (1)		1,031		15,640
Dominion Resources, Inc.		709		53,260
ITC Holdings Corp.		1,367		59,560
TerraForm Power, Inc.		64		554
				129,014
Total Common Stocks (Cost $2,448,127,310)			$	2,462,992,359
SHORT-TERM INVESTMENTS - 3.75%
Money Market Fund - 3.75%
Goldman Sachs Financial Square Government Fund - Class I, 0.25%		47,786,792	$	47,786,792
JPMorgan U.S. Government Money Market Fund - Class I, 0.23%		47,786,793		47,786,793
Total Short-Term Investments (Cost $95,573,585)			$	95,573,585
TOTAL INVESTMENTS IN SECURITIES - 100.43%
(Cost $2,543,700,895)			$	2,558,565,944
LIABILITIES IN EXCESS OF OTHER ASSETS - (0.43)%				(10,956,852	)
TOTAL NET ASSETS - 100.00%			$	2,547,609,092

Percentages are stated as a percent of net assets
ADR -  American Depository Receipt
(1)	Non-income producing security.

The sector classifications listed above are in accordance with Global Industry Classification Standards (GICS^®), which was

developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor Financial Services LLC ("S&P").

The accompanying notes are an integral part of these Schedule of Investments.

Open Futures Contracts
Number of Contracts Purchased	Description	Counterparty	Settlement Month	Notional Amount		Value		Unrealized Appreciation
8	E-Mini Nasdaq 100 Futures	Morgan Stanley	Jun. 2016	$	685,265	$	716,200	$	30,935
15	E-Mini S&P 500 Futures	Morgan Stanley	Jun. 2016		1,482,957		1,538,625		55,668
								$	86,603

Bridge Builder Large Cap Value Fund
Schedule of Investments
March 31, 2016 (Unaudited)
	Shares		Value
COMMON STOCKS - 93.55%
Consumer Discretionary - 11.15%
Aaron's, Inc.		1,169	$	29,342
Aramark		333		11,029
Best Buy, Inc.		6,101		197,916
Brunswick Corp.		535		25,669
Cabela's, Inc. (1)		969		47,181
Cable One, Inc.		77		33,659
Cablevision Systems Corp.		3,791		125,103
Carnival Corp.		231,278		12,204,540
CBS Corp.		299,535		16,501,383
Clear Channel Outdoor Holdings, Inc.		519		2,439
Coach, Inc.		5,194		208,227
Comcast Corp. - Class A		5,283		322,686
CST Brands, Inc.		304		11,640
D. R. Horton, Inc.		4,206		127,147
Darden Restaurants, Inc.		2,202		145,993
Dick's Sporting Goods, Inc.		621		29,032
Dillard's, Inc.		410		34,813
Discovery Communications, Inc. - Class A (1)		283		8,102
Discovery Communications, Inc. - Class C (1)		499		13,473
Dish Network Corp. (1)		1,555		71,934
DSW, Inc.		1,460		40,354
Expedia, Inc.		284		30,621
Foot Locker, Inc.		412		26,574
Ford Motor Co.		85,373		1,152,535
Fossil Group, Inc. (1)		156		6,930
GameStop Corp.		2,344		74,375
Gannett Co., Inc.		2,441		36,957
Garmin LTD		2,589		103,456
General Motors Co.		35,145		1,104,607
Gentex Corp.		3,101		48,655
Genuine Parts Co.		235		23,350
Goodyear Tire & Rubber Co.		5,903		194,681
Graham Holdings Co.		75		36,000
H&R Block, Inc.		365		9,643
Hanesbrands, Inc.		409,400		11,602,396
Harley-Davidson, Inc.		1,899		97,476
Hasbro, Inc.		451		36,125
Hyatt Hotels Corp. (1)		729		36,078
International Game Technology Plc		623		11,370
J.C. Penney Co., Inc. (1)		6,672		73,792
John Wiley & Sons, Inc.		983		48,059
Johnson Controls, Inc.		295,574		11,518,519
Kohls Corp.		4,147		193,292
Lear Corp.		403		44,802
Lennar Corp. - Class A		2,312		111,808
Lennar Corp. - Class B		120		4,645
Liberty Broadband Corp. - Class A (1)		567		32,977
Liberty Broadband Corp. - Class C (1)		1,450		84,028
Liberty Interactive Corp. (1)		531,300		13,415,325
Liberty Media Corp - Class A (1)		2,287		88,347
Liberty Media Corp - Class C (1)		4,381		166,872
Lowes Companies, Inc.		182,426		13,818,770
Macy's, Inc.		1,917		84,521
Mattel, Inc.		7,339		246,737
McDonalds Corp.		137,691		17,305,005
MGM Resorts International (1)		9,058		194,204
Michelin		137,255		14,023,182
Mohawk Industries, Inc. (1)		403		76,933
Murphy USA, Inc. (1)		855		52,540
Newell Rubbermaid, Inc.		2,915		129,105
News Corp. - Class A		8,386		107,089
News Corp. - Class B		2,596		34,397
Nike, Inc.		315,720		19,407,308
Norwegian Cruise Line Holdings Ltd. (1)		234,223		12,950,190
NVR, Inc. (1)		5,300		9,181,720
Office Depot, Inc. (1)		9,851		69,942
Penske Automotive Group, Inc.		580		21,982
Pulte Group, Inc.		7,970		149,119
PVH Corp.		1,808		179,100
Ralph Lauren Corp.		1,236		118,977
Royal Caribbean Cruises Ltd.		156,359		12,844,892
Sears Holdings Corp. (1)		240		3,674
SeaWorld Entertainment, Inc.		506,300		10,662,678
Staples, Inc.		13,999		154,409
Target Corp.		104,334		8,584,602
Tegna, Inc.		4,960		116,362
Thomson Reuters Corp.		7,203		291,577
Tiffany & Co.		587		43,074
Time Warner, Inc.		284,752		20,658,758
TJX Companies, Inc.		234,977		18,410,448
Toll Brothers, Inc. (1)		2,500		73,775
Tribune Media Co.		1,764		67,649
Tupperware Brands Corp.		55		3,189
Twenty-First Century Fox, Inc. - Class A		7,908		220,475
Twenty-First Century Fox, Inc. - Class B		3,414		96,275
VF Corp.		148,193		9,596,979
Vista Outdoor, Inc. (1)		1,215		63,071
Walt Disney Co.		81,011		8,045,202
Wendy's Co.		4,461		48,580
Whirlpool Corp.		1,589		286,560
Wynn Resorts Ltd.		189		17,658
				249,046,665
Consumer Staples - 7.60%
Altria Group, Inc.		223,737		14,019,361
Anheuser-Busch InBev SA/NV - ADR		55,276		6,890,706
Archer Daniels Midland Co.		13,563		492,473
Avon Products, Inc.		9,246		44,473
Blue Buffalo Pet Products, Inc. (1)		288		7,390
Brown Forman Corp. - Class A		39		4,161
Brown Forman Corp. - Class B		179		17,626
Bunge Ltd.		3,138		177,831
Campbell Soup Co.		1,565		99,831
Clorox Co.		594		74,880
Coca Cola Co.		366,000		16,978,740
Colgate Palmolive Co.		262,712		18,560,603
ConAgra Foods, Inc.		8,065		359,860
Costco Wholesale Corp.		127,593		20,106,105
CVS Health Corp.		131,680		13,659,167
Diageo Plc - ADR		106,198		11,455,578
Edgewell Personal Care Co.		1,360		109,521
Energizer Holdings, Inc.		1,306		52,906
Flowers Foods, Inc.		384		7,089
Herbalife Ltd. (1)		218		13,420
Ingredion, Inc.		1,367		145,982
Kellogg Co.		535		40,954
Kimberly Clark Corp.		1,649		221,807
Molson Coors Brewing Co.		3,454		332,206
Mondelez International, Inc.		35,564		1,426,828
Nu Skin Enterprises, Inc.		981		37,523
PepsiCo, Inc.		64,712		6,631,686
Philip Morris International, Inc.		111,591		10,948,193
Pilgrim's Pride Corp. (1)		1,225		31,115
Pinnacle Foods, Inc.		2,549		113,889
Procter & Gamble Co.		213,407		17,565,530
Reynolds American, Inc.		208,110		10,470,014
Rite Aid Corp. (1)		8,776		71,524
Sysco Corp.		8,933		417,439
The J. M. Smucker Co.		2,617		339,791
Tyson Foods, Inc.		6,117		407,759
Walgreens Boots Alliance, Inc.		177,697		14,969,195
Wal-Mart Stores, Inc.		34,537		2,365,439
Whole Foods Market, Inc.		609		18,946
				169,687,541
Energy - 7.81%
Anadarko Petroleum Corp.		11,095		516,694
Antero Resources Corp. (1)		1,489		37,031
Apache Corp.		490,403		23,936,570
Baker Hughes, Inc.		9,497		416,254
BP Plc - ADR		352,800		10,647,504
California Resources Corp.		23,711		24,422
Cameron International Corp. (1)		4,184		280,537
Cheniere Energy, Inc. (1)		5,173		175,003
Chesapeake Energy Corp.		12,813		52,790
Chevron Corp.		161,510		15,408,054
Cimarex Energy Co.		2,069		201,252
Cobalt International Energy, Inc. (1)		7,675		22,795
Columbia Pipeline Group, Inc.		8,740		219,374
Concho Resources, Inc. (1)		2,825		285,438
ConocoPhillips		286,361		11,531,757
CONSOL Energy, Inc.		5,000		56,450
Continental Resources, Inc. (1)		1,228		37,282
CVR Energy, Inc.		231		6,029
Denbury Resources, Inc.		7,762		17,232
Devon Energy Corp.		750,905		20,604,833
Diamond Offshore Drilling, Inc.		1,403		30,487
Diamondback Energy, Inc. (1)		1,562		120,555
Dril-Quip, Inc. (1)		818		49,538
Energen Corp.		2,069		75,705
Ensco Plc		5,124		53,136
EOG Resources, Inc.		205,291		14,900,021
EP Energy Corp. (1)		688		3,110
EQT Corp.		3,329		223,909
Exxon Mobil Corp.		208,212		17,404,441
Fairmount Santrol Holdings, Inc. (1)		461,200		1,157,612
FMC Technologies, Inc. (1)		1,690		46,238
Franks International		694		11,437
Golar LNG Ltd.		1,876		33,712
Gulfport Energy Corp. (1)		2,739		77,623
Halliburton Co.		18,600		664,392
Helmerich & Payne, Inc.		2,107		123,723
Hess Corp.		323,480		17,031,222
Hollyfrontier Corp.		3,401		120,123
Kinder Morgan, Inc.		39,078		697,933
Kosmos Energy Ltd. (1)		3,466		20,172
Laredo Petroleum, Inc. (1)		2,642		20,951
Marathon Oil Corp.		18,438		205,399
Marathon Petroleum Corp.		11,004		409,129
Murphy Oil Corp.		3,889		97,964
Nabors Industries Ltd.		6,155		56,626
National Oilwell Varco, Inc.		8,412		261,613
Newfield Exploration Co. (1)		4,333		144,072
Noble Corp. Plc		5,288		54,731
Noble Energy, Inc.		9,378		294,563
Occidental Petroleum Corp.		180,378		12,343,267
Oceaneering International, Inc.		1,780		59,167
ONEOK, Inc.		2,511		74,978
Patterson-Uti Energy, Inc.		3,106		54,728
PBF Energy, Inc.		2,115		70,218
Phillips 66		101,234		8,765,852
Pioneer Natural Resources Co		3,532		497,094
QEP Resources, Inc.		4,691		66,190
Range Resources Corp.		3,451		111,743
Rowan Companies Plc		2,638		42,472
RPC, Inc.		1,017		14,421
Schlumberger Ltd.		156,600		11,549,250
Seadrill Ltd. (1)		7,835		25,856
SM Energy Co.		1,420		26,611
Southwestern Energy Co. (1)		8,400		67,788
Spectra Energy Corp.		14,668		448,841
Superior Energy Services, Inc.		3,214		43,035
Targa Resources Corp.		1,761		52,583
Teekay Corp.		578		5,006
Tesoro Corp.		2,598		223,454
Valero Energy Corp.		10,505		673,791
Weatherford International Plc (1)		19,562		152,192
Whiting Petroleum Corp. (1)		4,257		33,971
World Fuel Services Corp.		1,293		62,814
WPX Energy, Inc. (1)		5,005		34,985
				174,367,745
Financials - 20.36%
Aflac, Inc.		9,471		597,999
Alexandria Real Estate Equity, Inc.		1,576		143,243
Alleghany Corp. (1)		29,956		14,864,167
Allied World Assurance Co. Holdings AG		1,991		69,566
Allstate  Corp.		85,073		5,731,368
Ally Financial, Inc. (1)		9,747		182,464
American Campus Communities, Inc.		2,847		134,065
American Capital Agency Corp.		609,443		11,353,923
American Express Co.		342,962		21,057,867
American Financial Group, Inc.		1,508		106,118
American Homes 4 Rent		4,423		70,326
American International Group, Inc.		215,933		11,671,179
American National Insurance Co.		152		17,556
Ameriprise Financial, Inc.		74,032		6,959,748
Amtrust Financial Services, Inc.		1,690		43,737
Annaly Capital Management, Inc.		553,314		5,677,002
Apartment Investment & Management Co.		3,418		142,941
Apple Hospitality REIT, Inc.		3,764		74,565
Arch Capital Group Ltd. (1)		2,712		192,823
Arthur J. Gallagher & Co.		1,634		72,680
Aspen Insurance Holdings Ltd.		1,347		64,252
Associated Banc Corp.		3,335		59,830
Assurant, Inc.		1,484		114,491
Assured Guaranty Ltd.		3,147		79,619
Avalonbay Communities, Inc.		2,899		551,390
Axis Capital Holdings Ltd.		2,105		116,743
Bank of America Corp.		1,085,764		14,679,529
Bank of Hawaii Corp.		954		65,139
Bank of New York Mellon Corp.		21,886		806,061
BankUnited, Inc.		2,262		77,903
BB&T Corp.		16,949		563,893
Berkshire Hathaway, Inc. (1)		252,349		35,803,276
BlackRock, Inc.		36,554		12,449,196
BOK Financial Corp.		603		32,936
Boston Properties, Inc.		288		36,599
Brandywine Realty Trust		3,807		53,412
Brixmor Property Group, Inc.		3,783		96,920
Brown  &  Brown,  Inc.		2,533		90,681
Camden Property Trust		1,897		159,519
Capital One Financial Corp.		212,649		14,738,702
Care Capital Properties, Inc.		1,735		46,567
CBL & Associates Properties, Inc.		3,516		41,840
Charles Schwab Corp.		7,340		205,667
Chimera Investment Corp.		4,131		56,140
Chubb Ltd		265,385		31,620,623
Cincinnati Financial Corp.		3,623		236,799
CIT Group, Inc.		3,805		118,069
Citigroup, Inc.		818,332		34,165,361
Citizens Financial Group, Inc.		6,812		142,711
CME Group, Inc.		7,012		673,503
CNA Financial Corp.		544		17,506
Columbia Property Trust, Inc.		2,315		50,907
Comerica, Inc.		3,890		147,314
Commerce Bancshares, Inc.		1,892		85,045
Communications Sales & Leasing, Inc.		2,538		56,470
Corporate Office Properties Trust		2,010		52,742
Corrections Corp Of America		2,559		82,016
Cullen/Frost Bankers, Inc.		1,185		65,305
DDR Corp.		6,618		117,734
Digital Realty Trust, Inc.		1,363		120,612
Discover Financial Services		180,951		9,214,025
Douglas Emmett, Inc.		3,188		95,991
Duke Realty Corp.		7,544		170,042
E*TRADE Financial Corp. (1)		339,440		8,312,886
East West Bancorp, Inc.		3,142		102,052
Empire State Realty Trust, Inc.		1,192		20,896
Endurance Specialty Holdings Ltd.		1,360		88,862
Equity Commonwealth (1)		2,835		80,004
Equity Residential		7,942		595,888
Essex Property Trust, Inc.		1,427		333,718
Everest Re Group Ltd.		971		191,705
Fifth Third Bancorp		452,281		7,548,570
First Horizon National Corp.		5,108		66,915
First Niagara Financial Group, Inc.		274,658		2,658,689
First Republic Bank		3,110		207,250
FNFV Group		6,132		207,875
Forest City Realty Trust, Inc.		4,774		100,684
Four Corners Property Trust, Inc.		956		17,160
Franklin Resources, Inc.		8,475		330,949
Gaming and Leisure Properties, Inc.		1,607		49,688
General Growth Properties, Inc.		12,622		375,252
Genworth Financial, Inc. (1)		10,452		28,534
Hanover Insurance Group, Inc.		967		87,243
Harford Financial Services Group, Inc.		8,669		399,468
HCP, Inc.		10,031		326,810
Healthcare Trust of America, Inc.		2,468		72,609
Hospitality Properties Trust		3,277		87,037
Host Hotels & Resorts, Inc.		16,567		276,669
Huntington Bancshares, Inc.		17,685		168,715
Interactive Brokers Group, Inc.		1,116		43,881
Intercontinental Exchange, Inc.		1,643		386,335
Invesco Ltd.		8,241		253,576
Iron Mountain, Inc.		2,799		94,914
Jones Lang LaSalle, Inc.		261		30,621
JPMorgan Chase & Co.		302,476		17,912,629
KeyCorp		585,440		6,463,258
Kilroy Realty Corp.		1,925		119,100
Kimco Realty Corp.		9,028		259,826
Legg Mason, Inc.		1,385		48,032
Leucadia National Corp.		6,216		100,513
Liberty Property Trust		3,265		109,247
Lincoln National Corp.		5,533		216,894
Loews Corp.		6,215		237,786
M&T Bank Corp.		3,493		387,723
Markel Corp. (1)		274		244,290
Marsh & McLennan Companies, Inc.		303,822		18,469,339
Mercury General Corp.		241		13,376
Metlife, Inc.		20,461		899,056
MFA Financial, Inc.		7,774		53,252
Mid-America Apartment Communities, Inc.		1,647		168,340
Morgan Stanley		33,456		836,735
Nasdaq OMX Group, Inc.		2,530		167,941
National Retail Properties, Inc.		3,085		142,527
Navient Corp.		611,198		7,316,040
New York Community Bancorp, Inc.		677,295		10,768,991
Northern Trust Corp.		5,104		332,628
NorthStar Reality Finance Corp.		3,989		52,336
NorthStar Realty Europe Corp.		1,268		14,709
Old Republic International Corp.		5,711		104,397
Omega Healthcare Investors, Inc.		2,907		102,617
Onemain Holdings, Inc. (1)		1,100		30,173
Outfront Media, Inc.		3,005		63,406
PacWest Bancorp		2,449		90,980
Paramount Group, Inc.		3,905		62,285
People's United Financial, Inc.		533,759		8,502,781
Piedmont Office Realty Trust, Inc.		3,240		65,804
PNC Financial Services Group, Inc.		278,541		23,556,212
Popular, Inc.		2,263		64,744
Post Properties, Inc.		769		45,940
Principal Financial Group, Inc.		6,437		253,940
ProAssurance Corp.		1,204		60,922
Prologis, Inc.		11,458		506,214
Prudential Financial, Inc.		9,915		716,061
Public Storage		44,168		12,182,859
Raymond James Financial, Inc.		2,794		133,022
Rayonier, Inc.		2,774		68,462
Realogy Holdings Corp. (1)		2,037		73,556
Realty Income Corp.		5,474		342,180
Regency Centers Corp.		2,063		154,416
Regions Financial Corp.		29,293		229,950
Reinsurance Group of America, Inc.		1,447		139,274
RenaissanceRe Holdings Ltd.		943		113,000
Retail Properties of America, Inc.		5,183		82,151
Santander Consumer USA Holding, Inc. (1)		1,790		18,777
Senior Housing Properties Trust		5,137		91,901
Signature Bank (1)		94		12,795
SL Green Realty Corp.		2,178		211,005
SLM Corp. (1)		1,114,089		7,085,606
Spirit Realty Capital, Inc.		9,653		108,596
Starwood Property Trust, Inc.		5,204		98,512
State Street Corp.		156,998		9,187,523
SunTrust Banks, Inc.		11,284		407,127
SVB Financial Group (1)		403		41,126
Synchrony Financial (1)		18,229		522,443
Synovus Financial Corp.		2,778		80,312
Taubman Centers, Inc.		819		58,337
TCF Financial Corp.		3,547		43,486
TD Ameritrade Holding Corp.		866		27,305
TFS Financial Corp.		1,335		23,189
The Goldman Sachs Group, Inc.		118,340		18,577,013
The Howard Hughes Corp. (1)		518		54,851
The Macerich Co.		3,261		258,402
The Progressive Corp.		12,826		450,706
Torchmark Corp.		2,757		149,319
Travelers Companies, Inc.		6,438		751,379
Two Harbors Investment Corp.		7,645		60,701
U.S. Bancorp		36,618		1,486,325
UDR, Inc.		5,665		218,272
Unum Group		5,455		168,669
Validus Holdings Ltd.		1,849		87,254
Ventas, Inc.		7,236		455,579
Vereit, Inc.		19,775		175,404
Vornado Realty Trust		4,098		386,974
Voya Financial, Inc.		4,707		140,127
W.P. Carey, Inc.		2,280		141,907
W.R. Berkley Corp.		2,125		119,425
Waddell & Reed Financial, Inc.		106		2,495
Weingarten Realty Investors		2,708		101,604
Wells Fargo & Co.		636,281		30,770,549
Welltower, Inc.		4,209		291,852
Weyerhaeuser Co.		13,974		432,915
White Mountains Insurance Group Ltd.		125		100,325
Willis Towers Watson PLC		58,500		6,941,610
WP Glimcher, Inc.		3,918		37,182
XL Group Plc		6,700		246,560
Zions Bancorp		4,440		107,492
				454,744,717
Healthcare - 10.73%
Abbott Laboratories		32,549		1,361,525
Aetna, Inc.		5,739		644,777
Agilent  Technologies,  Inc.		7,282		290,188
Alere, Inc. (1)		656		33,200
Alkermes Plc (1)		548		18,736
Allergan Plc (1)		4,698		1,259,205
Allscripts Healthcare Solutions, Inc. (1)		2,673		35,310
Alnylam  Pharmaceuticals, Inc. (1)		274		17,199
Amgen, Inc.		87,702		13,149,161
Anthem, Inc.		65,208		9,063,260
Baxalta, Inc.		4,340		175,336
Baxter International, Inc.		4,343		178,410
Bio-Rad Laboratories, Inc. (1)		452		61,797
Bio-Techne Corp.		463		43,763
Boston Scientific Corp. (1)		27,007		508,002
Brookdale Senior Living, Inc. (1)		3,157		50,133
Cardinal Health, Inc.		296,803		24,323,006
Centene Corp. (1)		877		53,995
Cigna Corp.		71,700		9,840,108
Community Health Systems, Inc. (1)		2,462		45,572
DaVita HealthCare Partners, Inc. (1)		2,746		201,501
DENTSPLY SIRONA, Inc.		2,272		140,023
Endo International Plc (1)		3,223		90,727
Express Scripts Holding Co. (1)		112,214		7,707,980
HCA Holdings, Inc. (1)		6,479		505,686
Hill-Rom Holdings, Inc.		93		4,678
Humana, Inc.		236		43,176
Johnson & Johnson		286,517		31,001,139
Laboratory Corp. of America Holdings (1)		1,474		172,650
Lifepoint Hospitals, Inc. (1)		874		60,524
Mallinckrodt Plc (1)		1,549		94,923
MEDNAX, Inc. (1)		865		55,896
Medtronic Plc		424,911		31,868,325
Merck & Co., Inc.		560,006		29,629,917
Mylan (1)		1,397		64,751
Patterson Companies, Inc.		834		38,806
PerkinElmer, Inc.		2,090		103,371
Perrigo Co. Plc		2,606		333,386
Pfizer, Inc.		510,743		15,138,423
QIAGEN (1)		5,069		113,241
Quest Diagnostics, Inc.		3,141		224,424
Quintiles Transitional Holdings, Inc. (1)		85		5,534
Roche Holding Ltd. - ADR		410,356		12,567,153
Sanofi - ADR		254,700		10,228,752
St. Jude Medical, Inc.		2,680		147,400
Stryker Corp.		3,641		390,643
Teleflex, Inc.		908		142,565
Teva Pharmaceutical Industries Ltd. - ADR		151,900		8,128,169
The Cooper Companies, Inc.		325		50,040
Thermo Fisher Scientific, Inc.		5,768		816,691
UnitedHealth Group, Inc.		216,000		27,842,400
Universal Health Services, Inc.		1,647		205,414
VCA, Inc. (1)		95		5,481
VWR Corp. (1)		280		7,577
Zimmer Holdings, Inc.		3,496		372,778
				239,656,827
Industrials - 14.69%
AECOM (1)		2,855		87,905
AGCO Corp.		1,582		78,625
Air Lease Corp.		368,714		11,843,094
Allison Transmission Holdings, Inc.		1,733		46,756
AMERCO		83		29,657
Armstrong World Industries, Inc. (1)		295		14,269
Babcock & Wilcox Enterprise, Inc. (1)		866		18,532
BWX Technologies, Inc.		1,873		62,858
Canadian National Railway Co.		272,735		17,035,028
Carlisle Companies, Inc.		1,112		110,644
Caterpillar , Inc.		10,894		833,827
Chicago Bridge & Iron Co.		2,142		78,376
Clean Harbors, Inc. (1)		385		18,996
Colfax Corp. (1)		2,194		62,726
Copa Holdings SA		707		47,899
Crane Co.		1,013		54,560
CSX Corp.		424,501		10,930,901
Cummins, Inc.		968		106,422
Danaher Corp.		10,506		996,599
Deere & Co.		113,571		8,743,831
Donaldson Co., Inc.		279		8,903
Dover Corp.		3,507		225,605
Dun & Bradstreet Corp.		555		57,209
Eaton Corp. Plc		126,605		7,920,409
Emerson Electric Co.		4,545		247,157
Fedex Corp.		3,742		608,898
Flowserve Corp.		1,569		69,679
Fluor Corp.		3,057		164,161
Fortune Brands Home & Security, Inc.		2,264		126,875
GATX Corp.		930		44,175
General Dynamics Corp.		120,389		15,815,503
General Electric Co.		205,606		6,536,215
Genesee & Wyoming, Inc. (1)		756		47,401
Honeywell International, Inc.		227,705		25,514,345
Hubbell, Inc.		1,098		116,311
IDEX Corp.		136		11,272
IHS, Inc. (1)		201		24,956
Ingersoll-Rand Plc		5,379		333,552
ITT Corp.		1,951		71,972
Jacobs Engineering Group, Inc. (1)		394,975		17,201,161
Jetblue Airways Corp. (1)		4,292		90,647
Joy Global, Inc.		758,315		12,186,122
Kansas City Southern		2,418		206,618
KAR Auction Services, Inc.		2,058		78,492
KBR, Inc.		356,535		5,519,162
Kennametal, Inc.		1,674		37,648
Kirby Corp. (1)		1,220		73,554
L-3 Communications Holdings, Inc.		1,696		200,976
Lincoln Electric Holdings, Inc.		121		7,087
Lockheed Martin Corp.		75,619		16,749,609
Macquarie Infrastructure Corp.		1,511		101,902
Manitowoc Foodservice, Inc. (1)		2,873		42,348
ManpowerGroup, Inc.		1,632		132,877
MSC Industrial Direct Co., Inc.		698		53,264
Nielsen Holdings Plc		240,001		12,638,453
Norfolk Southern Corp.		6,664		554,778
Northrop Grumman Corp.		52,031		10,296,935
NOW, Inc. (1)		2,282		40,437
Orbital ATK, Inc.		1,323		115,022
Oshkosh Corp.		1,632		66,700
Owens Corning		245,578		11,610,928
PACCAR, Inc.		724		39,596
Parker-Hannifin Corp.		1,659		184,282
Pentair Plc		3,924		212,916
Pitney Bowes, Inc.		2,602		56,047
Quanta Services, Inc. (1)		2,703		60,980
Raytheon Co.		72,757		8,922,191
Regal-Beloit Corp.		927		58,484
Republic Services, Inc.		5,319		253,450
Rolls-Royce Holdings Plc - ADR		771,000		7,571,220
Roper Technologies, Inc.		1,356		247,836
RR Donnelley & Sons Co.		2,133		34,981
Ryder System, Inc.		1,166		75,533
Spirit Aerosystems Holdings, Inc. (1)		224,721		10,193,345
SPX Corp.		867		13,022
SPX Flow, Inc. (1)		867		21,744
Stanley Black & Decker, Inc.		116,150		12,220,142
Terex Corp.		2,218		55,184
Textron, Inc.		4,689		170,961
The ADT Corp.		3,747		154,601
The Manitowoc Co., Inc.		2,873		12,440
The Timken Co.		1,561		52,278
TransUnion (1)		153		4,224
Trinity Industries, Inc.		3,389		62,053
Triumph Group, Inc.		1,039		32,708
Tyco International Plc		301,929		11,083,814
Union Pacific Corp.		333,540		26,533,107
United Parcel Service, Inc.		203,480		21,461,036
United Technologies Corp.		299,690		29,998,969
Valmont Industries, Inc.		471		58,329
Waste Connections, Inc.		2,740		176,977
Waste Management, Inc.		9,153		540,027
WESCO International, Inc. (1)		933		51,007
Xylem, Inc.		3,964		162,128
				327,926,435
Information Technology - 12.38%
3D Systems Corp. (1)		1,431		22,138
Accenture Plc		156,164		18,021,326
Activision  Blizzard,  Inc.		11,026		373,120
Alphabet, Inc. - Class C (1)		13,721		10,221,459
Amdocs Ltd.		3,381		204,280
Analog Devices, Inc.		576		34,093
ANSYS, Inc. (1)		1,593		142,510
Apple, Inc.		118,286		12,891,991
Applied Materials, Inc.		10,255		217,201
ARRIS International Plc (1)		2,480		56,842
Arrow Electronics, Inc. (1)		183,955		11,848,541
Atlassian Corporation Plc (1)		112		2,817
Autodesk, Inc. (1)		1,279		74,578
Automatic Data Processing, Inc.		185,809		16,668,925
Avnet, Inc.		281,882		12,487,373
Black Knight Financial Services, Inc. (1)		52		1,614
Booz Allen Hamilton Holding Corp.		143		4,330
Broadcom Ltd.		2,462		380,379
Brocade Communications Systems, Inc.		9,135		96,648
CA, Inc.		6,545		201,521
Cisco Systems, Inc.		555,116		15,804,152
CommScope Holding Co., Inc. (1)		1,247		34,816
Computer Sciences Corp.		3,035		104,374
CoreLogic, Inc. (1)		1,060		36,782
Corning, Inc.		24,326		508,170
Cree, Inc. (1)		2,284		66,464
CSRA, Inc.		3,035		81,641
Cypress Semiconductor Corp.		6,922		59,944
Dolby Laboratories, Inc.		1,072		46,589
DST Systems, Inc.		169		19,058
EchoStar Corp. (1)		938		41,544
EMC Corp.		38,984		1,038,924
Fidelity National Information Services, Inc.		3,523		223,041
First Data Corp. (1)		858		11,102
First Solar, Inc. (1)		1,652		113,112
Fitbit, Inc. (1)		287		4,348
FLIR Systems, Inc.		1,119		36,871
Harris Corp.		2,242		174,562
Hewlett-Packard Enterprise Co.		37,546		665,691
HP, Inc.		37,752		465,105
Ingram Micro, Inc.		3,077		110,495
Intel Corp.		326,738		10,569,974
International Business Machines Corp.		8,824		1,336,395
Jabil Circuit, Inc.		3,447		66,424
Juniper Networks, Inc.		7,106		181,274
Keysight Technologies, Inc. (1)		544		15,091
Lam Research Corp.		991		81,857
Leidos Holdings, Inc.		1,333		67,077
Lexmark International, Inc.		1,310		43,793
Lumentum Holdings, Inc. (1)		947		25,541
Marvell Technology Group Ltd.		9,909		102,162
Match Group, Inc. (1)		152		1,681
Maxim Integrated Products, Inc.		4,067		149,584
Microchip Technology, Inc.		214,300		10,329,260
Micron Technology, Inc. (1)		21,767		227,900
Microsoft Corp.		688,095		38,003,487
National Instruments Corp.		1,917		57,721
NCR Corp. (1)		2,905		86,947
NetApp, Inc.		4,551		124,197
Nuance Communications, Inc. (1)		5,533		103,412
NVIDIA Corp.		11,807		420,683
ON Semiconductor Corp. (1)		669		6,416
Oracle Corp.		1,010,993		41,359,724
Paychex, Inc.		885		47,799
QUALCOMM, Inc.		483,511		24,726,752
Samsung Electronic Co. Ltd.		25,741		29,540,553
SanDisk Corp.		4,543		345,631
Square, Inc. (1)		148		2,261
SS&C Technologies Holdings, Inc.		181		11,479
SunEdison, Inc. (1)		441		238
SunPower Corp. (1)		1,107		24,730
Symantec Corp.		14,886		273,605
Synopsys, Inc. (1)		3,141		152,150
Teradata Corp. (1)		738		19,365
Teradyne, Inc.		4,688		101,214
Texas Instruments, Inc.		217,400		12,483,108
Trimble Navigation Ltd. (1)		5,369		133,151
Viavi Solutions, Inc. (1)		5,094		34,945
Western Digital Corp.		4,912		232,043
Xerox Corp.		22,130		246,971
Xilinx, Inc.		4,349		206,273
Yahoo!, Inc. (1)		20,523		755,452
Zillow Group, Inc. - Class A (1)		358		9,147
Zillow Group, Inc. - Class C (1)		716		16,991
Zynga, Inc. (1)		16,353		37,285
				276,360,214
Materials - 6.93%
Air Products & Chemicals, Inc.		83,331		12,003,831
Airgas, Inc.		1,151		163,028
Albemarle Corp.		2,454		156,884
Alcoa, Inc.		28,604		274,026
Allegheny Technologies, Inc.		2,320		37,816
AptarGroup, Inc.		1,116		87,506
Ashland, Inc.		1,252		137,670
Avery Dennison Corp.		129		9,302
Bemis, Inc.		1,898		98,278
Cabot Corp.		1,348		65,149
Celanese Corp.		167,790		10,990,245
Chemours Co.		1,969		13,783
CRH Plc - ADR		427,300		12,041,314
Crown Holdings, Inc. (1)		1,706		84,601
Domtar Corp.		1,340		54,270
Dow Chemical Co.		21,253		1,080,928
DuPont		10,672		675,751
Eastman Chemical Co.		2,442		176,386
Ecolab, Inc.		74,286		8,284,375
FMC Corp.		248,101		10,015,837
Freeport-McMoRan, Inc.		27,370		283,006
Goldcorp, Inc.		1,404,135		22,789,111
Graphic Packaging Holding Co.		2,956		37,985
Huntsman Corp.		1,517		20,176
International Paper Co.		426		17,483
Kinross Gold Corp. (1)		3,324,070		11,301,838
Lyondellbasell Industries NV		111,900		9,576,402
Martin Marietta Materials, Inc.		1,269		202,418
Newmont Mining Corp.		11,565		307,398
Nucor Corp.		254,818		12,052,891
Owens-Illinois, Inc. (1)		3,301		52,684
Platform Specialty Products Corp. (1)		2,358		20,279
Praxair, Inc.		147,893		16,926,354
Reliance Steel & Aluminum Co.		1,623		112,295
Royal Gold, Inc.		1,343		68,882
Scotts Miracle-Gro Co.		94		6,840
Sonoco Products Co.		2,207		107,194
Southern Copper Corp.		1,629		45,140
Steel Dynamics, Inc.		4,697		105,729
Tahoe Resources, Inc.		3,050		30,591
The Mosaic Co.		878,601		23,722,227
United States Steel Corp.		3,078		49,402
Vulcan Materials Co.		2,519		265,931
Westlake Chemical Corp.		854		39,540
WestRock Co.		5,161		201,434
				154,794,210
Telecommunication Services - 1.22%
AT&T, Inc.		113,458		4,444,150
Centurylink, Inc.		12,327		393,971
Frontier Communications Corp.		25,527		142,696
Level 3 Communications, Inc. (1)		5,570		294,374
SBA Communications Corp. (1)		1,435		143,744
Sprint Corp. (1)		16,236		56,501
Telephone & Data Systems, Inc.		2,056		61,865
T-Mobile US, Inc. (1)		5,998		229,723
United States Cellular Corp. (1)		282		12,885
Verizon Communications, Inc.		219,016		11,844,385
Vodafone Group Plc - ADR		297,900		9,547,695
Zayo Group Holdings, Inc. (1)		441		10,690
				27,182,679
Utilities - 0.68%
AES Corp.		14,925		176,115
AGL Resources, Inc.		2,604		169,625
Alliant Energy Corp.		2,469		183,397
Ameren Corp.		5,346		267,835
American Electric Power Co., Inc.		10,712		711,277
American Water Works Co., Inc.		3,933		271,102
Aqua America, Inc.		3,872		123,207
Atmos Energy Corp.		2,207		163,892
Avangrid, Inc.		1,209		48,493
Calpine Corp. (1)		7,198		109,194
CenterPoint Energy, Inc.		9,399		196,627
CMS Energy Corp.		6,078		257,950
Consolidated Edison, Inc.		6,404		490,674
Dominion Resources, Inc.		12,331		926,305
DTE Energy Co.		3,922		355,569
Duke Energy Corp.		15,119		1,219,801
Edison International		7,108		510,994
Entergy Corp.		3,924		311,095
Eversource Energy		6,943		405,055
Exelon Corp.		20,091		720,463
FirstEnergy Corp.		9,221		331,679
Great Plains Energy, Inc.		3,371		108,715
Hawaiian Electric Industries, Inc.		2,347		76,043
ITC Holdings Corp.		2,141		93,283
MDU Resources Group, Inc.		4,256		82,822
National Fuel Gas Co.		1,846		92,392
Nextera Energy, Inc.		9,710		1,149,081
NiSource, Inc.		6,937		163,436
NRG Energy, Inc.		6,957		90,511
OGE Energy Corp.		4,365		124,970
PG&E Corp.		10,489		626,403
Pinnacle West Capital Corp.		2,422		181,820
PPL Corp.		14,603		555,936
Public Service Enterprise Group, Inc.		11,039		520,378
Questar Corp.		3,840		95,232
SCANA Corp.		3,123		219,078
Sempra Energy		5,425		564,471
TECO Energy, Inc.		5,137		141,422
TerraForm Power, Inc.		1,111		9,610
The Southern Co.		19,865		1,027,616
UGI Corp.		3,769		151,853
Vectren Corp.		1,806		91,311
WEC Energy Group, Inc.		6,896		414,243
Westar Energy, Inc.		3,086		153,096
Xcel Energy, Inc.		11,073		463,073
				15,147,144
Total Common Stocks (Cost $2,142,592,775)			$	2,088,914,177
SHORT-TERM INVESTMENTS - 6.04%
Money Market Fund - 6.04%
Goldman Sachs Financial Square Government Fund - Class I, 0.25%		67,402,534	$	67,402,534
JPMorgan U.S. Government Money Market Fund - Class I, 0.23%		67,402,535		67,402,535
Total Short-Term Investments (Cost $134,805,069)			$	134,805,069
TOTAL INVESTMENTS IN SECURITIES - 99.59%
(Cost $2,277,397,844)			$	2,223,719,246
OTHER ASSETS IN EXCESS OF LIABILITIES - 0.41%				9,044,918
TOTAL NET ASSETS - 100.00%			$	2,232,764,164
Percentages are stated as a percent of net assets.
ADR - American Depository Receipt
(1) Non-income producing security.
The sector classifications listed above are in accordance with Global Industry Classification Standards (GICS®), which was
developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor Financial Services LLC ("S&P").
The accompanying notes are an integral part of these Schedule of Investments.

Open Futures Contracts
Number of Contracts Purchased	Description	Counterparty	Settlement Month	Notional Amount		Value		Unrealized Appreciation
15	E-Mini S&P 500 Futures	Morgan Stanley	Jun. 2016	$	1,499,632	$	1,538,625	$	38,993
								$	38,993

Bridge Builder Small/Mid Cap Growth Fund
Schedule of Investments
March 31, 2016 (Unaudited)
	Shares		Value
COMMON STOCKS - 95.47%
Consumer Discretionary - 15.53%
1-800-Flowers.Com, Inc. (1)		4,235	$	33,372
2u, Inc. (1)		4,452		100,615
Aaron's, Inc.		42,671		1,071,042
Advance Auto Parts, Inc.		106,869		17,135,375
AMC Entertainment Holdings, Inc.		315		8,817
AMC Networks, Inc. (1)		1,375		89,292
American Axle & Manufacturing Holdings, Inc. (1)		12,944		199,208
American Eagle Outfitters, Inc.		27,098		451,724
America's Car-Mart, Inc. (1)		267		6,675
Aramark		4,061		134,500
Arctic Cat, Inc.		852		14,314
Asbury Automotive Group, Inc. (1)		4,325		258,808
Ascena Retail Group, Inc. (1)		5,245		58,010
AutoNation, Inc. (1)		1,573		73,428
Autozone, Inc. (1)		717		571,227
Bassett Furniture Industries, Inc.		888		28,292
Bed Bath & Beyond, Inc. (1)		3,930		195,085
Big Lots, Inc.		8,405		380,662
BJ's Restaurants, Inc. (1)		3,369		140,049
Black Diamond, Inc. (1)		136		615
Bloomin Brands, Inc.		168,275		2,838,799
Blue Nile, Inc.		2,001		51,446
Bob Evans Farms, Inc.		290		13,540
Bojangles, Inc. (1)		1,523		25,906
Boot Barn Holdings, Inc. (1)		2,043		19,204
Borgwarner, Inc.		5,189		199,258
Boyd Gaming Corp. (1)		14,153		292,401
Bravo Brio Restaurant Group, Inc. (1)		2,405		18,639
Bright Horizons Family Solutions, Inc. (1)		17,079		1,106,378
Brinker International, Inc.		1,311		60,240
Brunswick Corp.		1,568		75,233
Buckle, Inc.		4,749		160,849
Buffalo Wild Wings, Inc. (1)		74,728		11,068,711
Build-A-Bear Workshop, Inc. (1)		203		2,637
Burlington Stores, Inc. (1)		11,479		645,579
Cabela's, Inc. (1)		165,604		8,063,259
Cablevision Systems Corp.		670		22,110
CalAtlantic Group, Inc.		2,849		95,214
Caleres, Inc.		654		18,502
Callaway Golf Co.		111,340		1,015,421
Capella Education Company		2,029		106,807
CarMax, Inc. (1)		200,568		10,249,025
Carmike Cinemas, Inc. (1)		216		6,489
Carriage Services, Inc.		564		12,188
Carrols Restaurant Group, Inc. (1)		5,242		75,694
Carter's, Inc.		1,206		127,088
Cato Corp.		755		29,105
Cavco Industries, Inc. (1)		1,167		109,068
Central European Media Enterprises Ltd. (1)		9,375		23,906
Century Communities, Inc. (1)		285		4,865
Charter Communications, Inc. - Class A (1)		1,720		348,180
Cheesecake Factory, Inc.		8,267		438,895
Chegg, Inc. (1)		4,863		21,689
Cherokee, Inc. (1)		1,323		23,536
Chicos FAS, Inc.		22,608		300,008
Children's Place, Inc.		908		75,791
Chipotle Mexican Grill, Inc. (1)		712		335,331
Choice Hotels International, Inc.		814		43,997
Churchill Downs, Inc.		2,245		331,991
Chuy's Holdings, Inc. (1)		38,319		1,190,571
Cinemark Holdings, Inc.		2,660		95,308
Citi Trends, Inc.		138		2,461
Clear Channel Outdoor Holdings, Inc.		329		1,546
ClubCorp Holdings, Inc.		7,577		106,381
Coach, Inc.		887		35,560
Collectors Universe, Inc.		1,208		20,053
Columbia Sportswear Co.		3,373		202,684
Container Store Group, Inc. (1)		2,696		15,826
Cooper Tire & Rubber Co.		1,063		39,352
Cooper-Standard Holdings, Inc. (1)		171		12,285
Core Mark Holding Company, Inc.		2,026		165,241
Cracker Barrel Old Country Store, Inc.		3,057		466,712
Crocs, Inc. (1)		9,566		92,025
Crown Media Holdings, Inc. (1)		4,960		25,197
CST Brands, Inc.		172,456		6,603,340
Culp, Inc.		1,757		46,069
D. R. Horton, Inc.		3,120		94,318
Dana Holding Corp.		13,773		194,062
Darden Restaurants, Inc.		573		37,990
Dave & Busters Entertainment, Inc. (1)		3,933		152,522
Deckers Outdoor Corp. (1)		3,185		190,813
Del Frisco's Restaurant Group, Inc. (1)		306		5,073
Delphi Automotive Plc		6,624		496,932
Denny's Corp. (1)		9,342		96,783
Destination Xl Group, Inc. (1)		1,262		6,525
Diamond Resorts International, Inc. (1)		7,622		185,215
Dick's Sporting Goods, Inc.		1,455		68,021
Dillard's, Inc.		58		4,925
DineEquity, Inc.		2,730		255,064
Discovery Communications, Inc. - Class A (1)		3,249		93,019
Discovery Communications, Inc. - Class C (1)		5,287		142,749
Dollar General Corp.		6,573		562,649
Dollar Tree, Inc. (1)		5,283		435,636
Domino's Pizza, Inc.		1,155		152,298
Dorman Products, Inc. (1)		4,506		245,217
Drew Industries, Inc.		4,074		262,610
DSW, Inc.		101		2,792
Duluth Holdings, Inc. (1)		820		15,982
Dunkin' Brands Group, Inc.		2,209		104,199
E.W. Scripps Co.		6,494		101,241
El Pollo LoCo Holdings, Inc. (1)		2,337		31,176
Eldorado Resorts, Inc. (1)		3,473		39,731
Empire Resorts, Inc. (1)		547		7,464
Entravision Communication Corp.		10,341		76,937
Escalade, Inc.		427		5,026
Etsy, Inc. (1)		3,363		29,258
Expedia, Inc.		12,140		1,308,935
Express, Inc. (1)		12,886		275,889
Extended Stay America, Inc.		1,377		22,445
Fenix Parts, Inc. (1)		1,489		6,849
Fiesta Restaurant Group, Inc. (1)		4,553		149,247
Finish Line, Inc.		2,163		45,639
Five Below, Inc. (1)		9,234		381,734
Fogo De Chao, Inc. (1)		808		12,613
Foot Locker, Inc.		2,777		179,116
Fossil Group, Inc. (1)		789		35,047
Fox Factory Holding Corp. (1)		2,840		44,900
Francesca's Holdings Corp. (1)		7,154		137,071
Gap, Inc.		5,172		152,057
Gentex Corp.		3,380		53,032
Gentherm, Inc. (1)		69,748		2,900,819
Genuine Parts Co.		3,243		322,224
G-III Apparel Group Ltd. (1)		6,758		330,399
Global Eagle Entertainment, Inc. (1)		7,814		66,575
GNC Holdings, Inc.		1,704		54,102
GoPro, Inc. (1)		2,048		24,494
Grand Canyon Education, Inc. (1)		7,956		340,039
Gray Television, Inc. (1)		138,781		1,626,513
Group 1 Automotive, Inc.		863		50,649
Groupon, Inc. (1)		10,319		41,173
H&R Block, Inc.		5,060		133,685
Hanesbrands, Inc.		9,214		261,125
Harley-Davidson, Inc.		2,407		123,551
Harman International Industries, Inc.		11,863		1,056,282
Hasbro, Inc.		2,074		166,127
Helen Of Troy Corp. (1)		3,033		314,492
Hemisphere Media Group, Inc. (1)		273		3,584
Hibbett Sports, Inc. (1)		3,859		138,538
Hilton Worldwide Holdings, Inc.		11,916		268,348
Hooker Furniture Corp.		91		2,989
Horizon Global Corp. (1)		155		1,950
Houghton Mifflin Harcourt Co. (1)		1,443		28,773
HSN, Inc.		5,512		288,333
Imax Corp. (1)		65,881		2,048,240
Installed Building Products, Inc. (1)		3,384		90,048
International Game Technology Plc		1,458		26,609
Interpublic Group of Companies, Inc.		9,479		217,543
Interval Leisure Group, Inc.		6,637		95,838
iRobot Corp. (1)		921		32,511
Isle Of Capri Casinos, Inc. (1)		4,518		63,252
Jack In The Box, Inc.		5,922		378,238
JAKKS Pacific, Inc. (1)		585		4,352
Jamba, Inc. (1)		2,246		27,761
Jarden Corp. (1)		4,844		285,554
John Wiley & Sons, Inc.		127,500		6,233,475
Journal Media Group, Inc.		279		3,337
Kate Spade & Co. (1)		2,930		74,774
Kirkland's, Inc.		2,914		51,024
Kona Grill, Inc. (1)		745		9,648
Krispy Kreme Doughnuts, Inc. (1)		95,506		1,488,939
L Brands, Inc.		5,678		498,585
La Quinta Holdings, Inc. (1)		16,941		211,762
Lands End, Inc. (1)		500		12,755
La-Z-Boy, Inc.		3,298		88,189
Lear Corp.		1,351		150,191
Leggett & Platt, Inc.		3,163		153,089
Lennar Corp. - Class A		1,568		75,828
Lennar Corp. - Class B		84		3,252
LGI Homes, Inc. (1)		649		15,712
Libbey, Inc.		3,532		65,695
Liberty Interactive Corp. (1)		5,085		128,396
Liberty Tax, Inc.		946		18,532
Liberty TripAdvisor Holdings, Inc. (1)		3,658		81,061
Liberty Venture Group (1)		3,254		127,296
Lifelock, Inc. (1)		16,056		193,796
Lions Gate Entertainment Corp.		2,179		47,611
Lithia Motors, Inc.		3,866		337,618
Live Nation Entertainment, Inc. (1)		3,343		74,582
LKQ Corp. (1)		63,753		2,035,633
Loral Space and Communications, Inc. (1)		2,182		76,654
Lululemon Athletica, Inc. (1)		2,560		173,338
M.D.C. Holdings, Inc.		2,362		59,192
M/I Homes, Inc. (1)		820		15,293
Macy's, Inc.		5,200		229,268
Malibu Boats, Inc. (1)		3,154		51,726
Marine Products Corp.		1,726		13,100
Marinemax, Inc. (1)		2,289		44,567
Marriott International, Inc.		4,496		320,025
Marriott Vacations Worldwide Corp.		2,465		166,387
Mattress Firm Holding Corp. (1)		41,031		1,739,304
MCBC Holdings, Inc. (1)		1,016		14,305
MDC Partners, Inc.		142,180		3,355,448
Meritage Homes Corp. (1)		478		17,428
Metaldyne Performance Group, Inc.		1,196		20,105
MGM Resorts International (1)		714		15,308
Michael Kors Holdings Ltd. (1)		4,223		240,542
Mohawk Industries, Inc. (1)		994		189,755
Monarch Casino & Resort, Inc. (1)		796		15,490
Monro Muffler Brake, Inc.		45,301		3,237,662
Morgans Hotel Group Co. (1)		8,684		11,984
Morningstar, Inc.		438		38,662
Motorcar Parts of America, Inc. (1)		2,819		107,066
MSG Network, Inc. (1)		1,411		24,396
Murphy USA, Inc. (1)		58		3,564
National Cinemedia, Inc.		149,334		2,271,370
Nautilus, Inc. (1)		5,364		103,632
Netflix, Inc. (1)		16,630		1,700,085
New Home Company, Inc. (1)		451		5,529
New York Times Co.		4,676		58,263
Newell Rubbermaid, Inc.		3,106		137,565
Nexstar Broadcasting Group, Inc.		5,359		237,243
Noodles & Co. (1)		1,357		16,094
Nordstrom, Inc.		2,925		167,339
Norwegian Cruise Line Holdings Ltd. (1)		2,770		153,153
NutriSystem, Inc.		4,872		101,679
NVR, Inc. (1)		93		161,113
Office Depot, Inc. (1)		2,225		15,797
Ollie's Bargain Outlet Holdings, Inc. (1)		94,695		2,218,704
Omnicom Group, Inc.		5,605		466,504
O'Reilly Automotive, Inc. (1)		5,907		1,616,510
Outerwall, Inc.		2,974		110,008
Overstock.Com, Inc. (1)		2,003		28,803
Oxford Industries, Inc.		2,494		167,672
Panera Bread Co. (1)		9,031		1,849,820
Papa John's International, Inc.		4,687		253,989
Papa Murphy's Holdings, Inc. (1)		1,684		20,124
Party City Holdings, Inc. (1)		4,358		65,544
Penn National Gaming, Inc. (1)		1,749		29,191
Penske Automotive Group, Inc.		367		13,909
Performance Sports Group Ltd. (1)		802		2,550
Petmed Express, Inc.		3,371		60,375
Pier 1 Imports, Inc.		14,253		99,914
Planet Fitness, Inc. (1)		1,683		27,332
Polaris Industries, Inc.		72,975		7,186,578
Pool Corp.		7,391		648,486
Popeyes Louisiana Kitchen, Inc. (1)		57,956		3,017,189
Potbelly Corp. (1)		56,426		767,958
Ralph Lauren Corp.		75		7,219
Reading International, Inc. (1)		625		7,487
Red Robin Gourmet Burgers, Inc. (1)		2,418		155,888
Regal Entertainment Group		1,900		40,166
Restoration Hardware Holdings, Inc. (1)		5,671		237,615
Ross Stores, Inc.		250,134		14,482,759
Ruth's Hospitality Group, Inc.		3,932		72,388
Sally Beauty Holdings, Inc. (1)		218,355		7,070,335
Scientific Games Corp. (1)		8,615		81,239
Scripps Networks Interactive, Inc.		2,096		137,288
Sears Holdings Corp. (1)		49		750
SeaWorld Entertainment, Inc.		11,593		244,149
Select Comfort Corp. (1)		8,338		161,674
Sequential Brands Group, Inc. (1)		4,836		30,902
Service Corp. International		4,640		114,515
Servicemaster Global Holdings, Inc. (1)		2,358		88,849
Shake Shack, Inc. (1)		886		33,066
Shutterfly, Inc. (1)		3,803		176,345
Signet Jewelers Ltd.		77,182		9,572,883
Sinclair Broadcast Group, Inc.		11,322		348,151
Sirius XM Holdings, Inc. (1)		49,082		193,874
Six Flags Entertainment Corp.		1,650		91,558
Skechers USA, Inc. (1)		2,817		85,778
Skullcandy, Inc. (1)		1,339		4,767
Smith & Wesson Holding Corp. (1)		9,139		243,280
Sonic Corp.		6,061		213,105
Sotheby's		9,405		251,396
Sportsman's Warehouse Holdings, Inc. (1)		1,412		17,791
Starwood Hotels & Resorts Worldwide, Inc.		121,401		10,128,485
Starz (1)		1,980		52,133
Steven Madden Ltd. (1)		47,503		1,759,511
Stoneridge, Inc. (1)		4,731		68,883
Strattec Security Corp.		85		4,878
Strayer Education, Inc. (1)		740		36,075
Sturm, Ruger & Company, Inc.		3,193		218,337
Superior Uniform Group, Inc.		1,299		23,148
Tailored Brands, Inc.		8,241		147,514
Tempur Sealy International, Inc. (1)		1,400		85,106
Tenneco, Inc. (1)		9,796		504,592
Texas Roadhouse, Inc.		66,195		2,884,778
The Habit Restaurants, Inc. (1)		1,998		37,223
The Madison Square Garden Co. (1)		472		78,522
The Michaels Companies, Inc. (1)		1,439		40,249
Thor Industries, Inc.		1,046		66,703
Tiffany & Co.		1,954		143,385
Tile Shop Holdings, Inc. (1)		4,587		68,392
Toll Brothers, Inc. (1)		1,407		41,521
Topbuild Corp. (1)		885		26,320
Tower International, Inc.		2,014		54,781
Tractor Supply Co.		123,915		11,209,351
Travelport Worldwide Ltd.		12,725		173,824
Tri Pointe Homes, Inc. (1)		1,744		20,544
Tribune Publishing Co.		2,622		20,242
TripAdvisor, Inc. (1)		108,043		7,184,859
Tuesday Morning Corp. (1)		6,113		50,004
Tumi Holdings, Inc. (1)		9,518		255,273
Tupperware Brands Corp.		57,583		3,338,662
Ulta Salon Cosmetics & Fragrance, Inc. (1)		12,724		2,465,148
Under Armour, Inc. (1)		70,119		5,948,195
Unifi, Inc. (1)		173		3,963
Universal Electronics, Inc. (1)		2,035		126,150
Urban Outfitters, Inc. (1)		2,001		66,213
Vail Resorts, Inc.		6,254		836,160
Vince Holding Corp. (1)		3,470		21,965
Vista Outdoor, Inc. (1)		31,266		1,623,018
Visteon Corp.		928		73,860
Vitamin Shoppe, Inc. (1)		284		8,793
VOXX International Corp. (1)		91		407
Wayfair, Inc. (1)		3,411		147,423
Weight Watchers International, Inc. (1)		4,397		63,888
Weyco Group, Inc.		51		1,358
Whirlpool Corp.		137		24,707
William Lyon Homes (1)		580		8,404
Williams-Sonoma, Inc.		2,103		115,118
Wingstop, Inc. (1)		1,051		23,837
Winmark Corp.		374		36,645
Winnebago Industries, Inc.		4,123		92,561
Wolverine World Wide, Inc.		17,509		322,516
World Wrestling Entertainment, Inc.		5,063		89,413
Wyndham Worldwide Corp.		2,580		197,189
Wynn Resorts Ltd.		1,650		154,160
Zagg, Inc. (1)		4,473		40,302
Zoe's Kitchen, Inc. (1)		3,317		129,330
Zumiez, Inc. (1)		2,679		53,366
				218,948,183
Consumer Staples - 6.39%
Alico, Inc.		72		1,988
Amplify Snack Brands, Inc. (1)		1,573		22,525
Arcadia Biosciences, Inc. (1)		550		1,529
B&G Foods, Inc.		10,112		351,999
Blue Buffalo Pet Products, Inc. (1)		165,577		4,248,706
Boston Beer, Inc. (1)		1,566		289,820
Brown Forman Corp. - Class A		579		61,773
Brown Forman Corp. - Class B		2,497		245,880
Calavo Growers, Inc.		30,031		1,713,569
Cal-Maine Foods, Inc.		5,325		276,421
Campbell Soup Co.		2,353		150,098
Casey's General Stores, Inc.		109,148		12,368,651
Castle Brands, Inc. (1)		12,291		11,555
Central Garden & Pet Co. (1)		872		14,205
Church & Dwight Co., Inc.		3,003		276,817
Clorox Co.		2,387		300,905
Coca-Cola Bottling Co. Consolidated		731		116,785
Coca-Cola Enterprises, Inc.		5,345		271,205
ConAgra Foods, Inc.		1,332		59,434
Constellation Brands, Inc.		3,754		567,192
Coty, Inc.		1,787		49,732
Craft Brew Alliance, Inc. (1)		752		6,189
Dean Foods Co.		7,471		129,398
Diplomat Pharmacy, Inc. (1)		6,143		168,318
Dr Pepper Snapple Group, Inc.		4,399		393,359
Fairway Group Holdings Corp. (1)		507		177
Farmer Brothers Co. (1)		1,308		36,454
Flowers Foods, Inc.		600,560		11,086,338
Freshpet, Inc. (1)		3,417		25,047
Herbalife Ltd. (1)		1,434		88,277
Hormel Foods Corp.		6,140		265,494
HRG Group, Inc. (1)		6,057		84,374
Ingles Markets, Inc.		667		25,012
Ingredion, Inc.		202		21,572
Inter Parfums, Inc.		1,148		35,473
Inventure Foods, Inc. (1)		3,437		19,419
J & J Snack Foods Corp.		17,559		1,901,288
John B. Sanfilippo & Son, Inc.		368		25,425
Kellogg Co.		5,157		394,768
Lancaster Colony Corp.		2,036		225,120
Landec Corp. (1)		1,014		10,647
Lifeway Foods, Inc. (1)		774		8,382
Limoneira Co.		1,939		29,473
McCormick & Co, Inc.		2,932		291,675
Mead Johnson Nutrition Co		96,378		8,189,239
Medifast, Inc.		1,872		56,516
MGP Ingredients, Inc.		1,797		43,559
Molson Coors Brewing Co.		67,000		6,444,060
Monster Beverage Corp. (1)		16,728		2,231,181
National Beverage Corp. (1)		1,825		77,234
Natural Grocers by Vitamin Cottage, Inc. (1)		1,544		32,841
Natural Health Trends Corp.		1,266		41,968
Nu Skin Enterprises, Inc.		283		10,825
Orchids Paper Products Company		502		13,810
Performance Food Group Co. (1)		1,719		40,139
Pilgrim's Pride Corp. (1)		159		4,039
PriceSmart, Inc.		3,287		278,014
Revlon, Inc. (1)		602		21,919
Rite Aid Corp. (1)		13,482		109,878
Seaboard Corp. (1)		4		12,012
Snyder's-Lance, Inc.		168,412		5,301,599
Spectrum Brands Holdings, Inc.		580		63,382
Sprouts Farmers Market, Inc. (1)		3,519		102,192
Synutra International, Inc. (1)		3,498		17,385
Sysco Corp.		4,251		198,649
The Chefs' Warehouse, Inc. (1)		3,213		65,192
The Fresh Market, Inc. (1)		7,304		208,383
The Hain Celestial Group, Inc. (1)		2,355		96,343
The Hershey Co.		3,343		307,857
The J. M. Smucker Co.		59,000		7,660,560
Tootsie Roll Industries, Inc.		1,149		40,160
Treehouse Foods, Inc. (1)		145,062		12,584,128
Tyson Foods, Inc.		345		22,998
United Natural Foods, Inc. (1)		7,812		314,824
Usana Health Sciences, Inc. (1)		906		110,006
Vector Group Ltd.		14,597		333,395
WD-40 Co.		2,467		266,461
WhiteWave Foods Co. (1)		24,475		994,664
Whole Foods Market, Inc.		229,893		7,151,971
				90,119,851
Energy - 2.69%
Cabot Oil & Gas Corp.		10,660		242,089
Carrizo Oil & Gas, Inc. (1)		69,446		2,147,270
Continental Resources, Inc. (1)		646		19,613
Core Laboratories NV		134,160		15,080,926
CVR Energy, Inc.		124		3,236
Delek US Holdings, Inc.		5,422		82,631
Denbury Resources, Inc.		922,000		2,046,840
Energy Fuels, Inc. (1)		4,705		10,398
Evolution Petroleum Corp.		3,592		17,457
Fairmount Santrol Holdings, Inc. (1)		10,205		25,615
FMC Technologies, Inc. (1)		3,447		94,310
Forum Energy Technologies, Inc. (1)		123,847		1,634,780
Franks International		200,000		3,296,000
Gener8 Maritime, Inc. (1)		327		2,309
Hallador Energy Company		384		1,755
Hollyfrontier Corp.		625		22,075
ION Geophysical Corp. (1)		325		2,626
Isramco, Inc. (1)		149		12,173
Matador Resources Co. (1)		8,021		152,078
Memorial Resource Development Corp. (1)		2,041		20,777
Oceaneering International, Inc.		157,227		5,226,225
Oil States International, Inc. (1)		32,931		1,037,985
ONEOK, Inc.		2,154		64,318
Panhandle Oil And Gas, Inc.		1,150		19,907
Par Petroleum Corp. (1)		2,516		47,200
Parsley Energy, Inc. (1)		6,034		136,368
PHI, Inc. (1)		162		3,060
Range Resources Corp.		22,760		736,969
Rice Energy, Inc. (1)		77,225		1,078,061
Rignet, Inc. (1)		2,071		28,331
RPC, Inc.		49,261		698,521
RSP Permian, Inc. (1)		70,697		2,053,041
SemGroup Corp.		7,444		166,746
Solazyme, Inc. (1)		13,452		27,308
Synergy Resources Corp. (1)		122,149		949,098
Targa Resources Corp.		1,798		53,688
Teekay Corp.		419		3,629
Tesoro Corp.		176		15,138
Ultra Petroleum Corp. (1)		14,171		7,057
Uranium Energy Corp. (1)		19,546		14,620
US Silica Holdings, Inc.		10,790		245,149
Western Refining, Inc.		12,099		351,960
World Fuel Services Corp.		300		14,574
				37,893,911
Financials - 12.32%
Affiliated Managers Group, Inc. (1)		50,235		8,158,164
Alexander's, Inc.		354		134,715
Allied World Assurance Co. Holdings AG		288,000		10,062,720
Ally Financial, Inc. (1)		814		15,238
Altisource Asset Management Corp. (1)		298		3,516
Altisource Portfolio Solutions S.A. (1)		2,325		56,149
American Assets Trust, Inc.		78,881		3,148,930
Ameriprise Financial, Inc.		3,216		302,336
Amerisafe, Inc.		39,719		2,086,836
Amtrust Financial Services, Inc.		106		2,743
Aon Plc		6,467		675,478
Arthur J. Gallagher & Co.		196,641		8,746,592
Artisan Partners Asset Management, Inc.		815		25,135
Ashford, Inc. (1)		188		8,571
Associated Capital Group, Inc. (1)		1,100		30,822
Atlas Financial Holdings, Inc. (1)		939		17,033
Bank Of The Ozarks, Inc.		13,144		551,654
BGC Partners, Inc.		31,225		282,586
BNC Bancorp		627		13,242
Bofi Holding, Inc. (1)		10,417		222,299
Boston Properties, Inc.		3,213		408,308
Cardinal Financial Corp.		245		4,986
Caretrust REIT, Inc.		8,572		108,864
CBOE Holdings, Inc.		1,916		125,172
CBRE Group, Inc. (1)		6,560		189,059
Central Pacific Financial Corp.		94,522		2,057,744
Cohen & Steers, Inc.		3,408		132,639
Columbia Property Trust, Inc.		351		7,718
Commerce Bancshares, Inc.		217,875		9,793,481
Consolidated-Tomoka Land Co.		262		12,089
CoreSite Realty Corp.		4,143		290,051
Corporate Office Properties Trust		101,555		2,664,803
Cowen Group, Inc. (1)		1,427		5,437
Crawford & Co.		1,376		8,916
Credit Acceptance Corp (1)		195		35,402
Crown Castle International Corp.		7,658		662,417
Cubesmart		23,488		782,150
Cullen/Frost Bankers, Inc.		147,000		8,101,170
CyrusOne, Inc.		11,383		519,634
Diamond Hill Investment Group, Inc.		511		90,631
Digital Realty Trust, Inc.		1,926		170,432
Dupont Fabros Technology, Inc.		3,932		159,364
Eagle Bancorp, Inc. (1)		54,825		2,631,600
Easterly Government Properties, Inc.		2,616		48,448
Eastgroup Properties, Inc.		1,088		65,683
Eaton Vance Corp.		2,707		90,739
eHealth, Inc. (1)		2,972		27,907
Empire State Realty Trust, Inc.		1,206		21,141
Employers Holdings, Inc.		3,254		91,568
Encore Capital Group, Inc. (1)		33,091		851,762
Endurance Specialty Holdings Ltd.		171,500		11,205,810
Enova International, Inc. (1)		4,055		25,587
Equinix, Inc.		1,569		518,884
Equity Lifestyle Properties, Inc.		1,935		140,733
Equity One, Inc.		1,403		40,210
Erie Indemnity Co.		558		51,888
Essent Group Ltd. (1)		9,460		196,768
Evercore Partners, Inc.		58,828		3,044,349
Extra Space Storage, Inc.		2,818		263,370
Federal Realty Investment Trust		1,577		246,091
Federated Investors, Inc.		2,153		62,114
Fifth Street Asset Management, Inc.		1,153		3,528
Financial Engines, Inc.		72,699		2,284,930
First Cash Financial Services, Inc.		4,384		201,927
First Financial Bankshares, Inc.		6,159		182,183
First Midwest Bancorp, Inc.		137,103		2,470,596
First Republic Bank		107,590		7,169,798
Four Corners Property Trust, Inc.		269		4,829
Gain Capital Holdings, Inc.		765		5,018
Gamco Investors, Inc.		1,087		40,284
Gaming and Leisure Properties, Inc.		275		8,503
Great Western Bancorp, Inc.		73,602		2,007,127
Greenhill & Co, Inc.		4,977		110,489
HCI Group, Inc.		243		8,092
Healthcare Trust of America, Inc.		283		8,326
Heritage Insurance Holdings, Inc.		2,769		44,221
HFF, Inc.		89,528		2,464,706
Hilltop Holdings, Inc. (1)		63,477		1,198,446
Home Bancshares, Inc.		7,824		320,393
Homestreet, Inc. (1)		1,418		29,509
Houlihan Lokey, Inc.		725		18,052
Hudson Pacific Properties, Inc.		74,587		2,157,056
Impac Mortgage Holdings, Inc. (1)		1,382		19,168
Interactive Brokers Group, Inc.		112		4,404
Intercontinental Exchange, Inc.		956		224,794
INTL FCStone, Inc. (1)		716		19,139
Invesco Ltd.		1,234		37,970
Investment Technology Group, Inc.		482		10,652
Iron Mountain, Inc.		1,897		64,327
James River Group Holdings Ltd.		97,963		3,160,286
Janus Capital Group, Inc.		2,143		31,352
Jones Lang LaSalle, Inc.		69,110		8,107,985
KCG Holdings, Inc. (1)		802		9,584
Kennedy-Wilson Holdings, Inc.		1,508		33,025
Ladenburg Thalmann Financial Services, Inc. (1)		2,521		6,302
Lamar Advertising Co.		1,859		114,328
Lazard Ltd.		113,664		4,410,163
Legg Mason, Inc.		734		25,455
LendingClub Corp. (1)		1,534		12,732
Lendingtree, Inc. (1)		11,036		1,079,100
Leucadia National Corp.		1,007		16,283
LPL Financial Holdings, Inc.		1,751		43,425
LTC Properties, Inc.		590		26,692
Maiden Holdings Ltd.		1,089		14,092
Marcus & Millichap, Inc. (1)		2,330		59,159
Markel Corp. (1)		33		29,422
MarketAxess Holdings, Inc.		17,372		2,168,547
McGraw Hill Financial, Inc.		6,280		621,594
Medley Management, Inc.		1,354		7,447
Meridian Bancorp, Inc.		1,316		18,319
MGIC Investment Corp. (1)		25,851		198,277
Moelis & Co.		2,662		75,148
Moody's Corp.		4,073		393,289
MSCI, Inc.		2,357		174,607
National General Holdings Corp.		382		8,247
National Health Investors, Inc.		2,329		154,925
National Interstate Corp.		245		7,330
National Storage Affiliates Trust Co.		3,959		83,931
Northern Trust Corp.		150,000		9,775,500
NorthStar Asset Management Group, Inc.		4,451		50,519
OM Asset Management Plc		4,411		58,887
Omega Healthcare Investors, Inc.		1,143		40,348
On Deck Capital, Inc. (1)		1,921		14,965
Patriot National, Inc. (1)		1,534		11,812
Pebblebrook Hotel Trust		47,325		1,375,738
Pinnacle Financial Partners, Inc.		383		18,790
Post Properties, Inc.		423		25,270
Potlatch Corp.		5,150		162,225
PRA Group, Inc. (1)		106,514		3,130,446
Prosperity Bancshares, Inc.		163,800		7,598,682
PS Business Parks, Inc.		403		40,506
Pzena Investment Management, Inc.		2,172		16,399
QTS Realty Trust, Inc.		4,675		221,501
Realogy Holdings Corp. (1)		1,225		44,235
Regional Management Corp. (1)		247		4,226
Renasant Corp.		367		12,078
Resource America, Inc.		389		2,245
Retail Opportunity Investments Corp.		103,663		2,085,700
RLJ Lodging Trust		7,928		181,393
Ryman Hospitality Properties, Inc.		7,581		390,270
Sabra Health Care REIT, Inc.		1,884		37,850
Saul Centers, Inc.		1,665		88,278
SEI Investments Co.		3,198		137,674
Signature Bank (1)		45,197		6,152,216
SLM Corp. (1)		8,995		57,208
South Street Financial Corp.		47,677		3,062,294
Sovran Self Storage, Inc.		5,881		693,664
State National Companies, Inc.		372		4,687
Stonegate Mortgage Corp. (1)		666		3,823
Sun Communities, Inc.		1,528		109,420
SVB Financial Group (1)		47,594		4,856,968
T. Rowe Price Group, Inc.		5,978		439,144
Talmer BanCorp., Inc.		119,096		2,154,447
Tanger Factory Outlet Centers, Inc.		2,202		80,131
Taubman Centers, Inc.		527		37,538
TD Ameritrade Holding Corp.		5,217		164,492
Terreno Realty Corp.		121,136		2,840,639
Texas Capital Bancshares, Inc. (1)		30,317		1,163,566
The Howard Hughes Corp. (1)		368		38,968
Third Point Reinsurance Ltd. (1)		1,128		12,825
United Financial Bancorp, Inc.		1,520		19,137
Universal Health Realty Income Trust		347		19,519
Universal Insurance Holdings, Inc.		5,421		96,494
Urban Edge Properties		15,462		399,538
Virtu Financial, Inc.		3,279		72,499
Virtus Investment Partners, Inc.		72		5,624
Waddell & Reed Financial, Inc.		1,815		42,725
Walker & Dunlop, Inc. (1)		2,352		57,083
Welltower, Inc.		3,627		251,496
Western Alliance Bancorporation (1)		63,232		2,110,684
Westwood Holdings Group, Inc.		1,331		78,063
Weyerhaeuser Co.		3,663		113,480
WisdomTree Investments, Inc.		19,343		221,090
World Acceptance Corp. (1)		785		29,767
WSFS Financial Corp.		221		7,187
ZAIS Group Holdings, Inc. (1)		385		1,871
				173,633,215
Healthcare - 17.64%
AAC Holdings, Inc. (1)		35,618		704,880
Abaxis, Inc.		3,779		171,529
Abeona Therapeutics, Inc. (1)		1,942		4,972
ABIOMED, Inc. (1)		19,342		1,833,815
Acadia Healthcare Co., Inc. (1)		34,108		1,879,692
ACADIA Pharmaceuticals, Inc. (1)		13,164		368,065
Accelerate Diagnostics, Inc. (1)		4,160		59,779
Acceleron Pharma, Inc. (1)		4,146		109,413
Accuray, Inc. (1)		13,356		77,198
Aceto Corp.		4,309		101,520
Achillion Pharmaceuticals, Inc. (1)		19,953		154,037
Aclaris Therapeutics, Inc. (1)		922		17,472
Acorda Therapeutics, Inc. (1)		6,630		175,363
Addus Homecare Corp. (1)		106		1,822
Adeptus Health, Inc. (1)		1,071		59,483
Aduro Biotech, Inc. (1)		1,455		18,639
Advaxis, Inc. (1)		5,127		46,297
Aegerion Pharmaceuticals, Inc. (1)		4,364		16,147
Aerie Pharmaceuticals, Inc. (1)		3,562		43,314
Affimed N.V. (1)		2,534		9,477
Affymetrix, Inc. (1)		3,712		52,005
Agenus, Inc. (1)		10,253		42,652
Agile Therapeutics, Inc. (1)		2,256		14,010
Agios Pharmaceuticals, Inc. (1)		593		24,076
Aimmune Therapeutics, Inc. (1)		1,715		23,255
Air Methods Corp. (1)		6,667		241,479
Akorn, Inc. (1)		44,759		1,053,179
Albany Molecular Research, Inc. (1)		4,241		64,845
Alder Biopharmaceuticals, Inc. (1)		3,957		96,907
Alere, Inc. (1)		1,254		63,465
Alexion Pharmaceuticals, Inc. (1)		44,480		6,192,506
Align Technology, Inc. (1)		86,353		6,277,000
Alimera Sciences, Inc. (1)		5,301		9,277
Alkermes Plc (1)		2,825		96,587
Alliance HealthCare Services, Inc. (1)		456		3,279
Allscripts Healthcare Solutions, Inc. (1)		1,293		17,081
Alnylam  Pharmaceuticals, Inc. (1)		1,392		87,376
AMAG Pharmaceuticals, Inc. (1)		5,892		137,873
Amedisys, Inc. (1)		3,790		183,209
Amerisourcebergen Corp.		4,718		408,343
Amicus Therapeutics, Inc. (1)		19,654		166,076
AMN Healthcare Services, Inc. (1)		8,084		271,703
Amphastar Pharmaceuticals, Inc. (1)		3,628		43,536
Amsurg Corp. (1)		2,236		166,806
Anacor Pharmaceuticals, Inc. (1)		6,944		371,157
Analogic Corp.		162		12,800
ANI Pharmaceuticals, Inc. (1)		1,346		45,306
Anika Therapeutics, Inc. (1)		1,929		86,265
Antares Pharma, Inc. (1)		25,923		22,556
Anthera Pharmaceuticals, Inc. (1)		6,627		23,990
Applied Genetic Technologies Corp. (1)		1,493		20,872
Aralez Pharmaceuticals, Inc. (1)		8,811		31,279
Aratana Therapeutics, Inc. (1)		4,560		25,171
Ardelyx, Inc. (1)		3,708		28,811
Arena Pharmaceuticals, Inc. (1)		41,018		80,805
Ariad Pharmaceuticals, Inc. (1)		28,448		181,783
Array Biopharma, Inc. (1)		19,515		57,569
Arrowhead Research Corp. (1)		5,468		26,356
Assembly Biosciences, Inc. (1)		2,168		10,883
Asterias Biotherapeutics, Inc. - Class A (1)		1,836		8,629
Atara Biotherapeutics, Inc. (1)		2,836		53,969
Athenahealth, Inc. (1)		12,650		1,755,567
AtriCure, Inc. (1)		3,612		60,790
Atrion Corp.		233		92,119
aTyr Pharma, Inc. (1)		1,057		4,165
Avalanche Biotechnologies, Inc. (1)		3,195		16,518
Avexis, Inc. (1)		726		19,776
Axovant Sciences Ltd. (1)		2,161		24,808
Bellicum Pharmaceuticals, Inc. (1)		1,321		12,351
BioCryst Pharmaceuticals, Inc. (1)		9,680		27,394
BioDelivery Sciences International, Inc. (1)		7,889		25,481
BioMarin Pharmaceutical, Inc. (1)		74,349		6,132,306
Bio-Rad Laboratories, Inc. (1)		18,127		2,478,323
BioSpecifics Technologies Corp. (1)		832		28,970
Bio-Techne Corp.		18,186		1,718,941
BioTelemetry, Inc. (1)		4,566		53,331
BioTime, Inc. (1)		9,302		26,697
Bluebird Bio, Inc. (1)		821		34,892
Blueprint Medicines Corp. (1)		1,592		28,736
Boston Scientific Corp. (1)		2,397		45,088
Brookdale Senior Living, Inc. (1)		913		14,498
Bruker Corp.		2,549		71,372
C.R. Bard, Inc.		32,703		6,627,917
Cambrex Corp. (1)		5,331		234,564
Cantel Medical Corp.		29,065		2,074,078
Capital Senior Living Corp. (1)		5,065		93,804
Cara Therapeutics, Inc. (1)		3,353		20,856
Carbylan Therapeutics, Inc. (1)		3,532		2,272
Cardiovascular Systems, Inc. (1)		5,026		52,120
Castlight Health, Inc. (1)		5,581		18,585
Catabasis Pharmaceuticals, Inc. (1)		757		3,815
Catalent, Inc. (1)		58,060		1,548,460
Catalyst Pharmaceuticals, Inc. (1)		12,968		15,173
Celldex Therapeutics, Inc. (1)		15,043		56,863
Cellular Biomedicine Group, Inc. (1)		1,656		30,884
Cempra, Inc. (1)		5,993		104,997
Centene Corp. (1)		142,762		8,789,836
Cepheid (1)		275,733		9,198,453
Cerner Corp. (1)		40,120		2,124,755
Cerus Corp. (1)		13,642		80,897
Charles River Laboratories International, Inc. (1)		1,087		82,547
Chemed Corp.		2,885		390,773
ChemoCentryx, Inc. (1)		4,320		10,757
Chiasma, Inc. (1)		1,129		10,342
Chimerix, Inc. (1)		7,713		39,413
Cidara Therapeutics, Inc. (1)		831		10,554
Civitas Solutions, Inc. (1)		2,042		35,592
Clovis Oncology, Inc. (1)		4,716		90,547
Coherus Biosciences, Inc. (1)		3,964		84,156
Collegium Pharmaceutical, Inc. (1)		1,365		24,775
Computer Programs & Systems, Inc.		1,899		98,976
Concert Pharmaceuticals, Inc. (1)		2,600		35,516
ConforMIS, Inc. (1)		1,444		15,523
Connecture, Inc. (1)		1,271		3,254
Corcept Therapeutics, Inc. (1)		10,711		50,127
Corindus Vascular Robotics, Inc. (1)		3,830		3,794
Corium International, Inc. (1)		1,834		7,079
Cormedix, Inc. (1)		5,907		15,654
Corvel Corp. (1)		1,435		56,568
Cross Country Healthcare, Inc. (1)		3,327		38,693
CTI BioPharma Corp. (1)		37,778		20,075
Curis, Inc. (1)		18,497		29,780
Cutera, Inc. (1)		1,445		16,256
Cynosure, Inc. (1)		3,454		152,390
Cytokinetics, Inc. (1)		2,991		21,087
CytomX Therapeutics, Inc. (1)		1,193		15,390
CytRx Corp. (1)		11,012		29,512
DaVita HealthCare Partners, Inc. (1)		1,165		85,488
DENTSPLY SIRONA, Inc.		205,747		12,680,188
Depomed, Inc. (1)		6,100		84,973
Dermira, Inc. (1)		966		19,977
DexCom, Inc. (1)		1,820		123,596
Dicerna Pharmaceuticals, Inc. (1)		2,421		12,977
Dimension Therapeutics, Inc. (1)		889		6,961
Durect Corp. (1)		19,159		25,865
Dynavax Technologies Corp. (1)		6,184		118,980
Eagle Pharmaceuticals, Inc. (1)		1,481		59,980
Edge Therapeutics, Inc. (1)		1,253		11,465
Editas Medicine, Inc. (1)		1,043		36,025
Edwards Lifesciences Corp. (1)		69,436		6,124,950
Emergent Biosolutions, Inc. (1)		3,647		132,568
Enanta Pharmaceuticals, Inc. (1)		2,718		79,828
Endo International Plc (1)		1,874		52,753
EndoChoice Holdings, Inc. (1)		830		4,324
Endologix, Inc. (1)		12,407		103,723
Ensign Group, Inc.		73,203		1,657,316
Entellus Medical, Inc. (1)		865		15,734
Envision Healthcare Holdings, Inc. (1)		4,262		86,945
Epizyme, Inc. (1)		6,758		81,907
Esperion Therapeutics, Inc. (1)		2,218		37,506
Evolent Health, Inc. (1)		1,869		19,737
Exact Sciences Corp. (1)		16,159		108,912
Examworks Group, Inc. (1)		67,290		1,989,092
Exelixis, Inc. (1)		38,362		153,448
Fibrocell Science, Inc. (1)		4,237		10,592
FibroGen, Inc. (1)		8,086		172,151
Five Prime Therapeutics, Inc. (1)		3,837		155,897
Flex Pharma, Inc. (1)		968		10,619
Flexion Therapeutics, Inc. (1)		2,322		21,362
Fluidigm Corp. (1)		4,844		39,091
Foamix Pharmaceuticals Ltd. (1)		3,907		25,474
Foundation Medicine, Inc. (1)		1,987		36,124
Galena Biopharma, Inc. (1)		30,607		41,626
Genesis Healthcare, Inc. (1)		3,305		7,668
Genmark Diagnostics, Inc. (1)		7,007		36,927
Genocea Biosciences, Inc. (1)		3,520		27,245
Genomic Health, Inc. (1)		2,994		74,161
Geron Corp. (1)		25,099		73,289
Glaukos Corp. (1)		1,054		17,770
Global Blood Therapeutics, Inc. (1)		1,066		16,907
Globus Medical, Inc. (1)		89,183		2,118,096
Haemonetics Corp. (1)		4,179		146,181
Halozyme Therapeutics, Inc. (1)		17,930		169,797
Healthequity, Inc. (1)		72,343		1,784,702
Healthsouth Corp.		15,570		585,899
HealthStream, Inc. (1)		4,250		93,882
HeartWare International, Inc. (1)		2,916		91,621
Henry Schein, Inc. (1)		1,918		331,104
Heron Therapeutics, Inc. (1)		4,956		94,114
Heska Corp. (1)		1,009		28,756
Hill-Rom Holdings, Inc.		1,195		60,108
HMS Holdings Corp. (1)		118,033		1,693,774
Hologic, Inc. (1)		48,094		1,659,243
ICON Plc (1)		20,455		1,536,171
ICU Medical, Inc. (1)		28,971		3,015,881
Idera Pharmaceuticals, Inc. (1)		12,934		25,609
IDEXX Laboratories, Inc. (1)		26,698		2,090,987
Ignyta, Inc. (1)		2,122		14,366
Illumina, Inc. (1)		14,320		2,321,415
Immune Design Corp. (1)		1,866		24,258
Immunogen, Inc. (1)		14,530		123,796
Immunomedics, Inc. (1)		15,411		38,527
Impax Laboratories, Inc. (1)		12,171		389,715
Imprivata, Inc. (1)		1,528		19,299
IMS Health Holdings, Inc. (1)		3,064		81,349
INC Research Holdings, Inc. (1)		2,234		92,063
Incyte Corp. (1)		3,589		260,095
Infinity Pharmaceuticals, Inc. (1)		8,223		43,335
Innoviva, Inc.		12,613		158,798
Inogen, Inc. (1)		2,672		120,187
Inovalon Holdings, Inc. (1)		583		10,797
Inovio Pharmaceuticals, Inc. (1)		10,864		94,625
Insmed, Inc. (1)		10,378		131,489
Insulet Corp. (1)		9,628		319,264
Insys Therapeutics, Inc. (1)		3,978		63,608
Integra Lifesciences Holdings Corp. (1)		72,245		4,866,423
Intercept Pharmaceuticals, Inc. (1)		366		47,020
Intersect ENT, Inc. (1)		2,820		53,580
Intra-Cellular Therapies, Inc. (1)		4,547		126,407
Intrexon Corp. (1)		1,121		37,991
Intuitive Surgical, Inc. (1)		2,891		1,737,636
InVitae Corp. (1)		1,220		12,481
Invivo Therapeutics Holdings Corp. (1)		5,322		37,148
Invuity, Inc. (1)		707		5,105
Ionis Pharmaceuticals, Inc. (1)		2,747		111,253
Iradimed Corp. (1)		471		9,024
Ironwood Pharmaceuticals, Inc. (1)		21,365		233,733
Jazz Pharmaceuticals Plc (1)		1,401		182,901
Juno Therapeutics, Inc. (1)		274		10,437
K2M Group Holdings, Inc. (1)		2,915		43,229
Karyopharm Therapeutics, Inc. (1)		3,838		34,235
Keryx Biopharmaceuticals, Inc. (1)		17,482		81,641
Kite Pharma, Inc. (1)		5,485		251,816
La Jolla Pharmaceutical Co. (1)		2,331		48,741
Laboratory Corp. of America Holdings (1)		73,762		8,639,743
Landauer, Inc.		1,673		55,326
Lannet, Inc. (1)		4,550		81,581
Lantheus Holdings, Inc. (1)		2,130		4,026
LDR Holding Corp. (1)		4,270		108,842
Lemaitre Vascular, Inc.		666		10,336
Lexicon Pharmaceuticals, Inc. (1)		2,789		33,329
LHC Group, Inc. (1)		131		4,658
Lifepoint Hospitals, Inc. (1)		99		6,856
Ligand Pharmaceuticals, Inc. (1)		21,562		2,309,075
Lion Biotechnologies, Inc. (1)		7,529		38,247
LivaNova Plc (1)		5,265		284,205
Luminex Corp. (1)		458		8,885
Macrogenics, Inc. (1)		5,307		99,506
Mallinckrodt Plc (1)		1,057		64,773
Mannkind Corp. (1)		41,735		67,193
Masimo Corp. (1)		53,274		2,228,984
Medgenics, Inc. (1)		3,677		16,179
Medicines Co. (1)		1,153		36,631
Medidata Solutions, Inc. (1)		88,702		3,433,654
Medivation, Inc. (1)		24,066		1,106,555
MEDNAX, Inc. (1)		131,629		8,505,866
Meridian Bioscience, Inc.		5,856		120,692
Merit Medical Systems, Inc. (1)		76,632		1,416,926
Merrimack Pharmaceuticals, Inc. (1)		18,540		155,180
Mettler-Toledo International, Inc. (1)		42,942		14,804,684
MiMedx Group, Inc. (1)		18,423		161,017
Mirati Therapeutics, Inc. (1)		1,932		41,345
Molina Healthcare, Inc. (1)		6,667		429,955
Momenta Pharmaceuticals, Inc. (1)		10,313		95,292
MyoKardia, Inc. (1)		998		10,689
Myriad Genetics, Inc. (1)		34,242		1,281,678
Nanostring Technologies, Inc. (1)		2,263		34,443
NantKwest, Inc. (1)		998		8,204
Natera, Inc. (1)		1,572		14,965
National Research Corp.		1,523		23,683
Natus Medical, Inc. (1)		5,573		214,170
Navidea Biopharmaceuticals, Inc. (1)		20,753		19,601
Nektar Therapeutics (1)		22,334		307,092
Neogen Corp. (1)		46,676		2,350,137
Neogenomics, Inc. (1)		9,168		61,792
Neos Therapeutics, Inc. (1)		967		10,434
Neurocrine Biosciences, Inc. (1)		14,456		571,735
Nevro Corp. (1)		2,836		159,553
Newlink Genetics Corp. (1)		3,557		64,737
Nivalis Therapeutics, Inc. (1)		889		3,707
Nobilis Health Corp. (1)		5,608		17,497
Northwest Biotherapeutics, Inc. (1)		8,997		13,136
Novavax, Inc. (1)		45,364		234,078
Novocure Ltd. (1)		1,171		16,956
Nuvasive, Inc. (1)		78,257		3,807,203
NxStage Medical, Inc. (1)		10,662		159,823
Ocular Therapeutix, Inc. (1)		2,515		24,295
Omeros Corp. (1)		6,036		92,592
Omnicell, Inc. (1)		68,048		1,896,498
Oncocyte Corp. (1)		588		2,711
Oncomed Pharmaceuticals, Inc. (1)		2,821		28,520
Oncothyreon, Inc. (1)		15,819		20,090
Ophthotech Corp. (1)		4,019		169,883
Opko Health, Inc. (1)		6,947		72,179
OraSure Technologies, Inc. (1)		708		5,119
Orexigen Therapeutics, Inc. (1)		17,623		9,916
Organovo Holdings, Inc. (1)		15,258		33,110
Osiris Therapeutics, Inc.		2,917		16,656
Otonomy, Inc. (1)		3,073		45,849
Ovascience, Inc. (1)		3,933		37,324
Oxford Immunotec Global Plc (1)		3,204		31,752
Pacific Biosciences of California, Inc. (1)		11,738		99,773
Pacira Pharmaceuticals, Inc. (1)		31,048		1,644,923
Paratek Pharmaceuticals, Inc. (1)		2,012		30,522
Parexel International Corp. (1)		160,020		10,038,055
Patterson Companies, Inc.		1,082		50,345
Penumbra, Inc. (1)		674		31,004
Peregrine Pharmaceuticals, Inc. (1)		34,452		14,487
PerkinElmer, Inc.		403		19,932
Pernix Therapeutics Holdings, Inc. (1)		8,419		8,840
Perrigo Co. Plc		621		79,445
Pfenex, Inc. (1)		2,734		26,875
Phibro Animal Health Corp.		3,030		81,931
Portola Pharmaceuticals, Inc. (1)		8,427		171,911
PRA Health Sciences, Inc. (1)		3,405		145,598
Premier, Inc. (1)		863		28,790
Press Ganey Holdings, Inc. (1)		4,140		124,531
Prestige Brands Holdings, Inc. (1)		31,096		1,660,215
Progenics Pharmaceuticals, Inc. (1)		11,757		51,261
Proteon Therapeutics, Inc. (1)		1,217		9,420
Prothena Corporation Plc (1)		5,735		236,053
PTC Therapeutics, Inc. (1)		5,702		36,721
Puma Biotechnology, Inc. (1)		574		16,858
Quality Systems, Inc.		8,378		127,681
Quidel Corp. (1)		1,854		32,000
Quintiles Transitional Holdings, Inc. (1)		1,721		112,037
Radius Health, Inc. (1)		5,597		175,970
Radnet, Inc. (1)		6,112		29,521
Raptor Pharmaceutical Corp. (1)		13,655		62,813
REGENXBIO, Inc. (1)		1,151		12,431
Regulus Therapeutics, Inc. (1)		4,708		32,626
Relypsa, Inc. (1)		5,566		75,419
Repligen Corp. (1)		34,037		912,872
ResMed, Inc.		27,785		1,606,529
Retrophin, Inc. (1)		6,018		82,206
Revance Therapeutics, Inc. (1)		3,123		54,528
Rigel Pharmaceuticals, Inc. (1)		11,702		24,340
Rockwell Medical, Inc. (1)		7,637		57,354
RTI Surgical, Inc. (1)		7,985		31,940
SAGE Therapeutics, Inc. (1)		2,631		84,350
Sagent Pharmaceuticals, Inc. (1)		3,774		45,930
Sangamo Biosciences, Inc. (1)		11,673		70,622
Sarepta Therapeutics, Inc. (1)		7,583		148,020
SciClone Pharmaceuticals, Inc. (1)		8,385		92,235
SeaSpine Holdings Corp. (1)		590		8,638
Seattle Genetics, Inc. (1)		2,421		84,953
Second Sight Medical Products, Inc. (1)		1,893		9,143
Select Medical Holdings Corp. (1)		16,757		197,900
Sequenom, Inc. (1)		20,422		28,795
Seres Therapeutics, Inc. (1)		1,321		35,086
Sientra, Inc. (1)		1,369		9,364
Sorrento Therapeutics, Inc. (1)		4,803		25,840
Spark Therapeutics, Inc. (1)		1,506		44,442
Spectrum Pharmaceuticals, Inc. (1)		3,162		20,110
St. Jude Medical, Inc.		233,638		12,850,090
STAAR Surgical Co. (1)		6,542		48,345
Stemline Therapeutics, Inc. (1)		208		969
STERIS Plc		91,415		6,495,036
Sucampo Pharmaceuticals, Inc. (1)		4,349		47,535
Supernus Pharmaceuticals, Inc. (1)		5,882		89,700
Surgery Partners, Inc. (1)		1,654		21,932
Surgical Care Affiliates, Inc. (1)		3,490		161,517
SurModics, Inc. (1)		362		6,664
Synergy Pharmaceuticals, Inc. (1)		17,230		47,555
Synta Pharmaceuticals Corp. (1)		14,158		3,398
T2 Biosystems, Inc. (1)		1,736		17,117
Tandem Diabetes Care, Inc. (1)		2,894		25,207
Team Health Holdings, Inc. (1)		12,230		511,336
Teladoc, Inc. (1)		1,313		12,605
Teleflex, Inc.		22,500		3,532,725
Teligent, Inc. (1)		7,350		36,015
Tenet Healthcare Corp. (1)		2,277		65,874
TESARO, Inc. (1)		3,949		173,874
Tetraphase Pharmaceuticals, Inc. (1)		6,043		27,979
TG Therapeutics, Inc. (1)		6,337		53,991
The Cooper Companies, Inc.		52,756		8,122,841
The Providence Service Corp. (1)		2,174		111,026
The Spectranetics Corp. (1)		7,221		104,849
TherapeuticsMD, Inc. (1)		24,475		156,640
Threshold Pharmaceutical, Inc. (1)		9,634		4,432
Tobira Therapeutics, Inc. (1)		444		3,632
Tokai Pharmaceuticals, Inc. (1)		613		3,439
TransEnterix, Inc. (1)		876		3,723
Trevena, Inc. (1)		5,403		44,683
Trovagene, Inc. (1)		5,102		23,724
Trupanion, Inc. (1)		2,343		23,079
Ultragenyx Pharmaceutical, Inc. (1)		6,509		412,085
Unilife Corp. (1)		19,637		13,353
United Therapeutics Corp. (1)		1,061		118,227
Universal Health Services, Inc.		73,329		9,145,593
US Physical Therapy, Inc.		2,082		103,538
Utah Medical Products, Inc.		614		38,400
Vanda Pharmaceuticals, Inc. (1)		5,624		47,017
Varian Medical Systems, Inc. (1)		2,289		183,166
Vascular Solutions, Inc. (1)		2,916		94,857
VCA, Inc. (1)		1,778		102,573
Veeva Systems, Inc. (1)		1,630		40,815
Veracyte, Inc. (1)		2,182		11,783
Verastem, Inc. (1)		284		449
Versartis, Inc. (1)		319		2,558
Vitae Pharmaceuticals, Inc. (1)		2,191		14,526
Vital Therapies, Inc. (1)		3,584		32,507
Vivus, Inc. (1)		18,081		25,313
Vocera Communications, Inc. (1)		2,866		36,541
Voyager Therapeutics, Inc. (1)		872		7,613
vTv Therapeutics, Inc. (1)		1,071		5,526
VWR Corp. (1)		356		9,633
Waters Corp. (1)		45,397		5,988,772
Wellcare Health Plans, Inc. (1)		7,454		691,359
West Pharmaceutical Services, Inc.		31,347		2,172,974
Wright Medical Group NV (1)		7,805		129,563
Xbiotech, Inc. (1)		642		6,067
Xencor, Inc. (1)		4,816		64,631
Xenoport, Inc. (1)		9,895		44,626
XOMA Corp. (1)		12,637		9,768
Zafgen, Inc. (1)		2,742		18,317
Zeltiq Aesthetics, Inc. (1)		5,460		148,294
Zimmer Holdings, Inc.		242		25,804
Ziopharm Oncology, Inc. (1)		19,359		143,644
Zoetis, Inc.		11,472		508,554
Zogenix, Inc. (1)		4,161		38,448
Zynerba Pharmaceuticals, Inc. (1)		613		5,793
				248,721,807
Industrials - 15.56%
A.O. Smith Corp.		92,394		7,050,586
Aaon, Inc.		70,393		1,971,004
Accuride Corp. (1)		6,305		9,773
Actuant Corp.		130,000		3,212,300
Acuity Brands, Inc.		8,047		1,755,373
Advanced Drain Systems, Inc.		5,675		120,878
AECOM (1)		456		14,040
Aerojet Rocketdyne Holdings, Inc. (1)		5,217		85,454
Air Lease Corp.		125		4,015
Alaska Air Group, Inc.		111,455		9,141,539
Albany International Corp.		659		24,772
Allegiant Travel Co.		2,278		405,621
Allegion Plc		2,196		139,907
Allied Motion Technologies, Inc.		1,085		19,530
Allison Transmission Holdings, Inc.		2,241		60,462
Altra Industrial Motion Corp.		3,582		99,508
AMERCO		80		28,585
American Railcar Industries, Inc.		475		19,347
American Woodmark Corp. (1)		2,171		161,935
Ametek, Inc.		5,540		276,889
Apogee Enterprises, Inc.		4,906		215,324
Applied Industrial Technologies, Inc.		2,698		117,093
ARC Document Solutions, Inc. (1)		7,064		31,788
ArcBest Corp.		1,415		30,550
Argan, Inc.		1,929		67,824
Armstrong World Industries, Inc. (1)		564		27,281
Astronics Corp. (1)		79,959		3,050,436
Avis Budget Group, Inc. (1)		2,302		62,983
AZZ, Inc.		4,382		248,021
B/E Aerospace, Inc.		2,437		112,394
Babcock & Wilcox Enterprise, Inc. (1)		244		5,222
Barrett Business Services, Inc.		1,218		35,018
Beacon Roofing Supply, Inc. (1)		61,898		2,538,437
Blount International, Inc. (1)		8,287		82,704
Blue Bird Corp. (1)		1,008		10,937
BMC Stock Holdings, Inc. (1)		6,334		105,271
Builders FirstSource, Inc. (1)		8,655		97,542
BWX Technologies, Inc.		488		16,377
C.H. Robinson Worldwide, Inc.		89,685		6,657,318
Carlisle Companies, Inc.		326		32,437
Casella Waste Systems, Inc. (1)		1,452		9,728
CEB, Inc.		26,147		1,692,495
CECO Environmental Corp.		969		6,018
Celadon Group, Inc.		3,228		33,829
Cintas Corp.		2,067		185,637
Clarcor, Inc.		155,981		9,014,142
Clean Harbors, Inc. (1)		911		44,949
Comfort Systems USA, Inc.		5,899		187,411
Commercial Vehicle Group, Inc. (1)		5,199		13,777
Continental Building Products, Inc. (1)		5,021		93,190
Copart, Inc. (1)		2,571		104,820
Covanta Holding Corp.		2,630		44,342
Covenant Transportation Group, Inc. - Class A (1)		1,892		45,767
Curtiss-Wright Corp.		481		36,397
Deluxe Corp.		4,679		292,391
Donaldson Co., Inc.		177,322		5,658,345
Douglas Dynamics, Inc.		1,075		24,628
Dover Corp.		160,000		10,292,800
Dun & Bradstreet Corp.		245		25,255
DXP Enterprises, Inc. (1)		651		11,432
Dycom Industries, Inc. (1)		5,784		374,051
Echo Global Logistics, Inc. (1)		5,028		136,560
Encore Wire Corp.		2,710		105,500
EnerSys, Inc.		2,023		112,722
Enphase Energy, Inc. (1)		4,622		10,769
EnPro Industries, Inc.		2,327		134,221
Equifax, Inc.		2,730		312,012
Expeditors International Wash, Inc.		4,386		214,081
Exponent, Inc.		4,167		212,559
Fastenal Co.		118,744		5,818,456
Flowserve Corp.		1,434		63,684
Fortune Brands Home & Security, Inc.		1,281		71,787
Forward Air Corp.		5,200		235,664
Franklin Covey Co. (1)		199		3,500
Franklin Electric Company, Inc.		7,436		239,216
FreightCar America, Inc.		1,129		17,590
FTI Consulting, Inc. (1)		619		21,981
FuelCell Energy, Inc. (1)		1,110		7,515
G & K Services, Inc.		2,427		177,778
Generac Holdings, Inc. (1)		11,722		436,527
General Cable Corp.		7,583		92,588
Genesee & Wyoming, Inc. (1)		42,448		2,661,490
Global Brass and Copper Holdings, Inc.		3,381		84,356
Gorman Rupp Co.		694		17,995
GP Strategies Corp. (1)		2,206		60,444
Graco, Inc.		1,265		106,209
Great Lakes Dredge & Dock Corp. (1)		827		3,688
Greenbrier Companies, Inc.		4,573		126,398
Griffon Corp.		1,340		20,703
H&E Equipment Services, Inc.		5,314		93,154
Harsco Corp.		13,730		74,829
Hawaiian Holdings, Inc. (1)		8,108		382,617
HC2 Holdings, Inc. (1)		2,790		10,658
HD Supply Holdings, Inc. (1)		3,912		129,370
Healthcare Services Group, Inc.		89,741		3,303,366
Heartland Express, Inc.		7,971		147,862
Heico Corp.		62,270		3,744,295
Heico Corp. - Class A		6,839		325,536
Heidrick & Struggles International, Inc.		104		2,465
Heritage Crystal Clean, Inc. (1)		184		1,829
Herman Miller, Inc.		10,059		310,723
Hertz Global Holdings, Inc. (1)		8,620		90,769
Hexcel Corp.		2,213		96,730
Hillenbrand, Inc.		10,664		319,387
HNI Corp.		7,473		292,717
Hub Group, Inc. (1)		5,560		226,792
Hubbell, Inc.		175		18,538
Huntington Ingalls Industries, Inc.		1,116		152,825
Huron Consulting Group, Inc. (1)		459		26,709
Hyster-Yale Materials Handling, Inc.		454		30,236
IDEX Corp.		176,622		14,638,431
IHS, Inc. (1)		7,486		929,462
Ingersoll-Rand Plc		425		26,354
InnerWorkings, Inc. (1)		2,612		20,765
Insperity, Inc.		2,712		140,292
Insteel Industries, Inc.		2,855		87,277
Interface, Inc.		11,125		206,258
J.B. Hunt Transportation Services, Inc.		10,804		910,129
Jetblue Airways Corp. (1)		2,682		56,644
John Bean Technologies Corp.		4,956		279,568
Kadant, Inc.		298		13,458
Kaman Corp.		418		17,844
KAR Auction Services, Inc.		1,094		41,725
Kforce, Inc.		4,167		81,590
Kimball International, Inc.		1,930		21,906
Knight Transportation, Inc.		10,537		275,543
Knoll, Inc.		8,231		178,201
Korn/Ferry International		4,640		131,266
Landstar System, Inc.		24,438		1,578,939
Lawson Products, Inc. (1)		670		13,119
Lennox International, Inc.		929		125,592
Lincoln Electric Holdings, Inc.		1,495		87,562
Lindsay Corp.		1,633		116,939
Lydall, Inc. (1)		965		31,382
Marten Transport Ltd.		274		5,129
Masco Corp.		7,996		251,474
Masonite International Corp. (1)		5,108		334,574
Matson, Inc.		6,713		269,661
Matthews International Corp.		303		15,595
Meritor, Inc. (1)		8,779		70,759
Milacron Holdings Corp. (1)		1,161		19,145
Miller Industries, Inc.		99		2,008
Mistras Group, Inc. (1)		1,577		39,062
Mobile Mini, Inc.		693		22,883
Moog, Inc. (1)		595		27,180
MSA Safety, Inc.		3,152		152,399
MSC Industrial Direct Co., Inc.		13,121		1,001,264
Mueller Industries, Inc.		6,514		191,642
Mueller Water Products, Inc.		27,274		269,467
Multi-Color Corp.		2,158		115,129
Navistar International Corp. (1)		596		7,462
NCI Building Systems, Inc. (1)		4,550		64,610
Neff Corp. (1)		870		6,473
Nielsen Holdings Plc		5,818		306,376
NN, Inc.		4,555		62,312
Nordson Corp.		1,310		99,612
Nortek, Inc. (1)		1,655		79,920
NV5 Holdings, Inc. (1)		872		23,396
Old Dominion Freight Lines, Inc. (1)		1,603		111,601
Omega Flex, Inc.		474		16,486
On Assignment, Inc. (1)		8,767		323,678
Orbital ATK, Inc.		18,020		1,566,659
P.A.M. Transportation Services, Inc. (1)		511		15,739
PACCAR, Inc.		7,358		402,409
Parker-Hannifin Corp.		79,441		8,824,306
Park-Ohio Holdings Corp.		1,492		63,887
Patrick Industries, Inc. (1)		2,162		98,133
Paylocity Holding Corp. (1)		2,621		85,812
PGT, Inc. (1)		8,130		79,999
Pitney Bowes, Inc.		1,703		36,683
Plug Power, Inc. (1)		17,286		35,436
Ply Gem Holdings, Inc. (1)		3,749		52,673
Power Solutions International, Inc. (1)		824		11,371
PowerSecure International, Inc. (1)		711		13,289
Primoris Services Corp.		87,138		2,117,453
Proto Labs, Inc. (1)		58,930		4,542,914
Quanex Building Products Corp.		406		7,048
Quanta Services, Inc. (1)		701		15,815
Radiant Logistics, Inc. (1)		5,265		18,796
Raven Industries, Inc.		718		11,502
RBC Bearings, Inc. (1)		34,534		2,529,961
Regal-Beloit Corp.		54		3,407
Resources Connection, Inc.		1,132		17,614
Rexnord Corp. (1)		17,311		350,028
Ritchie Bros Auctioneers, Inc.		91,180		2,469,154
Roadrunner Transportation Systems, Inc. (1)		1,907		23,761
Robert Half International, Inc.		3,100		144,398
Rockwell Automation, Inc.		185,067		21,051,371
Rockwell Collins, Inc.		3,034		279,765
Rollins, Inc.		2,181		59,149
Roper Technologies, Inc.		883		161,386
RPX Corp. (1)		1,168		13,152
RR Donnelley & Sons Co.		2,514		41,230
Saia, Inc. (1)		4,229		119,046
Sensata Technologies Holding NV (1)		157,902		6,132,914
Simpson Manufacturing Company, Inc.		537		20,497
Snap-on, Inc.		42,074		6,605,197
SolarCity Corp. (1)		1,357		33,355
Southwest Airlines Co.		15,334		686,963
SP Plus Corp. (1)		2,667		64,168
Sparton Corp. (1)		1,047		18,836
Spirit Aerosystems Holdings, Inc. (1)		2,815		127,688
Spirit Airlines, Inc. (1)		1,675		80,367
Standex International Corp.		1,588		123,562
Stanley Black & Decker, Inc.		324		34,088
Steelcase, Inc.		14,038		209,447
Stericycle, Inc. (1)		13,716		1,730,822
Sun Hydraulics Corp.		3,787		125,691
Sunrun, Inc. (1)		259		1,678
Swift Transportation Co. (1)		14,973		278,947
Taser International, Inc. (1)		59,279		1,163,647
Team, Inc. (1)		4,883		148,346
Teledyne Technologies, Inc. (1)		1,594		140,495
Tennant Co.		2,926		150,630
Textron, Inc.		1,444		52,648
The Advisory Board Co. (1)		88,039		2,839,258
The Brink's Co.		8,216		275,975
The Middleby Corp. (1)		1,316		140,509
The Toro Co.		18,779		1,617,247
Thermon Group Holdings, Inc. (1)		751		13,188
Titan International, Inc.		693		3,728
TransDigm Group, Inc. (1)		1,222		269,255
TransUnion (1)		578		15,959
Trex Company, Inc. (1)		5,047		241,903
TriMas Corp. (1)		513		8,988
Trinet Group, Inc. (1)		6,483		93,031
Trueblue, Inc. (1)		7,113		186,005
Tyco International Plc		8,442		309,906
United Continental Holdings, Inc. (1)		8,248		493,725
United Rentals, Inc. (1)		107,804		6,704,331
Univar, Inc. (1)		3,416		58,687
Universal Truckload Services, Inc.		818		13,472
US Ecology, Inc.		3,693		163,083
USA Truck, Inc. (1)		526		9,910
USG Corp. (1)		2,103		52,175
Valmont Industries, Inc.		29		3,591
Vectrus, Inc. (1)		1,744		39,676
Verisk Analytics, Inc. (1)		26,894		2,149,368
Vicor Corp. (1)		2,423		25,393
Virgin America, Inc. (1)		4,007		154,510
Volt Information Sciences, Inc. (1)		938		7,063
W.W. Grainger, Inc.		51,940		12,124,354
Wabash National Corp. (1)		11,621		153,397
Wabco Holdings, Inc. (1)		71,923		7,690,007
Wabtec Corp.		44,718		3,545,690
Wageworks, Inc. (1)		86,703		4,388,039
Watsco, Inc.		598		80,575
Werner Enterprises, Inc.		1,721		46,742
West Corp.		1,262		28,799
Woodward, Inc.		7,264		377,873
Xerium Technologies, Inc. (1)		2,085		10,884
XPO Logistics, Inc. (1)		9,985		306,540
YRC Worldwide, Inc. (1)		1,109		10,336
				219,371,326
Information Technology - 21.23%
3D Systems Corp. (1)		942		14,573
6d Global Technologies, Inc. (1)		494		148
A10 Networks, Inc. (1)		5,680		33,626
ACI Worldwide, Inc. (1)		19,787		411,372
Advanced  Micro  Devices, Inc. (1)		47,669		135,857
Advanced Energy Industries, Inc. (1)		3,733		129,871
Aerohive Networks, Inc. (1)		4,155		20,733
Akamai Technologies, Inc. (1)		20,462		1,137,073
Alarm.com Holdings, Inc. (1)		1,084		25,691
Alliance Data Systems Corp. (1)		42,229		9,290,380
Alliance Fiber Optic Products, Inc. (1)		2,166		32,035
Ambarella, Inc. (1)		5,318		237,715
Amber Road, Inc. (1)		2,564		13,871
American Software, Inc.		556		5,004
Amphenol Corp.		7,087		409,770
Analog Devices, Inc.		6,583		389,648
Angie's List, Inc. (1)		7,508		60,590
ANSYS, Inc. (1)		77,575		6,939,859
Apigee Corp. (1)		774		6,432
Appfolio, Inc. (1)		780		9,547
Applied Materials, Inc.		15,609		330,599
Applied Micro Circuits Corp. (1)		3,593		23,211
Applied Optoelectronics, Inc. (1)		2,385		35,560
Arista Networks, Inc. (1)		774		48,839
ARRIS International PLC (1)		1,583		36,282
Aspen Technology, Inc. (1)		257,096		9,288,878
Atlassian Corporation Plc (1)		208,532		5,244,580
Atmel Corp.		9,585		77,830
Autodesk, Inc. (1)		3,881		226,301
AVG Technologies (1)		6,994		145,126
Avid Technology, Inc. (1)		3,515		23,761
Badger Meter, Inc.		2,451		163,016
Barracuda Networks, Inc. (1)		1,377		21,206
Bazaarvoice, Inc. (1)		4,504		14,188
Belden, Inc.		7,229		443,716
Benefitfocus, Inc. (1)		1,351		45,056
Black Knight Financial Services, Inc. (1)		417		12,940
Blackbaud, Inc.		22,328		1,404,208
Blackhawk Network Holdings, Inc. (1)		9,200		315,560
Booz Allen Hamilton Holding Corp.		2,163		65,496
Bottomline Technologies, Inc. (1)		67,738		2,065,332
Box, Inc. (1)		2,218		27,193
Brightcove, Inc. (1)		5,089		31,755
Broadridge Financial Solutions, Inc.		2,752		163,221
Broadsoft, Inc. (1)		4,941		199,369
Cabot Microelectronics Corp.		3,514		143,758
Cadence Design Systems, Inc. (1)		62,463		1,472,878
CalAmp Corp. (1)		6,155		110,359
Callidus Software, Inc. (1)		9,339		155,775
Carbonite, Inc. (1)		2,955		23,551
Cardtronics, Inc. (1)		57,716		2,077,199
Care.com, Inc. (1)		299		1,839
Cascade Microtech, Inc. (1)		1,837		37,879
Cass Information Systems, Inc.		1,080		56,538
Cavium, Inc. (1)		49,126		3,004,546
CDK Global, Inc.		3,676		171,118
CDW Corp.		3,028		125,662
Ceva, Inc. (1)		1,683		37,867
ChannelAdvisor Corp. (1)		3,665		41,231
Check Point Software Technologies Ltd. (1)		83,310		7,287,126
Ciena Corp. (1)		20,997		399,363
Cimpress (1)		5,576		505,687
Cirrus Logic, Inc. (1)		10,760		391,772
Citrix Systems, Inc. (1)		89,917		7,065,678
Clearfield, Inc. (1)		1,894		30,437
Code Rebel Corp. (1)		219		1,025
Cognex Corp.		107,768		4,197,564
Coherent, Inc. (1)		346		31,797
CommScope Holding Co., Inc. (1)		1,071		29,902
Commvault Systems, Inc. (1)		7,640		329,819
comScore, Inc. (1)		8,281		248,761
CoreLogic, Inc. (1)		930		32,271
Cornerstone Ondemand, Inc. (1)		9,181		300,861
CoStar Group, Inc. (1)		11,994		2,256,911
CPI Card Group, Inc.		2,358		19,430
Cray, Inc. (1)		6,920		290,017
Cree, Inc. (1)		14,830		431,553
CSG Systems International, Inc.		5,555		250,864
Cvent, Inc. (1)		3,956		84,658
Cyberark Software Ltd. (1)		15,855		675,899
Daktronics, Inc.		1,327		10,483
Datalink Corp. (1)		226		2,066
Demandware, Inc. (1)		30,716		1,200,996
DHI Group, Inc. (1)		2,488		20,078
Diebold, Inc.		11,002		318,068
Digimarc Corp. (1)		1,259		38,148
Digital Turbine, Inc. (1)		7,786		9,265
DST Systems, Inc.		614		69,241
DTS, Inc. (1)		2,636		57,412
EarthLink Holdings Corp.		17,635		99,990
Eastman Kodak Co. (1)		3,065		33,255
Ebix, Inc.		4,521		184,412
Electronic Arts, Inc. (1)		7,218		477,182
Electronics For Imaging, Inc. (1)		7,949		336,958
Ellie Mae, Inc. (1)		47,366		4,293,254
Endurance International Group Holdings, Inc. (1)		9,987		105,163
Entegris, Inc. (1)		13,874		188,964
Envestnet, Inc. (1)		55,648		1,513,626
EPAM Systems, Inc. (1)		8,283		618,492
EPIQ System, Inc.		1,993		29,935
Eplus, Inc. (1)		70		5,636
Euronet Worldwide, Inc. (1)		35,744		2,648,988
Evertec, Inc.		11,190		156,436
Everyday Health, Inc. (1)		3,381		18,934
Exar Corp. (1)		956		5,497
ExlService Holdings, Inc. (1)		5,238		271,328
Extreme Networks, Inc. (1)		1,488		4,628
F5 Networks, Inc. (1)		1,650		174,652
FactSet Research Systems, Inc.		959		145,317
Fair Isaac Corp.		5,263		558,352
FARO Technologies, Inc. (1)		652		21,001
FEI Co.		123,298		10,974,755
Fidelity National Information Services, Inc.		2,803		177,458
FireEye, Inc. (1)		32,316		581,365
First Data Corp. (1)		3,185		41,214
Fiserv, Inc. (1)		5,115		524,697
Fitbit, Inc. (1)		649		9,832
Five9, Inc. (1)		4,054		36,040
Fleetcor Technologies, Inc. (1)		2,106		313,267
Fleetmatics Group Plc (1)		6,483		263,923
FLIR Systems, Inc.		42,435		1,398,233
Formfactor, Inc. (1)		4,462		32,439
Forrester Research, Inc.		1,667		56,028
Fortinet, Inc. (1)		511,029		15,652,818
Gartner, Inc. (1)		1,906		170,301
Genpact Ltd. (1)		3,655		99,379
Gigamon, Inc. (1)		4,640		143,933
Global Payments, Inc.		3,051		199,230
Globant S.A. (1)		2,603		80,329
Glu Mobile, Inc. (1)		10,529		29,692
Godaddy, Inc. (1)		542		17,523
Gogo, Inc. (1)		9,502		104,617
Grubhub, Inc. (1)		176,691		4,440,245
GTT Communications, Inc. (1)		4,184		69,203
Guidance Software, Inc. (1)		3,058		13,149
Guidewire Software, Inc. (1)		134,094		7,305,441
Hackett Group, Inc.		4,051		61,251
Harmonic, Inc. (1)		1,793		5,863
Harris Corp.		476		37,061
Heartland Payment Systems, Inc.		6,224		601,052
Hortonworks, Inc. (1)		1,443		16,306
HubSpot, Inc. (1)		3,189		139,104
Immersion Corp. (1)		4,799		39,640
Imperva, Inc. (1)		4,748		239,774
Infinera Corp. (1)		22,542		362,025
Infoblox, Inc. (1)		10,136		173,326
Ingram Micro, Inc.		191		6,859
Inphi Corp. (1)		6,507		216,943
Instructure, Inc. (1)		262		4,700
Integrated Device Technology, Inc. (1)		61,253		1,252,011
Interactive Intelligence Group, Inc. (1)		2,909		105,946
InterActiveCorp		1,687		79,424
Interdigital, Inc.		5,493		305,685
Internap Corp. (1)		9,334		25,482
Intralinks Holdings, Inc. (1)		3,603		28,392
Intuit, Inc.		5,893		612,931
Invensense, Inc. (1)		13,163		110,569
IPG Photonics Corp. (1)		88,033		8,458,211
Ixia (1)		9,192		114,532
J2 Global, Inc.		27,773		1,710,261
Jabil Circuit, Inc.		828		15,956
Jack Henry & Associates, Inc.		1,877		158,738
Jive Software, Inc. (1)		7,682		29,038
Juniper Networks, Inc.		1,602		40,867
Keysight Technologies, Inc. (1)		3,263		90,516
Kla-tencor Corp.		3,669		267,140
KVH Industries, Inc. (1)		2,184		20,857
Lam Research Corp.		2,594		214,264
Lattice Semiconductor Corp. (1)		4,802		27,275
Leidos Holdings, Inc.		132		6,642
Linear Technology Corp.		5,494		244,813
LinkedIn Corp. (1)		2,511		287,133
Lionbridge Technologies, Inc. (1)		10,918		55,245
Littelfuse, Inc.		3,294		405,524
Liveperson, Inc. (1)		9,512		55,645
Logmein, Inc. (1)		4,169		210,368
Luxoft Holding, Inc. (1)		3,113		171,308
M/A-Com Technology Solutions Holdings, Inc. (1)		3,987		174,591
Manhattan Associates, Inc. (1)		30,532		1,736,355
Marin Software, Inc. (1)		549		1,658
Marketo, Inc. (1)		6,176		120,864
Match Group, Inc. (1)		656		7,255
Mattson Technology, Inc. (1)		12,552		45,815
Maxim Integrated Products, Inc.		2,247		82,645
Maximus, Inc.		11,175		588,252
MaxLinear, Inc. (1)		9,339		172,771
Maxpoint Interactive, Inc. (1)		1,483		2,625
Mercadolibre, Inc.		80,170		9,448,034
Mesa Laboratories, Inc.		486		46,826
Methode Electronics, Inc.		6,485		189,621
Microchip Technology, Inc.		38,552		1,858,206
Microsemi Corp. (1)		37,363		1,431,377
Microstrategy, Inc. (1)		1,570		282,160
MINDBODY, Inc. (1)		991		13,210
Mobileiron, Inc. (1)		6,752		30,519
Mobileye NV (1)		105,900		3,949,011
Model N, Inc. (1)		3,505		37,749
Monolithic Power Systems, Inc.		49,001		3,118,424
Monotype Imaging Holdings, Inc.		87,122		2,083,958
Motorola Solutions, Inc.		4,054		306,888
MTS Systems Corp.		2,505		152,429
National Instruments Corp.		27,164		817,908
NetApp, Inc.		2,028		55,344
NetScout Systems, Inc. (1)		67,694		1,554,931
NetSuite, Inc. (1)		917		62,805
NeuStar, Inc. (1)		53,321		1,311,697
New Relic, Inc. (1)		982		25,611
Newport Corp. (1)		2,232		51,336
NIC, Inc.		10,998		198,294
Nice-Systems Ltd. - ADR		48,991		3,174,127
Nimble Storage, Inc. (1)		8,583		67,291
Novatel Wireless, Inc. (1)		4,983		8,820
NVE Corp.		354		20,012
NVIDIA Corp.		171,040		6,094,155
ON Semiconductor Corp. (1)		9,100		87,269
Opower, Inc. (1)		4,379		29,821
OSI Systems, Inc. (1)		855		55,994
Palo Alto Networks, Inc. (1)		51,804		8,451,305
Pandora Media, Inc. (1)		4,853		43,434
Park City Group, Inc. (1)		1,682		15,205
Paychex, Inc.		6,491		350,579
Paycom Software, Inc. (1)		85,832		3,055,619
Pdf Solutions, Inc. (1)		4,169		55,781
Pegasystems, Inc.		6,015		152,661
Perficient, Inc. (1)		4,037		87,684
Pfsweb, Inc. (1)		1,902		24,954
Plantronics, Inc.		44,099		1,728,240
Plexus Corp. (1)		2,149		84,928
Power Integrations, Inc.		71,872		3,569,164
Proofpoint, Inc. (1)		39,630		2,131,301
PROS Holdings, Inc. (1)		4,036		47,584
PTC, Inc. (1)		259,640		8,609,662
Pure Storage, Inc. (1)		3,208		43,918
Q2 Holdings, Inc. (1)		3,307		79,500
QAD, Inc.		400		8,500
Qlik Technologies, Inc. (1)		132,238		3,824,323
Qorvo, Inc. (1)		3,243		163,480
Qualys, Inc. (1)		107,892		2,730,747
Quotient Technology, Inc. (1)		10,303		109,212
Rackspace Hosting, Inc. (1)		2,666		57,559
Rambus, Inc. (1)		19,544		268,730
Rapid7, Inc. (1)		1,072		14,011
Realpage, Inc. (1)		8,904		185,559
Red Hat, Inc. (1)		157,491		11,734,654
Reis, Inc.		914		21,525
Retailmenot, Inc. (1)		181		1,450
Rofin Sinar Technologies, Inc. (1)		551		17,753
Rogers Corp. (1)		998		59,750
Rubicon Project, Inc. (1)		4,359		79,683
Ruckus Wireless, Inc. (1)		12,798		125,548
Rudolph Technologies, Inc. (1)		858		11,720
Sabre Corp.		2,609		75,452
Sapiens International Corp.		3,119		37,366
Science Applications International Corp.		7,811		416,639
SciQuest, Inc. (1)		2,691		37,351
Semtech Corp. (1)		48,453		1,065,481
ServiceNow, Inc. (1)		3,529		215,904
Servicesource International, Inc. (1)		5,836		24,861
ShoreTel, Inc. (1)		2,320		17,261
Shutterstock, Inc. (1)		3,338		122,605
Silicon Graphics International Corp. (1)		5,849		41,645
Silicon Laboratories, Inc. (1)		5,099		229,251
Silver Spring Networks, Inc. (1)		5,779		85,240
Skyworks Solutions, Inc.		4,385		341,592
Splunk, Inc. (1)		263,846		12,909,985
SPS Commerce, Inc. (1)		64,311		2,761,514
Square, Inc. (1)		552		8,435
SS&C Technologies Holdings, Inc.		1,672		106,038
Stamps.com, Inc. (1)		6,708		712,926
SunEdison, Inc. (1)		5,761		3,112
SunPower Corp. (1)		94		2,100
Super Micro Computer, Inc. (1)		6,257		213,239
Synaptics, Inc. (1)		6,242		497,737
Synchronoss Technologies, Inc. (1)		6,556		212,021
Synopsys, Inc. (1)		76,260		3,694,034
Syntel, Inc. (1)		5,311		265,178
Tableau Software, Inc. (1)		13,412		615,208
Take-Two Interactive Software, Inc. (1)		7,440		280,265
Tangoe, Inc. (1)		6,560		51,758
TechTarget, Inc. (1)		796		5,906
Teletech Holdings, Inc.		1,523		42,278
Teradata Corp. (1)		2,269		59,539
Tessera Technologies, Inc.		5,395		167,245
Textura Corp. (1)		3,357		62,541
The Western Union Co.		11,843		228,451
Tivo, Inc. (1)		16,492		156,839
Total Systems Services, Inc.		3,793		180,471
Travelzoo, Inc. (1)		1,131		9,184
Trimble Navigation Ltd. (1)		316		7,837
TrueCar, Inc. (1)		8,223		45,967
TubeMogul, Inc. (1)		2,638		34,136
Twitter, Inc. (1)		12,968		214,620
Tyler Technologies, Inc. (1)		13,370		1,719,516
Ubiquiti Networks, Inc. (1)		4,565		151,878
Ultimate Software Group, Inc. (1)		10,886		2,106,441
Unisys Corp. (1)		5,440		41,888
Universal Display Corp. (1)		6,806		368,205
Vantiv, Inc. (1)		3,291		177,319
Varonis Systems, Inc. (1)		1,489		27,174
Vasco Data Security International, Inc. (1)		4,946		76,168
VeriFone Systems, Inc. (1)		2,611		73,735
Verint Systems, Inc. (1)		9,802		327,191
Verisign, Inc. (1)		2,244		198,684
Viasat, Inc. (1)		6,163		452,857
Violin Memory, Inc. (1)		15,373		8,028
VirnetX Holding Corp. (1)		7,731		35,485
Virtusa Corp. (1)		63,619		2,383,168
Web.Com Group, Inc. (1)		7,470		148,055
WebMD Health Corp. (1)		6,429		402,648
WEX, Inc. (1)		130,117		10,846,553
Wix.Com Ltd. (1)		3,169		64,236
Workday, Inc. (1)		214,434		16,477,109
Workiva, Inc. (1)		1,210		14,097
Xactly Corp. (1)		1,097		7,514
Xcerra Corp. (1)		4,017		26,191
Xilinx, Inc.		71,871		3,408,842
XO Group, Inc. (1)		4,431		71,118
Xura, Inc. (1)		3,835		75,434
Yelp, Inc. (1)		1,491		29,641
Zebra Technologies Corp. (1)		1,187		81,903
Zendesk, Inc. (1)		9,568		200,258
Zillow Group, Inc. - Class A (1)		602		15,381
Zillow Group, Inc. - Class C (1)		1,210		28,713
Zix Corp. (1)		9,603		37,740
				299,224,921
Materials - 3.01%
A. Schulman, Inc.		4,488		122,163
AEP Industries, Inc. (1)		694		45,804
Airgas, Inc.		351		49,716
American Vanguard Corp.		609		9,610
AptarGroup, Inc.		76,266		5,980,017
Ashland, Inc.		138		15,174
Avery Dennison Corp.		1,943		140,110
Axalta Coating Systems Ltd. (1)		2,316		67,627
Balchem Corp.		69,318		4,299,102
Ball Corp.		3,164		225,562
Bemis, Inc.		244		12,634
Berry Plastics Group, Inc. (1)		331,131		11,970,386
Boise Cascade Co. (1)		5,661		117,296
Calgon Carbon Corp.		4,113		57,664
Celanese Corp.		249		16,309
Century Alum Co. (1)		592		4,174
CF Industries Holdings, Inc.		5,399		169,205
Chase Corp.		1,064		55,956
Chemtura Corp. (1)		11,439		301,990
Clearwater Paper Corp. (1)		3,066		148,732
Compass Minerals International, Inc.		773		54,775
Core Molding Technologies, Inc. (1)		1,364		17,023
Crown Holdings, Inc. (1)		1,407		69,773
Deltic Timber Corp.		1,885		113,383
Eagle Materials, Inc.		1,153		80,837
Eastman Chemical Co.		848		61,251
Ferro Corp. (1)		11,802		140,090
Ferroglobe Plc		11,004		96,945
FMC Corp.		2,216		89,460
GCP Applied Technologies, Inc. (1)		1,670		33,300
Graphic Packaging Holding Co.		4,361		56,039
Handy & Harman Ltd. (1)		82		2,243
Hawkins, Inc.		311		11,224
Haynes International, Inc.		125		4,562
HB Fuller Co.		8,558		363,287
Headwaters, Inc. (1)		12,579		249,567
Huntsman Corp.		2,982		39,661
Innospec, Inc.		28,430		1,232,725
International Flavors & Fragrances, Inc.		1,857		211,271
International Paper Co.		9,173		376,460
Kaiser Aluminum Corp.		995		84,117
KapStone Paper and Packaging Corp.		14,520		201,102
KMG Chemicals, Inc.		1,650		38,065
Koppers Holdings, Inc. (1)		3,562		80,038
Louisiana-Pacific Corp. (1)		22,358		382,769
LSB Industries, Inc. (1)		1,318		16,804
Martin Marietta Materials, Inc.		46,307		7,386,430
Minerals Technologies, Inc.		5,539		314,892
Multi Packaging Solutions International Ltd. (1)		2,232		36,225
Myers Industries, Inc.		4,182		53,780
Neenah Paper, Inc.		1,591		101,283
NewMarket Corp.		195		77,271
Olin Corp.		12,483		216,830
Olympic Steel, Inc.		325		5,626
Omnova Solutions, Inc. (1)		4,862		27,033
Owens-Illinois, Inc. (1)		234		3,735
Packaging Corporation of America		2,247		135,719
Platform Specialty Products Corp. (1)		494		4,248
Polyone Corp.		15,137		457,894
Quaker Chemical Corp.		37,167		3,153,992
Real Industry, Inc. (1)		2,556		22,237
Rentech, Inc. (1)		2,497		5,543
Royal Gold, Inc.		79		4,052
RPM International, Inc.		3,059		144,782
Ryerson Holding Corp. (1)		503		2,797
Schweitzer-Mauduit International, Inc.		965		30,378
Scotts Miracle-Gro Co.		930		67,676
Sealed Air Corp.		4,531		217,533
Senomyx, Inc. (1)		7,140		18,564
Sensient Technologies Corp.		5,128		325,423
Silgan Holdings, Inc.		933		49,608
Steel Dynamics, Inc.		617		13,889
Stepan Co.		1,626		89,901
Stillwater Mining Co. (1)		6,647		70,791
Summit Materials, Inc. (1)		5,432		105,652
Suncoke Energy, Inc.		8,050		52,325
Tahoe Resources, Inc.		474		4,754
The Sherwin-Williams Co.		1,858		528,917
The Valspar Corp.		1,865		199,592
Trecora Resources (1)		3,470		33,381
Tredegar Corp.		893		14,038
Trinseo S.A. (1)		1,996		73,473
United States Lime & Minerals, Inc.		27		1,620
US Concrete, Inc. (1)		2,482		147,878
Valhi, Inc.		1,963		2,316
Vulcan Materials Co.		398		42,017
W.R. Grace & Co. (1)		1,670		118,871
WestRock Co.		570		22,247
Worthington Industries, Inc.		1,894		67,502
				42,368,717
Telecommunication Services - 0.92%
8x8, Inc. (1)		5,287		53,187
Boingo Wireless, Inc. (1)		3,361		25,947
Cogent Communications Holdings, Inc.		7,845		306,190
Consolidated Communications Holdings, Inc.		5,608		144,462
FairPoint Communications, Inc. (1)		3,613		53,761
General Communication, Inc. (1)		6,056		110,946
IDT Corp.		431		6,719
Incontact, Inc. (1)		9,383		83,415
Inteliquent, Inc.		2,402		38,552
Intelsat S.A. (1)		2,192		5,524
Iridium Communications, Inc. (1)		155,380		1,222,841
Level 3 Communications, Inc. (1)		790		41,752
Lumos Networks Corp. (1)		3,359		43,130
pdvWireless, Inc. (1)		1,488		51,098
RingCentral, Inc. (1)		9,186		144,680
SBA Communications Corp. (1)		102,044		10,221,747
Shenandoah Telecommunications Company		7,043		188,400
Straight Path Communications, Inc. (1)		1,618		50,207
Vonage Holdings Corp. (1)		3,262		14,907
Windstream Holdings, Inc.		14,985		115,085
Zayo Group Holdings, Inc. (1)		2,851		69,108
				12,991,658
Utilities - 0.18%
Allete, Inc.		41,991		2,354,435
American States Water Co.		438		17,240
Calpine Corp. (1)		986		14,958
Genie Energy Ltd.		182		1,385
ITC Holdings Corp.		1,317		57,382
Ormat Technologies, Inc.		2,493		102,811
Spark Energy, Inc.		409		7,362
Terraform Global, Inc.		2,032		4,836
TerraForm Power, Inc.		69		597
Vivint Solar, Inc. (1)		2,320		6,148
York Water Co.		54		1,648
				2,568,802
Total Common Stocks (Cost $1,411,379,903)			$	1,345,842,391
RIGHTS - 0.00% (2)
Healthcare - 0.00% (2)
Dyax Corp.  (1)(3)		15,849	$	57,056
Consumer Discretionary - 0.00% (2)
Vince Holding Corp.		1,548		1,285
Total Rights (Cost $36,918)			$	58,341
SHORT-TERM INVESTMENTS - 4.80%
Money Market Fund - 4.80%
Goldman Sachs Financial Square Government Fund- Class I, 0.25%		33,812,976	$	33,812,976
JPMorgan U.S. Government Money Market Fund- Class I, 0.23%		33,812,977		33,812,977
Total Short-Term Investments (Cost $67,625,953)			$	67,625,953
TOTAL INVESTMENTS IN SECURITIES - 100.27%
(Cost $1,479,042,774)			$	1,413,526,685
LIABILITIES IN EXCESS OF OTHER ASSETS - (0.27)%				(3,801,325	)
TOTAL NET ASSETS - 100.00%			$	1,409,725,360

Percentages are stated as a percent of net assets.
ADR - American Depository Receipt
(1)	Non-income producing security.
(2)	Amount calculated is less than 0.005%.
(3)	The price for this security was derived from an estimate of fair market value using methods approved by the Fund's Board of Trustees.  This security represents $57,056 or 0.00% of the Fund's net assets and is classified as a Level 3 security.
The sector classifications listed above are in accordance with Global Industry Classification Standards (GICS®), which was
developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor Financial Services LLC ("S&P").
The accompanying notes are an integral part of these Schedule of Investments.

Open Futures Contracts
Number of Contracts Purchased	Description	Counterparty	Settlement Month	Notional Amount		Value		Unrealized Appreciation
2	E-Mini Nasdaq 100 Index Futures	Morgan Stanley	Jun. 2016	$	170,469	$	179,050	$	8,581
6	E-Mini Russell 2000 Index Futures	Morgan Stanley	Jun. 2016		642,933		665,760		22,827
1	E-Mini S&P 400 Index Futures	Morgan Stanley	Jun. 2016		138,003		144,120		6,117
								$	37,525

Bridge Builder Small/Mid Cap Value Fund
Schedule of Investments
March 31, 2016 (Unaudited)
	Shares		Value
COMMON STOCKS - 95.92%
Consumer Discretionary - 11.59%
Aaron's, Inc.		496	$	12,450
Abercrombie & Fitch Co.		4,528		142,813
AMC Entertainment Holdings, Inc.		1,282		35,883
American Eagle Outfitters, Inc.		1,403		23,388
American Public Education, Inc. (1)		1,072		22,115
America's Car-Mart, Inc. (1)		463		11,575
Apollo  Education  Group, Inc. (1)		6,186		50,818
Aramark		146		4,836
Arctic Cat, Inc.		519		8,719
Ascena  Retail  Group, Inc. (1)		9,113		100,790
Ascent Capital Group, Inc. (1)		871		12,900
Barnes & Noble Education, Inc. (1)		2,091		20,492
Barnes & Noble, Inc.		3,309		40,899
Bassett Furniture Industries, Inc.		345		10,992
Beazer Homes USA, Inc. (1)		2,221		19,367
Bebe Stores, Inc. (1)		1,414		777
Belmond Ltd. (1)		6,308		59,863
Best Buy, Inc.		39,965		1,296,465
Big 5 Sporting Goods Corp.		1,182		13,132
Biglari Holdings, Inc. (1)		108		40,145
Black Diamond, Inc. (1)		1,258		5,686
Bob Evans Farms, Inc.		1,192		55,654
Bridgepoint Education, Inc. (1)		1,109		11,179
Brunswick Corp.		99,484		4,773,242
Build-A-Bear Workshop, Inc. (1)		803		10,431
Burlington Stores, Inc. (1)		517		29,076
Cabela's, Inc. (1)		388		18,892
Cable One, Inc.		31		13,551
Cablevision Systems Corp.		1,551		51,183
Caesars Acquisition Co. (1)		3,012		18,433
Caesars Entertainment Corp. (1)		3,605		24,514
CalAtlantic Group, Inc.		3,956		132,210
Caleres, Inc.		2,596		73,441
Callaway Golf Co.		5,039		45,956
Cambium Learning Group, Inc. (1)		743		3,173
Career Education Corp. (1)		4,403		19,990
Carmike Cinemas, Inc. (1)		1,498		45,000
Carriage Services, Inc.		875		18,909
Carrols Restaurant Group, Inc. (1)		306		4,419
Cato Corp.		1,409		54,317
Cavco Industries, Inc. (1)		130		12,150
CBS Corp.		20,308		1,118,768
Central European Media Enterprises Ltd. (1)		1,282		3,269
Century Communities, Inc. (1)		957		16,336
Chegg, Inc. (1)		3,035		13,536
Children's Place, Inc.		991		82,719
Christopher & Banks Corp. (1)		2,478		5,922
Citi Trends, Inc.		948		16,903
Clear Channel Outdoor Holdings, Inc.		206		968
Coach, Inc.		2,125		85,191
Columbia Sportswear Co.		33,772		2,029,359
Conn's, Inc. (1)		1,587		19,774
Cooper Tire & Rubber Co.		3,326		123,129
Cooper-Standard Holdings, Inc. (1)		818		58,765
Core Mark Holding Company, Inc.		22,464		1,832,164
Cracker Barrel Old Country Store, Inc.		83		12,672
Crocs, Inc. (1)		1,075		10,341
Crown Media Holdings, Inc. (1)		437		2,220
CSS Industries, Inc.		601		16,786
CST Brands, Inc.		108,635		4,159,634
Cumulus Media, Inc. (1)		9,532		4,426
D. R. Horton, Inc.		1,722		52,056
Daily Journal Corp. (1)		70		13,698
Dana Holding Corp.		4,687		66,040
Darden Restaurants, Inc.		900		59,670
Deckers Outdoor Corp. (1)		925		55,417
Del Frisco's Restaurant Group, Inc. (1)		1,436		23,809
Denny's Corp. (1)		1,548		16,037
Destination Xl Group, Inc. (1)		1,800		9,306
Devry Education Group, Inc.		4,166		71,947
Dick's Sporting Goods, Inc.		256		11,968
Dillard's, Inc.		168		14,265
DineEquity, Inc.		83		7,755
Discovery Communications, Inc. - Class A (1)		127		3,636
Discovery Communications, Inc. - Class C (1)		202		5,454
Dreamworks Animation SKG, Inc. (1)		4,911		122,529
DSW, Inc.		618		17,082
Duluth Holdings, Inc. (1)		185		3,606
E.W. Scripps Co.		74,902		1,167,722
Eldorado Resorts, Inc. (1)		895		10,239
Empire Resorts, Inc. (1)		10		139
Entercom Communications Corp. (1)		1,681		17,785
Entravision Communication Corp.		167		1,242
Eros International Plc (1)		1,850		21,294
Escalade, Inc.		457		5,379
Ethan Allen Interiors, Inc.		1,655		52,662
EVINE Live, Inc. (1)		3,238		3,788
Expedia, Inc.		17,878		1,927,606
Express, Inc. (1)		542		11,604
Federal Mogul Holdings Corp. (1)		1,958		19,345
Fenix Parts, Inc. (1)		195		897
Finish Line, Inc.		2,163		45,639
Flexsteel Industries, Inc.		372		16,249
Foot Locker, Inc.		168		10,836
Fossil Group, Inc. (1)		70		3,109
Freds, Inc.		2,403		35,829
FTD Companies, Inc. (1)		1,193		31,316
GameStop Corp.		959		30,429
Gannett Co., Inc.		1,019		15,428
Garmin LTD		1,058		42,278
Genesco, Inc. (1)		1,436		103,751
Gentex Corp.		1,319		20,695
Genuine Parts Co.		95		9,439
Gildan Activewear, Inc.		88,175		2,690,219
Goodyear Tire & Rubber Co.		2,415		79,647
Graham Holdings Co.		31		14,880
Grand Canyon Education, Inc. (1)		153,475		6,559,521
Green Brick Partners, Inc. (1)		1,447		10,983
Group 1 Automotive, Inc.		1,204		70,663
Guess, Inc.		4,033		75,699
H&R Block, Inc.		144,261		3,811,376
Harley-Davidson, Inc.		24,676		1,266,619
Harman International Industries, Inc.		19,350		1,722,924
Harte-Hanks, Inc.		3,243		8,205
Hasbro, Inc.		187		14,979
Haverty Furniture, Inc.		1,319		27,910
Helen Of Troy Corp. (1)		1,094		113,437
Hemisphere Media Group, Inc. (1)		617		8,101
Hooker Furniture Corp.		638		20,958
Horizon Global Corp. (1)		1,092		13,737
Houghton Mifflin Harcourt Co. (1)		7,447		148,493
Hovnanian Enterprises, Inc. (1)		8,040		12,542
HSN, Inc.		50,300		2,631,193
Hyatt Hotels Corp. (1)		286		14,154
Iconix Brand Group, Inc. (1)		3,171		25,527
International Game Technology Plc		276		5,037
International Speedway Corp.		1,797		66,327
Intrawest Resorts Holdings, Inc. (1)		1,016		8,687
iRobot Corp. (1)		1,572		55,492
Isle Of Capri Casinos, Inc. (1)		40		560
J. Alexander's Holdings, Inc. (1)		896		9,462
J.C. Penney Co., Inc. (1)		2,730		30,194
JAKKS Pacific, Inc. (1)		953		7,090
Jarden Corp. (1)		130,050		7,666,447
John Wiley & Sons, Inc.		415		20,289
Johnson Outdoors, Inc.		314		6,977
Journal Media Group, Inc.		1,491		17,832
K12, Inc. (1)		2,216		21,916
KB Home		4,980		71,114
Kohls Corp.		1,699		79,190
Kona Grill, Inc. (1)		269		3,484
Lands End, Inc. (1)		890		22,704
La-Z-Boy, Inc.		91,098		2,435,961
Lear Corp.		28,804		3,202,141
Lennar Corp. - Class A		80,819		3,908,407
Lennar Corp. - Class B		55		2,129
LGI Homes, Inc. (1)		697		16,874
Libbey, Inc.		76		1,414
Liberty Broadband Corp. - Class A (1)		237		13,784
Liberty Broadband Corp. - Class C (1)		591		34,248
Liberty Interactive Corp. (1)		2,424		61,206
Liberty Media Corp - Class A (1)		942		36,389
Liberty Media Corp - Class C (1)		1,788		68,105
Liberty TripAdvisor Holdings, Inc. (1)		3,444		76,319
Lifetime Brands, Inc.		684		10,308
Lithia Motors, Inc.		18,820		1,643,551
Lumber Liquidators Holdings, Inc. (1)		1,797		23,577
M.D.C. Holdings, Inc.		1,703		42,677
M/I Homes, Inc. (1)		1,357		25,308
Macy's, Inc.		785		34,611
Marcus Corp.		1,168		22,134
Marinemax, Inc. (1)		806		15,693
Marriott Vacations Worldwide Corp.		663		44,752
Mattel, Inc.		3,026		101,734
MCBC Holdings, Inc. (1)		137		1,929
MDC Partners, Inc.		2,066		48,758
Media General, Inc. (1)		6,238		101,742
Meredith Corp.		2,408		114,380
Meritage Homes Corp. (1)		2,433		88,707
Metaldyne Performance Group, Inc.		314		5,278
MGM Resorts International (1)		3,705		79,435
Modine Manufacturing Co. (1)		3,100		34,131
Mohawk Industries, Inc. (1)		164		31,308
Monarch Casino & Resort, Inc. (1)		613		11,929
Morgans Hotel Group Co. (1)		858		1,184
Motorcar Parts of America, Inc. (1)		73		2,773
Movado Group, Inc.		1,039		28,604
Murphy USA, Inc. (1)		350		21,507
NACCO Industries, Inc.		262		15,041
National Cinemedia, Inc.		3,067		46,649
New Home Company, Inc. (1)		625		7,662
New Media Investment Group, Inc.		2,925		48,672
New York Times Co.		7,219		89,949
Newell Rubbermaid, Inc.		67,618		2,994,801
News Corp. - Class A		3,450		44,056
News Corp. - Class B		1,058		14,018
Noodles & Co. (1)		155		1,838
Norwegian Cruise Line Holdings Ltd. (1)		95		5,253
Office Depot, Inc. (1)		4,035		28,648
Ollie's Bargain Outlet Holdings, Inc. (1)		164		3,843
Omnicom Group, Inc.		34,188		2,845,467
Penn National Gaming, Inc. (1)		4,802		80,145
Penske Automotive Group, Inc.		239		9,058
Performance Sports Group Ltd. (1)		2,785		8,856
Perry Ellis International, Inc. (1)		781		14,378
Planet Fitness, Inc. (1)		418		6,788
Potbelly Corp. (1)		120,160		1,635,378
Pulte Group, Inc.		3,266		61,107
PVH Corp.		43,115		4,270,972
Ralph Lauren Corp.		506		48,708
Reading International, Inc. (1)		807		9,668
Regis Corp. (1)		2,344		35,605
Rent-A-Center, Inc.		3,473		55,047
Royal Caribbean Cruises Ltd.		1,539		126,429
Ruby Tuesday, Inc. (1)		4,051		21,794
Ruth's Hospitality Group, Inc.		755		13,900
Saga Communications, Inc.		235		9,414
Scholastic Corp.		50,662		1,893,239
Sears Holdings Corp. (1)		107		1,638
Sequential Brands Group, Inc. (1)		461		2,946
Servicemaster Global Holdings, Inc. (1)		59,475		2,241,018
Shake Shack, Inc. (1)		35		1,306
Shoe Carnival, Inc.		964		25,989
Shutterfly, Inc. (1)		840		38,951
Signet Jewelers Ltd.		16,075		1,993,782
Sizmek, Inc. (1)		1,399		4,057
Skullcandy, Inc. (1)		975		3,471
Sonic Automotive, Inc.		1,954		36,110
Sonic Corp.		900		31,644
Speedway Motorsports, Inc.		736		14,595
Sportsman's Warehouse Holdings, Inc. (1)		687		8,656
Stage Stores, Inc.		2,114		17,039
Standard Motor Products, Inc.		1,288		44,629
Staples, Inc.		5,728		63,180
Starz (1)		9,677		254,795
Stein Mart, Inc.		1,888		13,839
Strattec Security Corp.		185		10,617
Strayer Education, Inc. (1)		430		20,962
Superior Industries International, Inc.		1,494		32,988
Systemax, Inc. (1)		704		6,174
Tailored Brands, Inc.		70,775		1,266,872
Taylor Morrison Home Corp. (1)		2,172		30,669
Tegna, Inc.		2,033		47,694
Tenneco, Inc. (1)		119,484		6,154,621
Tiffany & Co.		249		18,272
Tilly's, Inc. (1)		749		5,011
Time, Inc.		7,129		110,072
Toll Brothers, Inc. (1)		1,025		30,248
Tower International, Inc.		610		16,592
Townsquare Media, Inc. (1)		441		4,944
Travelport Worldwide Ltd.		2,030		27,730
Tri Pointe Homes, Inc. (1)		9,984		117,612
Tribune Media Co.		51,400		1,971,190
Tribune Publishing Co.		816		6,300
Tuesday Morning Corp. (1)		525		4,294
Tupperware Brands Corp.		25		1,449
Unifi, Inc. (1)		909		20,825
Universal Electronics, Inc. (1)		155		9,608
Universal Technical Institute, Inc.		1,375		5,926
Vera Bradley, Inc. (1)		1,384		28,151
Vista Outdoor, Inc. (1)		498		25,851
Visteon Corp.		18,910		1,505,047
Vitamin Shoppe, Inc. (1)		1,588		49,164
VOXX International Corp. (1)		1,197		5,351
WCI Communities, Inc. (1)		1,046		19,435
Weight Watchers International, Inc. (1)		188		2,732
Wendy's Co.		1,825		19,874
West Marine, Inc. (1)		1,155		10,499
Weyco Group, Inc.		375		9,983
Whirlpool Corp.		650		117,221
William Lyon Homes (1)		1,142		16,548
Wingstop, Inc. (1)		81		1,837
Winnebago Industries, Inc.		163		3,659
Wolverine World Wide, Inc.		80,840		1,489,073
Wynn Resorts Ltd.		84		7,848
Zumiez, Inc. (1)		262		5,219
				93,431,428
Consumer Staples - 3.04%
Alico, Inc.		237		6,544
Amplify Snack Brands, Inc. (1)		427		6,115
Avon Products, Inc.		3,895		18,735
B&G Foods, Inc.		226		7,867
Blue Buffalo Pet Products, Inc. (1)		126		3,233
Brown Forman Corp. - Class A		16		1,707
Brown Forman Corp. - Class B		75		7,385
Bunge Ltd.		1,285		72,821
Campbell Soup Co.		640		40,826
Casey's General Stores, Inc.		7,260		822,703
Central Garden & Pet Co. (1)		2,422		39,454
Clorox Co.		242		30,507
Coca-Cola Bottling Co. Consolidated		27		4,314
Coca-Cola Enterprises, Inc.		33,624		1,706,082
ConAgra Foods, Inc.		3,301		147,291
Constellation Brands, Inc.		13,285		2,007,231
Craft Brew Alliance, Inc. (1)		426		3,506
Darling Ingredients, Inc. (1)		10,768		141,815
Dean Foods Co.		3,347		57,970
Edgewell Personal Care Co.		556		44,775
Elizabeth Arden, Inc. (1)		1,653		13,538
Energizer Holdings, Inc.		556		22,524
Fairway Group Holdings Corp. (1)		526		184
Flowers Foods, Inc.		172		3,175
Fresh Del Monte Produce, Inc.		2,173		91,418
Herbalife Ltd. (1)		97		5,971
HRG Group, Inc. (1)		132,031		1,839,192
Ingles Markets, Inc.		626		23,475
Ingredion, Inc.		559		59,696
Inter Parfums, Inc.		647		19,992
J & J Snack Foods Corp.		16,520		1,788,786
John B. Sanfilippo & Son, Inc.		403		27,843
Kellogg Co.		223		17,071
Lancaster Colony Corp.		29,800		3,294,986
Landec Corp. (1)		1,356		14,238
Molson Coors Brewing Co.		1,413		135,902
National Beverage Corp. (1)		41		1,735
Nature's Sunshine Products, Inc.		666		6,394
Nu Skin Enterprises, Inc.		415		15,874
Nutraceutical International Corp. (1)		561		13,660
Oil-Dri Corp. of America		308		10,404
Omega Protein Corp. (1)		1,425		24,139
Orchids Paper Products Company		433		11,912
Performance Food Group Co. (1)		474		11,068
Pilgrim's Pride Corp. (1)		511		12,979
Pinnacle Foods, Inc.		1,043		46,601
Post Holdings, Inc. (1)		3,999		275,011
Revlon, Inc. (1)		548		19,953
Rite Aid Corp. (1)		727,670		5,930,510
Sanderson Farms, Inc.		1,463		131,933
Seaboard Corp. (1)		16		48,048
Seneca Foods Corp. (1)		487		16,918
Smart & Final Stores, Inc. (1)		1,557		25,223
Snyder's-Lance, Inc.		3,255		102,453
SpartanNash Co.		2,440		73,956
Spectrum Brands Holdings, Inc.		37,350		4,081,608
Supervalu, Inc. (1)		17,063		98,283
Synutra International, Inc. (1)		255		1,267
Sysco Corp.		3,653		170,705
The Andersons, Inc.		1,855		58,266
The J. M. Smucker Co.		1,070		138,929
Tootsie Roll Industries, Inc.		812		28,384
Treehouse Foods, Inc. (1)		3,670		318,373
Tyson Foods, Inc.		2,503		166,850
United Natural Foods, Inc. (1)		274		11,042
Universal Corp.		1,482		84,192
Village Super Market, Inc.		440		10,630
Weis Markets, Inc.		701		31,587
Whole Foods Market, Inc.		246		7,653
				24,515,412
Energy - 3.36%
Abraxas Petroleum Corp. (1)		6,360		6,424
Adams Resources & Energy, Inc.		134		5,357
Alon USA Energy, Inc.		2,051		21,166
Anadarko Petroleum Corp.		11,949		556,465
Antero Resources Corp. (1)		633		15,743
Approach Resources, Inc. (1)		2,442		2,833
Archrock, Inc.		4,505		36,040
Ardmore Shipping Corp.		1,137		9,608
Atwood Oceanics, Inc.		4,316		39,578
Barrett Bill Corp. (1)		3,291		20,470
Basic Energy Services, Inc. (1)		2,738		7,557
Bonanza Creek Energy, Inc. (1)		3,478		5,530
Bristow Group, Inc.		33,511		634,028
C&J Energy Services Ltd. (1)		3,701		5,218
California Resources Corp.		3,554		3,661
Callon Petroleum Co. (1)		6,300		55,755
Cameron International Corp. (1)		1,713		114,857
CARBO Ceramics, Inc.		1,286		18,261
Carrizo Oil & Gas, Inc. (1)		40,870		1,263,700
Cheniere Energy, Inc. (1)		2,122		71,787
Chesapeake Energy Corp.		5,278		21,745
Cimarex Energy Co.		23,861		2,320,959
Clayton Williams Energy, Inc. (1)		425		3,791
Clean Energy Fuels Corp. (1)		4,950		14,503
Cloud Peak Energy, Inc. (1)		3,958		7,718
Cobalt International Energy, Inc. (1)		3,334		9,902
Columbia Pipeline Group, Inc.		3,575		89,732
Concho Resources, Inc. (1)		1,161		117,307
CONSOL Energy, Inc.		2,055		23,201
Contango Oil & Gas Company (1)		1,139		13,429
Continental Resources, Inc. (1)		522		15,848
CVR Energy, Inc.		93		2,427
Delek US Holdings, Inc.		1,701		25,923
Denbury Resources, Inc.		3,253		7,222
DHT Holdings, Inc.		6,056		34,883
Diamond Offshore Drilling, Inc.		577		12,538
Diamondback Energy, Inc. (1)		32,612		2,516,994
Dorian LPG Ltd. (1)		1,663		15,632
Dril-Quip, Inc. (1)		351		21,257
Earthstone Energy, Inc. (1)		90		1,090
Eclipse Resources Corp. (1)		3,112		4,481
Energen Corp.		69,641		2,548,164
Energy Fuels, Inc. (1)		1,360		3,006
Energy XXI Ltd.		4,087		2,546
Ensco Plc		2,103		21,808
EP Energy Corp. (1)		335		1,514
EQT Corp.		27,284		1,835,122
Era Group, Inc. (1)		1,364		12,794
Erin Energy Corp. (1)		582		1,094
EXCO Resources, Inc. (1)		10,293		10,181
Exterran Corp. (1)		2,251		34,800
Fairmount Santrol Holdings, Inc. (1)		291		730
FMC Technologies, Inc. (1)		727		19,891
Forum Energy Technologies, Inc. (1)		93,505		1,234,266
Franks International		317		5,224
Frontline Ltd./Bermuda		3,094		25,897
GasLog Ltd.		2,724		26,532
Gastar Exploration, Inc. (1)		3,457		3,803
Gener8 Maritime, Inc. (1)		1,061		7,491
Geospace Technologies Corp. (1)		846		10,440
Golar LNG Ltd.		804		14,448
Green Plains, Inc.		2,466		39,357
Gulfmark Offshore, Inc. (1)		1,627		10,039
Gulfport Energy Corp. (1)		51,053		1,446,842
Halcon Res Corp. (1)		4,826		4,639
Hallador Energy Company		440		2,011
Helix Energy Solutions Group, Inc. (1)		6,921		38,758
Helmerich & Payne, Inc.		864		50,734
Hess Corp.		2,476		130,361
Hollyfrontier Corp.		1,395		49,271
Hornbeck Offshore Services, Inc. (1)		2,129		21,141
Independence Contract Drilling, Inc. (1)		975		4,651
ION Geophysical Corp. (1)		492		3,975
Jones Energy, Inc. (1)		1,970		6,560
Key Energy Services, Inc. (1)		8,132		3,004
Kosmos Energy Ltd. (1)		56,241		327,323
Laredo Petroleum, Inc. (1)		1,123		8,905
Marathon Oil Corp.		7,571		84,341
Marathon Petroleum Corp.		54,982		2,044,231
Matador Resources Co. (1)		96,390		1,827,554
Matrix Service Co. (1)		1,761		31,170
McDermott International, Inc. (1)		15,593		63,775
Murphy Oil Corp.		1,606		40,455
Nabors Industries Ltd.		2,519		23,175
National Oilwell Varco, Inc.		3,471		107,948
Natural Gas Services Group, Inc. (1)		793		17,153
Navios Maritime Acquisition Corp.		5,319		8,457
Newfield Exploration Co. (1)		1,782		59,252
Newpark Resources, Inc. (1)		5,477		23,661
Noble Corp. Plc		2,172		22,480
Noble Energy, Inc.		3,855		121,086
Nordic American Offshore Ltd.		1,200		5,376
Nordic American Tanker Ltd.		5,787		81,539
North Atlantic Drilling Ltd. (1)		274		751
Northern Oil & Gas, Inc. (1)		4,099		16,355
Oasis Petroleum, Inc. (1)		11,779		85,751
Oceaneering International, Inc.		732		24,332
Oil States International, Inc. (1)		3,365		106,065
ONEOK, Inc.		1,029		30,726
Pacific Ethanol, Inc. (1)		2,130		9,968
Panhandle Oil And Gas, Inc.		578		10,005
Par Petroleum Corp. (1)		66		1,238
Parker Drilling Co. (1)		7,809		16,555
Parsley Energy, Inc. (1)		104,118		2,353,067
Patterson-Uti Energy, Inc.		1,316		23,188
PBF Energy, Inc.		867		28,784
PDC Energy, Inc. (1)		3,005		178,647
Peabody Energy Corp.		918		2,130
PHI, Inc. (1)		750		14,168
Pioneer Energy Services Corp. (1)		4,034		8,875
Pioneer Natural Resources Co		1,449		203,932
QEP Resources, Inc.		1,936		27,317
Range Resources Corp.		1,419		45,947
Renewable Energy Group, Inc. (1)		2,873		27,121
REX American Resources Corp. (1)		383		21,245
Rex Energy Corp. (1)		3,385		2,601
Ring Energy, Inc. (1)		1,620		8,181
Rowan Companies Plc		1,118		18,000
RPC, Inc.		454		6,438
RSP Permian, Inc. (1)		51,902		1,507,234
Sanchez Energy Corp. (1)		2,178		11,957
Scorpio Tankers, Inc.		11,627		67,785
Seacor Holdings, Inc. (1)		1,119		60,930
Seadrill Ltd. (1)		3,368		11,114
Seventy Seven Energy, Inc. (1)		2,255		1,308
Ship Finance International Ltd.		3,858		53,588
SM Energy Co.		611		11,450
Southwestern Energy Co. (1)		3,454		27,874
Stone Energy Corp. (1)		4,089		3,230
Superior Energy Services, Inc.		1,347		18,036
Synergy Resources Corp. (1)		6,961		54,087
Targa Resources Corp.		738		22,037
Teekay Corp.		259		2,243
Teekay Tankers Ltd.		6,237		22,890
Tesco Corp.		2,451		21,103
Tesoro Corp.		1,058		90,999
Tetra Technologies, Inc. (1)		5,127		32,556
Tidewater, Inc.		3,059		20,893
TransAtlantic Petroleum Ltd. (1)		1,176		882
Triangle Petroleum Corp. (1)		2,023		1,097
Ultra Petroleum Corp. (1)		6,321		3,148
Unit  Corp. (1)		3,278		28,879
W&T Offshore, Inc. (1)		2,375		5,201
Weatherford International Plc (1)		8,002		62,256
Western Refining, Inc.		32,431		943,418
Westmoreland Coal Co. (1)		1,135		8,183
Whiting Petroleum Corp. (1)		1,845		14,723
World Fuel Services Corp.		530		25,747
WPX Energy, Inc. (1)		2,119		14,812
				27,124,642
Financials - 28.51%
1st Source Corp.		1,060		33,750
Acadia Realty Trust		4,538		159,420
Access National Corp.		459		9,102
AG Mortgage Investment Trust, Inc.		1,989		25,996
Agree Realty Corp.		1,380		53,089
Alexander & Baldwin, Inc.		79,192		2,904,763
Alexander's, Inc.		15		5,708
Alexandria Real Estate Equity, Inc.		644		58,533
Alleghany Corp. (1)		6,461		3,205,948
Allegiance Bancshares, Inc. (1)		197		3,619
Allied World Assurance Co. Holdings, AG.		99,405		3,473,211
Allstate  Corp.		40,702		2,742,094
Ally Financial, Inc. (1)		73,323		1,372,607
Altisource Asset Management Corp. (1)		76		897
Altisource Residential Corp.		3,803		45,636
Ambac Financial Group, Inc. (1)		1,610		25,438
American Assets Trust, Inc.		29,896		1,193,448
American Campus Communities, Inc.		1,166		54,907
American Capital Agency Corp.		2,974		55,406
American Capital Mortgage Investment Corp.		3,238		47,534
American Equity Investment Life Holding Co.		3,339		56,095
American Financial Group, Inc.		617		43,418
American Homes 4 Rent		79,438		1,263,064
American National BankShares, Inc.		549		13,906
American National Insurance Co.		65		7,508
Ameriprise Financial, Inc.		252		23,691
Ameris Bancorp		2,092		61,881
Amerisafe, Inc.		1,316		69,143
Ames National Corp.		589		14,584
Amtrust Financial Services, Inc.		695		17,987
Anchor BanCorp Wisconsin, Inc. (1)		512		23,071
Annaly Capital Management, Inc.		8,442		86,615
Anworth Mortgage Asset Corp.		6,806		31,716
Aon Plc		44,661		4,664,841
Apartment Investment & Management Co.		1,394		58,297
Apollo Commercial Real Estate Finance, Inc.		3,953		64,434
Apollo Residential Mortgage, Inc.		2,126		28,531
Apple Hospitality REIT, Inc.		1,578		31,260
Arch Capital Group Ltd. (1)		1,109		78,850
Ares Capital Corp.		387,750		5,754,210
Ares Commercial Real Estate Corp.		1,855		20,312
Argo Group International Holdings Ltd.		1,903		109,213
Arlington Asset Investment Corp.		925		11,590
Armada Hoffler Properties, Inc.		2,018		22,703
ARMOUR Residential REIT, Inc.		2,520		54,256
Arrow Financial Corp.		716		19,024
Arthur J. Gallagher & Co.		136,821		6,085,798
Ashford Hospitality Prime, Inc.		1,857		21,671
Ashford Hospitality Trust, Inc.		5,559		35,466
Aspen Insurance Holdings Ltd.		552		26,330
Associated Banc Corp.		1,368		24,542
Assurant, Inc.		608		46,907
Assured Guaranty Ltd.		1,267		32,055
Astoria Financial Corp.		5,914		93,678
Atlas Financial Holdings, Inc. (1)		493		8,943
AV Homes, Inc. (1)		813		9,236
Avalonbay Communities, Inc.		1,182		224,816
Axis Capital Holdings Ltd.		849		47,086
Baldwin & Lyons, Inc.		795		19,565
Banc of California, Inc.		2,865		50,138
BancFirst Corp.		473		26,975
Banco Latinoamericano De Comerico		1,971		47,738
Bancorpsouth, Inc.		138,816		2,958,169
Bank Mutual Corp.		2,969		22,475
Bank of Hawaii Corp.		389		26,561
Bank Of Marin Bancorp		383		18,851
Bank Of The Ozarks, Inc.		36,980		1,552,051
BankFinancial Corp.		1,172		13,853
BankUnited, Inc.		68,832		2,370,574
Banner Corp.		1,364		57,343
Bar Harbor Bankshares		382		12,690
BB&T Corp.		78,475		2,610,863
BBCN Bancorp, Inc.		5,176		78,623
BBX Capital Corp. (1)		106		1,692
Bear State Financial, Inc. (1)		843		7,815
Beneficial Bancorp, Inc. (1)		5,393		73,830
Berkshire Hills Bancorp, Inc.		1,925		51,763
Blue Hills Bancorp, Inc.		1,794		24,524
Bluerock Resident Growth REIT, Inc. - Class A		1,257		13,676
BNC Bancorp		1,668		35,228
BOK Financial Corp.		253		13,819
Boston Private Financial Holdings, Inc.		5,410		61,945
Boston Properties, Inc.		28,077		3,568,025
Brandywine Realty Trust		1,603		22,490
Bridge Bancorp, Inc.		957		29,160
Brixmor Property Group, Inc.		1,547		39,634
Brookline Bancorp, Inc.		4,580		50,426
Brown  &  Brown,  Inc.		1,038		37,160
Bryn Mawr Bank Corp.		1,092		28,097
BSB Bancorp, Inc. (1)		508		11,415
C1 Financial, Inc. (1)		381		9,220
Calamos Asset Management, Inc.		1,253		10,638
Camden National Corp.		482		20,244
Camden Property Trust		776		65,254
Capital Bank Financial Corp.		62,970		1,942,625
Capital City Bank Group, Inc.		676		9,863
Capitol Federal Financial, Inc.		9,182		121,753
Capstead Mortgage Corp.		6,519		64,473
Cardinal Financial Corp.		1,959		39,866
Care Capital Properties, Inc.		740		19,862
Cascade Bancorp (1)		1,935		11,049
Cash Amer International, Inc.		1,648		63,679
CatchMark Timber Trust, Inc.		2,629		28,472
Cathay General Bancorp		5,200		147,316
CBL & Associates Properties, Inc.		1,500		17,850
Cedar Realty Trust, Inc.		5,643		40,799
CenterState Banks, Inc.		2,943		43,821
Central Pacific Financial Corp.		1,481		32,241
Century Bancorp, Inc.		218		8,482
Charles Schwab Corp.		46,164		1,293,515
Charter Financial Corp.		977		13,190
Chatham Lodging Trust		2,548		54,604
Chemical Financial Corp.		106,141		3,788,172
Chesapeake Lodging Trust		3,945		104,385
Chimera Investment Corp.		1,705		23,171
Cincinnati Financial Corp.		1,468		95,948
CIT Group, Inc.		1,558		48,345
Citizens & Northern Corp.		767		15,248
Citizens Financial Group, Inc.		2,782		58,283
Citizens, Inc. (1)		3,360		24,326
City Holding Company		988		47,207
Clifton Bancorp, Inc.		1,663		25,145
CNA Financial Corp.		237		7,627
CNB Financial Corporation, Inc.		919		16,165
CNO Financial Group, Inc.		83,996		1,505,208
Cobiz Financial, Inc.		2,348		27,753
Colony Capital, Inc.		7,389		123,914
Colony Starwood Homes		2,565		63,484
Columbia Banking System, Inc.		3,746		112,080
Columbia Property Trust, Inc.		982		21,594
Comerica, Inc.		1,591		60,251
Commerce Bancshares, Inc.		778		34,971
Communications Sales & Leasing, Inc.		1,086		24,164
Community Bank System, Inc.		2,785		106,415
Community Trust Bancorp, Inc.		1,012		35,744
CommunityOne Bancorp (1)		791		10,504
ConnectOne Bancorp, Inc.		1,938		31,686
Consolidated-Tomoka Land Co.		203		9,366
CorEnergy Infrastructure Trust, Inc.		817		16,430
Corporate Office Properties Trust		851		22,330
Corrections Corp Of America		1,048		33,588
Cousins Properties, Inc.		14,271		148,133
Cowen Group, Inc. (1)		6,684		25,466
Crawford & Co.		1,322		8,567
Cu Bancorp (1)		1,080		22,864
Cubesmart		2,529		84,216
Cullen/Frost Bankers, Inc.		486		26,783
Customers Bancorp, Inc. (1)		1,745		41,234
CVB Financial Corp.		168,337		2,937,481
CyrusOne, Inc.		422		19,264
CYS Investments, Inc.		10,615		86,406
DCT Industrial Trust, Inc.		5,841		230,544
DDR Corp.		2,706		48,140
Diamondrock Hospitality Co.		13,233		133,918
Digital Realty Trust, Inc.		556		49,200
Dime Community Bancshares, Inc.		2,051		36,139
Discover Financial Services		68,004		3,462,764
Donegal Group, Inc.		839		12,065
Douglas Emmett, Inc.		65,174		1,962,389
Duke Realty Corp.		3,089		69,626
Dupont Fabros Technology, Inc.		2,705		109,634
Dynex Capital, Inc.		3,423		22,763
E*TRADE Financial Corp. (1)		2,595		63,552
Eagle Bancorp, Inc. (1)		478		22,944
East West Bancorp, Inc.		55,816		1,812,904
Eastgroup Properties, Inc.		43,316		2,614,987
Education Realty Trust, Inc.		4,142		172,307
EMC Insurance Group, Inc.		684		17,545
Empire State Realty Trust, Inc.		537		9,414
Employers Holdings, Inc.		818		23,019
Encore Capital Group, Inc. (1)		1,434		36,911
Endurance Specialty Holdings Ltd.		557		36,394
Enova International, Inc. (1)		154		972
Enstar Group Ltd. (1)		14,737		2,395,941
Enterprise Bancorp, Inc.		482		12,648
Enterprise Financial Services Corp.		1,288		34,828
EPR Properties		3,751		249,892
Equity Bancshares, Inc. (1)		141		2,961
Equity Commonwealth (1)		1,160		32,735
Equity One, Inc.		4,837		138,628
Equity Residential		53,266		3,996,548
Essex Property Trust, Inc.		8,344		1,951,328
EverBank Financial Corp.		6,340		95,671
Everest Re Group Ltd.		397		78,380
Ezcorp, Inc. (1)		3,362		9,985
F.N.B. Corp.		13,232		172,148
Farmers Capital Bank Corp.		479		12,655
FBL Financial Group, Inc.		705		43,372
FCB Financial Holdings, Inc. (1)		1,816		60,400
Federal Agricultural Mortgage Corp.		654		24,675
Federated National Holding Co.		1,024		20,132
FelCor Lodging Trust, Inc.		9,399		76,320
Fidelity & Guaranty Life		885		23,222
Fidelity National Financial Ventures Group (1)		4,789		51,961
Fidelity Southern Corp.		1,262		20,242
Fifth Third Bancorp		232,505		3,880,508
Financial Institutions, Inc.		913		26,541
First American Financial Corp.		135,837		5,176,748
First Bancorp NC		1,272		23,977
First Bancorp PR (1)		7,672		22,402
First Bancorp, Inc.		674		13,150
First Busey Corp.		1,561		31,969
First Business Financial Services, Inc.		554		12,703
First Cash Financial Services, Inc.		151		6,955
First Citizens Bancshares, Inc.		502		126,037
First Commonwealth Financial Corp.		5,793		51,326
First Community Bancshares, Inc.		1,011		20,058
First Connecticut Bancorp, Inc.		1,021		16,295
First Defiance Financial Corp.		605		23,238
First Financial Bancorp		4,012		72,938
First Financial Bankshares, Inc.		1,755		51,913
First Financial Corp.		715		24,460
First Horizon National Corp.		2,092		27,405
First Industrial Realty Trust, Inc.		4,570		103,922
First Interstate BancSystem, Inc.		1,281		36,035
First Merchants Corp.		2,632		62,036
First Midwest Bancorp, Inc.		5,073		91,415
First NBC Bank Holding Co. (1)		1,002		20,631
First Niagara Financial Group, Inc.		3,183		30,811
First of Long Island Corp.		785		22,373
First Potomac Realty Trust		3,884		35,189
First Republic Bank		1,273		84,833
Firstmerit Corp.		10,781		226,940
Flagstar Bancorp, Inc. (1)		1,330		28,542
Flushing Financial Corp.		1,926		41,640
FNFV Group		2,508		85,021
Forest City Realty Trust, Inc.		1,953		41,189
Forestar Group, Inc. (1)		2,200		28,688
Four Corners Property Trust, Inc.		430		7,719
Fox Chase Bancorp, Inc.		731		14,123
Franklin Financial Network, Inc. (1)		352		9,504
Franklin Street Properties Corp.		5,981		63,458
FRP Holdings, Inc. (1)		457		16,269
Fulton Financial Corp.		11,496		153,816
Gain Capital Holdings, Inc.		1,825		11,972
Gaming and Leisure Properties, Inc.		687		21,242
General Growth Properties, Inc.		53,179		1,581,012
Genworth Financial, Inc. (1)		4,462		12,181
German American Bancorp, Inc.		966		31,105
Getty Realty Corp.		1,722		34,147
Glacier Bancorp, Inc.		4,909		124,787
Gladstone Commercial Corp.		1,457		23,866
Global Indemnity Plc (1)		653		20,328
Government Properties Income Trust		2,522		45,018
Gramercy Property Trust, Inc.		27,420		231,699
Great Ajax Corp.		365		4,084
Great Southern Bancorp, Inc.		681		25,286
Great Western Bancorp, Inc.		2,696		73,520
Green Bancorp, Inc. (1)		969		7,335
Green Dot Corp. (1)		2,995		68,795
Greenlight Capital Re Ltd. (1)		1,981		43,166
Guaranty Bancorp		939		14,517
Hallmark Financial Services, Inc. (1)		1,155		13,283
Hampton Roads Bankshares, Inc. (1)		1,664		2,945
Hancock Holding Co.		5,083		116,706
Hanmi Financial Corp.		2,071		45,603
Hannon Armstrong Sustainable Infrastructure Capital, Inc.		2,485		47,762
Hanover Insurance Group, Inc.		396		35,727
Harford Financial Services Group, Inc.		68,823		3,171,364
Hatteras Financial Corp.		6,469		92,507
HCI Group, Inc.		576		19,181
HCP, Inc.		4,128		134,490
Healthcare Realty Trust, Inc.		6,592		203,627
Healthcare Trust of America, Inc.		1,008		29,655
Heartland Financial USA, Inc.		1,231		37,902
Heritage Commerce Corp.		1,531		15,325
Heritage Financial Corp.		1,951		34,279
Heritage Insurance Holdings, Inc.		776		12,393
Heritage Oaks Bancorp		1,491		11,615
Hersha Hospitality Trust		3,058		65,258
Highwoods Properties, Inc.		6,170		294,988
Hilltop Holdings, Inc. (1)		3,213		60,661
Hingham Institution for Savings		86		10,243
Home Bancshares, Inc.		683		27,969
Homestreet, Inc. (1)		1,115		23,203
Hometrust Bancshares, Inc. (1)		1,230		22,546
Horace Mann Educators Corp.		105,651		3,348,080
Horizon Bancorp		734		18,144
Hospitality Properties Trust		1,342		35,644
Host Hotels & Resorts, Inc.		6,776		113,159
Houlihan Lokey, Inc.		565		14,069
Hudson Pacific Properties, Inc.		4,904		141,824
Huntington Bancshares, Inc.		334,421		3,190,376
Iberiabank Corp.		52,798		2,706,953
Independence Holding Co.		588		9,361
Independence Realty Trust, Inc.		2,220		15,806
Independent Bank Corp.		66,859		3,072,840
Independent Bank Corp. MI		1,374		19,992
Independent Bank Group, Inc.		633		17,344
Infinity Property & Casualty Corp.		460		37,030
Infrareit, Inc.		1,476		25,166
Interactive Brokers Group, Inc.		470		18,480
Intercontinental Exchange, Inc.		674		158,484
International Banchares Corp.		3,528		87,000
INTL FCStone, Inc. (1)		760		20,315
Invesco Ltd.		3,371		103,726
Invesco Mortgage Capital, Inc.		7,573		92,239
Investment Technology Group, Inc.		1,201		26,542
Investors Bancorp, Inc.		648,467		7,548,156
Investors Real Estate Trust		8,048		58,428
Iron Mountain, Inc.		1,144		38,793
iStar Financial, Inc. (1)		5,006		48,358
J.G. Wentworth Co. (1)		560		683
James River Group Holdings Ltd.		810		26,131
Janus Capital Group, Inc.		8,858		129,593
Jones Lang LaSalle, Inc.		110		12,905
KCG Holdings, Inc. (1)		2,074		24,784
Kearny Financial Corp.		6,087		75,174
Kemper Corp.		2,918		86,285
Kennedy-Wilson Holdings, Inc.		138,616		3,035,690
KeyCorp		7,577		83,650
Kilroy Realty Corp.		16,138		998,458
Kimco Realty Corp.		111,357		3,204,854
Kite Realty Group Trust		5,496		152,294
Ladder Capital Corp.		2,872		35,756
Ladenburg Thalmann Financial Services, Inc. (1)		6,193		15,483
Lakeland Bancorp, Inc.		2,587		26,258
Lakeland Financial Corp.		1,076		49,259
LaSalle Hotel Properties		7,419		187,775
LegacyTexas Financial Group, Inc.		3,108		61,072
Legg Mason, Inc.		589		20,427
Leucadia National Corp.		2,548		41,201
Lexington Realty Trust		13,589		116,865
Liberty Property Trust		1,338		44,769
Lincoln National Corp.		2,266		88,827
Live Oak Bancshares, Inc.		312		4,680
Loews Corp.		48,433		1,853,047
LTC Properties, Inc.		2,344		106,043
M&T Bank Corp.		1,427		158,397
Mack Cali Realty Corp.		5,863		137,781
Maiden Holdings Ltd.		3,176		41,097
MainSource Financial Group, Inc.		1,397		29,463
Markel Corp. (1)		112		99,856
Marlin Business Services Corp.		548		7,842
Marsh & McLennan Companies, Inc.		42,974		2,612,389
MB Financial, Inc.		4,885		158,518
MBIA, Inc. (1)		7,899		69,906
Medical Properties Trust, Inc.		15,347		199,204
Mercantile Bank Corp.		1,085		24,326
Merchants Bancshares, Inc.		310		9,219
Mercury General Corp.		241		13,376
Meridian Bancorp, Inc.		3,062		42,623
Meta Financial Group, Inc.		497		22,663
MFA Financial, Inc.		3,337		22,858
MGIC Investment Corp. (1)		12,470		95,645
Mid-America Apartment Communities, Inc.		675		68,992
MidWestOne Financial Group, Inc.		506		13,890
Moelis & Co.		138		3,896
Monmouth Real Estate Investment Corp.		4,211		50,069
Monogram Residential Trust, Inc.		10,988		108,342
Moody's Corp.		11,352		1,096,149
Nasdaq OMX Group, Inc.		71,559		4,750,086
National Bank Holdings Corp.		1,955		39,862
National Bankshares, Inc.		439		15,066
National Communications Corp. (1)		382		9,019
National General Holdings Corp.		1,529		33,011
National Health Investors, Inc.		1,650		109,758
National Interstate Corp.		464		13,883
National Penn Bancshares, Inc.		9,114		96,973
National Retail Properties, Inc.		1,261		58,258
National Storage Affiliates Trust Co.		142		3,010
National Western Life Group, Inc. - Class A		163		37,593
Nationstar Mortgage Holdings, Inc. (1)		2,463		24,384
Navient Corp.		114,704		1,373,007
Navigators Group, Inc. (1)		25,735		2,158,394
NBT Bancorp, Inc.		2,860		77,077
Nelnet, Inc.		1,468		57,795
New Residential Investment Corp.		504,302		5,865,032
New Senior Investment Group, Inc.		5,396		55,579
New York Community Bancorp, Inc.		4,322		68,720
New York Mortgage Trust, Inc.		7,413		35,138
New York REIT, Inc.		10,660		107,666
NewStar Financial, Inc. (1)		1,580		13,825
Nexpoint Residential Trust, Inc.		1,282		16,781
NMI Holdings, Inc. (1)		3,618		18,271
Northern Trust Corp.		2,084		135,814
Northfield Bancorp, Inc.		137,787		2,265,218
NorthStar Reality Finance Corp.		1,638		21,491
NorthStar Realty Europe Corp.		551		6,392
Northwest Bancshares, Inc.		6,643		89,747
OceanFirst Financial Corp.		874		15,452
Ocwen Financial Corp. (1)		7,035		17,376
OFG Bancorp		3,001		20,977
Old National Bancorp		7,627		92,973
Old Republic International Corp.		2,338		42,739
Old Second Bancorp, Inc. (1)		1,843		13,214
Omega Healthcare Investors, Inc.		1,192		42,078
One Liberty Properties, Inc.		858		19,228
OneBeacon Insurance Group Ltd		1,805		22,978
Onemain Holdings, Inc. (1)		467		12,810
Oppenheimer Holdings, Inc.		723		11,409
Opus Bank		680		23,120
Orchid Island Capital, Inc.		1,459		15,130
Oritani Financial Corp.		2,870		48,704
Outfront Media, Inc.		1,229		25,932
Pacific Continental Corp.		1,249		20,146
Pacific Premier Bancorp, Inc. (1)		1,819		38,872
PacWest Bancorp		131,056		4,868,730
Paramount Group, Inc.		1,604		25,584
Park National Corp.		848		76,320
Park Sterling Corp.		3,108		20,730
Parkway Properties, Inc.		5,603		87,743
Peapack-Gladstone Financial Corp.		1,062		17,948
Pebblebrook Hotel Trust		88,720		2,579,090
Penns Woods Bancorp, Inc.		303		11,678
Pennsylvania Real Estate Investment Trust		4,543		99,265
Peoples Bancorp, Inc.		1,193		23,311
Peoples Financial Services Corp.		481		17,893
People's United Financial, Inc.		2,771		44,142
People's Utah Bancorp		184		2,913
PHH Corp. (1)		2,918		36,592
Physicians Realty Trust		140,087		2,602,816
Pico Holdings, Inc. (1)		1,492		15,263
Piedmont Office Realty Trust, Inc.		1,295		26,301
Pinnacle Financial Partners, Inc.		2,159		105,921
Piper Jaffray Cos. (1)		887		43,960
Popular, Inc.		930		26,607
Post Properties, Inc.		323		19,296
Potlatch Corp.		764		24,066
Preferred Apartment Communities, Inc.		1,446		18,335
Preferred Bank Los Angeles		753		22,778
Primerica, Inc.		3,252		144,812
Principal Financial Group, Inc.		2,634		103,911
PrivateBancorp, Inc.		5,111		197,285
ProAssurance Corp.		491		24,845
Prologis, Inc.		4,684		206,939
Prosperity Bancshares, Inc.		4,564		211,724
Provident Financial Services, Inc.		4,299		86,797
PS Business Parks, Inc.		1,158		116,391
QCR Holdings, Inc.		753		17,959
QTS Realty Trust, Inc.		51,505		2,440,307
Radian Group, Inc.		11,953		148,217
Rait Financial Trust		5,871		18,435
Ramco-Gershenson Properties Trust		5,217		94,063
Raymond James Financial, Inc.		56,925		2,710,199
Rayonier, Inc.		1,137		28,061
Re/Max Holdings, Inc.		786		26,960
Realogy Holdings Corp. (1)		835		30,152
Realty Income Corp.		2,231		139,460
Redwood Trust, Inc.		5,140		67,231
Regency Centers Corp.		51,610		3,863,009
Regional Management Corp. (1)		664		11,361
Regions Financial Corp.		11,978		94,027
Reinsurance Group of America, Inc.		83,261		8,013,871
RenaissanceRe Holdings Ltd.		386		46,254
Renasant Corp.		2,432		80,037
Republic Bancorp, Inc.		640		16,531
Resource America, Inc.		714		4,120
Resource Capital Corp.		2,171		24,424
Retail Opportunity Investments Corp.		6,532		131,424
Retail Properties of America, Inc.		2,120		33,602
Rexford Industrial Realty, Inc.		3,661		66,484
RLI Corp.		1,773		118,543
RLJ Lodging Trust		5,234		119,754
RMR Group, Inc. (1)		474		11,855
Rouse Properties, Inc.		2,437		44,792
Ryman Hospitality Properties, Inc.		32,625		1,679,535
S & T Bancorp, Inc.		2,261		58,243
Sabra Health Care REIT, Inc.		3,653		73,389
Safeguard Scientifics, Inc. (1)		1,387		18,378
Safety Insurance Group, Inc.		978		55,805
Sandy Spring Bancorp, Inc.		1,597		44,445
Santander Consumer USA Holding, Inc. (1)		756		7,930
Saul Centers, Inc.		117		6,203
Seacoast Banking Corp. of Florida (1)		1,537		24,269
SEI Investments Co.		111,929		4,818,543
Select Income REIT		4,170		96,119
Selective Insurance Group, Inc.		3,689		135,054
Senior Housing Properties Trust		2,105		37,658
ServisFirst Bancshares, Inc.		1,445		64,158
Sierra Bancorp		751		13,631
Signature Bank (1)		38		5,173
Silver Bay Realty Trust Corp.		2,438		36,204
Simmons First National Corp.		1,938		87,346
SL Green Realty Corp.		37,377		3,621,084
SLM Corp. (1)		134,825		857,487
South Street Financial Corp.		1,489		95,638
Southside Bancshares, Inc.		1,645		42,885
Southwest Bancorp, Inc.		1,227		18,466
Sovran Self Storage, Inc.		349		41,165
Spirit Realty Capital, Inc.		3,954		44,483
Stag Industrial, Inc.		4,285		87,243
Starwood Property Trust, Inc.		2,143		40,567
State Auto Financial Corp.		1,151		25,391
State Bank Financial Corp.		2,325		45,942
State National Companies, Inc.		2,083		26,246
State Street Corp.		21,109		1,235,299
Sterling Bancorp		7,799		124,238
Stewart Information Services Corp.		937		33,994
Stifel Financial Corp. (1)		4,454		131,838
Stock Yards Bancorp, Inc.		955		36,796
Stonegate Bank		716		21,451
Stonegate Mortgage Corp. (1)		802		4,603
Store Capital Corp.		2,721		70,419
Suffolk Bancorp		756		19,081
Summit Hotel Properties, Inc.		5,670		67,870
Sun Bancorp, Inc. (1)		583		12,074
Sun Communities, Inc.		2,802		200,651
Sunstone Hotel Investors, Inc.		13,741		192,374
SunTrust Banks, Inc.		85,547		3,086,536
SVB Financial Group (1)		171		17,451
Synchrony Financial (1)		175,285		5,023,668
Synovus Financial Corp.		1,130		32,668
Talmer BanCorp., Inc.		3,312		59,914
Taubman Centers, Inc.		347		24,717
TCF Financial Corp.		1,528		18,733
TD Ameritrade Holding Corp.		113,434		3,576,574
Tejon Ranch Co. (1)		908		18,678
Terreno Realty Corp.		2,838		66,551
Territorial Bancorp, Inc.		552		14,385
Texas Capital Bancshares, Inc. (1)		2,772		106,389
TFS Financial Corp.		590		10,248
The Bancorp, Inc. (1)		2,199		12,578
The GEO Group, Inc.		4,859		168,462
The Howard Hughes Corp. (1)		17,033		1,803,624
The Macerich Co.		25,576		2,026,642
The Progressive Corp.		5,247		184,380
The St. Joe Co. (1)		1,534		26,308
Third Point Reinsurance Ltd. (1)		5,387		61,250
Tiptree Financial, Inc.		2,067		11,782
Tompkins Financial Corp.		972		62,208
Torchmark Corp.		29,162		1,579,414
Towne Bank		2,954		56,687
TriCo Bancshares		1,473		37,296
Tristate Capital Holdings, Inc. (1)		1,371		17,275
Triumph Bancorp, Inc. (1)		963		15,244
TrustCo Bank Corp.		6,170		37,390
Trustmark Corp.		4,402		101,378
Two Harbors Investment Corp.		3,150		25,011
UBP, Inc.		699		14,644
UDR, Inc.		2,312		89,081
UMB Financial Corp.		2,562		132,276
UMH Properties, Inc.		1,577		15,644
Umpqua Holdings Corp.		14,335		227,353
Union Bankshares Corp.		2,926		72,067
United Bankshares, Inc.		4,514		165,664
United Community Banks, Inc.		3,434		63,426
United Community Financial Corp.		3,158		18,537
United Development Funding IV (2)		1,250		400
United Financial Bancorp, Inc.		2,636		33,187
United Fire Group, Inc.		1,413		61,918
United Insurance Holdings Corp.		1,206		23,167
Univest Corp. of Pennsylvania		1,264		24,661
Unum Group		108,665		3,359,922
Validus Holdings Ltd.		757		35,723
Valley National Bancorp		15,172		144,741
Ventas, Inc.		2,958		186,236
Vereit, Inc.		8,096		71,812
Virtus Investment Partners, Inc.		408		31,869
Vornado Realty Trust		1,683		158,926
Voya Financial, Inc.		1,927		57,367
W.P. Carey, Inc.		937		58,319
W.R. Berkley Corp.		34,659		1,947,836
Waddell & Reed Financial, Inc.		49		1,153
Walker & Dunlop, Inc. (1)		894		21,697
Walter Investment Management Corp. (1)		2,354		17,985
Washington Federal, Inc.		6,201		140,453
Washington Real Estate Investment Trust		4,506		131,620
Washington Trust Bancorp, Inc.		960		35,827
Waterstone Financial, Inc.		1,742		23,831
Webster Financial Corp.		5,916		212,384
Weingarten Realty Investors		1,107		41,535
Welltower, Inc.		1,721		119,334
WesBanco, Inc.		2,501		74,305
West Bancorporation, Inc.		1,022		18,631
Westamerica Bancorporation		1,664		81,053
Western Alliance Bancorporation (1)		2,743		91,561
Western Asset Mortgage Capital Corp.		2,881		28,954
Weyerhaeuser Co.		5,715		177,051
White Mountains Insurance Group Ltd.		51		40,933
Whitestone REIT		1,837		23,091
Willis Towers Watson PLC		9,080		1,077,433
Wilshire Bancorp, Inc.		4,589		47,267
Wintrust Financial Corp.		3,090		137,011
World Acceptance Corp. (1)		187		7,091
WP Glimcher, Inc.		1,668		15,829
WSFS Financial Corp.		1,907		62,016
Xenia Hotels & Resorts, Inc.		7,376		115,213
XL Group Plc		46,637		1,716,242
Yadkin Financial Corp.		2,795		66,158
Zions Bancorp		1,823		44,135
				229,909,865
Healthcare - 8.78%
ACADIA Pharmaceuticals, Inc. (1)		429		11,995
Aceto Corp.		236		5,560
Acorda Therapeutics, Inc. (1)		262		6,930
Adamas Pharmaceuticals, Inc. (1)		791		11,438
Addus Homecare Corp. (1)		23,991		412,405
Affymetrix, Inc. (1)		3,623		50,758
Agenus, Inc. (1)		947		3,940
Agilent  Technologies,  Inc.		2,979		118,713
Aimmune Therapeutics, Inc. (1)		79		1,071
Akebia Therapeutics, Inc. (1)		2,061		18,570
Alere, Inc. (1)		272		13,766
Alkermes Plc (1)		229		7,830
Alliance HealthCare Services, Inc. (1)		189		1,359
Allscripts Healthcare Solutions, Inc. (1)		1,120		14,795
Almost Family, Inc. (1)		507		18,881
Alnylam  Pharmaceuticals, Inc. (1)		121		7,595
Amedisys, Inc. (1)		404		19,529
Amphastar Pharmaceuticals, Inc. (1)		716		8,592
Amsurg Corp. (1)		63,448		4,733,221
Analogic Corp.		62,504		4,938,441
AngioDynamics, Inc. (1)		1,658		20,377
Anika Therapeutics, Inc. (1)		212		9,481
Array Biopharma, Inc. (1)		1,735		5,118
Arrowhead Research Corp. (1)		1,726		8,319
AtriCure, Inc. (1)		453		7,624
Axovant Sciences Ltd. (1)		103		1,182
Becton Dickinson and Co.		13,563		2,059,135
BioCryst Pharmaceuticals, Inc. (1)		607		1,718
Bio-Rad Laboratories, Inc. (1)		185		25,293
BioScrip, Inc. (1)		4,594		9,831
Bio-Techne Corp.		195		18,431
Boston Scientific Corp. (1)		139,386		2,621,851
Brookdale Senior Living, Inc. (1)		86,316		1,370,698
Bruker Corp.		29,755		833,140
Calithera Biosciences, Inc. (1)		689		3,914
Capital Senior Living Corp. (1)		89,205		1,652,077
Cardinal Health, Inc.		46,110		3,778,714
Cardiovascular Systems, Inc. (1)		121		1,255
Catalent, Inc. (1)		206,250		5,500,687
Celldex Therapeutics, Inc. (1)		391		1,478
Centene Corp. (1)		360		22,136
Cerus Corp. (1)		946		5,610
Community Health Systems, Inc. (1)		85,333		1,579,514
ConforMIS, Inc. (1)		112		1,204
Conmed Corp.		1,800		75,492
Cross Country Healthcare, Inc. (1)		793		9,223
Cryolife, Inc.		1,679		18,049
Cutera, Inc. (1)		263		2,959
Cynosure, Inc. (1)		124		5,471
Cytokinetics, Inc. (1)		1,065		7,508
DaVita HealthCare Partners, Inc. (1)		21,506		1,578,110
DENTSPLY SIRONA, Inc.		930		57,316
Dermira, Inc. (1)		643		13,297
Editas Medicine, Inc. (1)		51		1,762
Emergent Biosolutions, Inc. (1)		597		21,701
Endo International Plc (1)		41,471		1,167,409
Endocyte, Inc. (1)		2,429		7,530
Ensign Group, Inc.		313		7,086
Entellus Medical, Inc. (1)		33		600
Evolent Health, Inc. (1)		268		2,830
Exactech, Inc. (1)		674		13,655
Five Star Quality Care, Inc. (1)		3,024		6,925
Genesis Healthcare, Inc. (1)		1,440		3,341
Geron Corp. (1)		359		1,048
Glaukos Corp. (1)		84		1,416
Global Blood Therapeutics, Inc. (1)		54		856
Greatbatch, Inc. (1)		44,412		1,582,844
Haemonetics Corp. (1)		1,774		62,055
Halyard Health, Inc. (1)		3,033		87,138
Harvard Bioscience, Inc. (1)		2,142		6,469
HCA Holdings, Inc. (1)		81,500		6,361,075
Healthsouth Corp.		20,625		776,119
Healthways, Inc. (1)		2,125		21,441
Hill-Rom Holdings, Inc.		42		2,113
ICON Plc (1)		43,518		3,268,202
ICU Medical, Inc. (1)		26,613		2,770,413
Ignyta, Inc. (1)		368		2,491
Immunomedics, Inc. (1)		243		607
IMS Health Holdings, Inc. (1)		136,400		3,621,420
INC Research Holdings, Inc. (1)		59,390		2,447,462
Innoviva, Inc.		727		9,153
Inovio Pharmaceuticals, Inc. (1)		514		4,477
Integra Lifesciences Holdings Corp. (1)		37,906		2,553,348
Invacare Corp.		2,113		27,828
Kindred Healthcare, Inc.		5,500		67,925
Laboratory Corp. of America Holdings (1)		16,901		1,979,614
Lemaitre Vascular, Inc.		486		7,543
Lexicon Pharmaceuticals, Inc. (1)		1,610		19,239
LHC Group, Inc. (1)		791		28,128
Lifepoint Hospitals, Inc. (1)		358		24,791
LivaNova Plc (1)		874		47,179
Loxo Oncology, Inc. (1)		584		15,967
Luminex Corp. (1)		2,610		50,634
Magellan Health, Inc. (1)		1,029		69,900
Mallinckrodt Plc (1)		635		38,913
Medicines Co. (1)		3,887		123,490
MEDNAX, Inc. (1)		355		22,940
Meridian Bioscience, Inc.		448		9,233
Merit Medical Systems, Inc. (1)		2,870		53,066
Merrimack Pharmaceuticals, Inc. (1)		433		3,624
National Healthcare Corp.		693		43,174
National Research Corp.		109		1,695
Navidea Biopharmaceuticals, Inc. (1)		1,212		1,145
Novocure Ltd. (1)		98		1,419
Nuvectra Corp. (1)		1,728		9,348
Omeros Corp. (1)		118		1,810
OraSure Technologies, Inc. (1)		3,389		24,502
Orthofix International (1)		1,221		50,696
Osiris Therapeutics, Inc.		109		622
Owens & Minor, Inc.		4,115		166,328
Patterson Companies, Inc.		349		16,239
PDL BioPharma, Inc.		10,984		36,577
Penumbra, Inc. (1)		55		2,530
PerkinElmer, Inc.		856		42,338
Perrigo Co. Plc		1,067		136,501
PharMerica Corp. (1)		2,022		44,706
QIAGEN (1)		2,076		46,378
Quest Diagnostics, Inc.		1,285		91,813
Quidel Corp. (1)		1,047		18,071
Quintiles Transitional Holdings, Inc. (1)		38		2,474
Rigel Pharmaceuticals, Inc. (1)		801		1,666
Rockwell Medical, Inc. (1)		363		2,726
RTI Surgical, Inc. (1)		402		1,608
SeaSpine Holdings Corp. (1)		300		4,392
Select Medical Holdings Corp. (1)		567		6,696
Seres Therapeutics, Inc. (1)		43		1,142
Spectrum Pharmaceuticals, Inc. (1)		3,196		20,327
St. Jude Medical, Inc.		33,912		1,865,160
Stemline Therapeutics, Inc. (1)		797		3,714
Surgery Partners, Inc. (1)		413		5,476
Surgical Care Affiliates, Inc. (1)		106		4,906
SurModics, Inc. (1)		690		12,703
Teladoc, Inc. (1)		226		2,170
Teleflex, Inc.		371		58,251
The Cooper Companies, Inc.		138		21,248
Theravance Biopharma, Inc. (1)		1,836		34,517
Tokai Pharmaceuticals, Inc. (1)		219		1,229
TransEnterix, Inc. (1)		2,742		11,653
Triple-S Management Corp. (1)		1,617		40,199
Trupanion, Inc. (1)		216		2,128
Unilife Corp. (1)		1,081		735
Universal American Corp.		3,393		24,226
Universal Health Services, Inc.		674		84,061
Vanda Pharmaceuticals, Inc. (1)		558		4,665
VCA, Inc. (1)		42		2,423
Verastem, Inc. (1)		1,046		1,653
Versartis, Inc. (1)		1,331		10,675
Vocera Communications, Inc. (1)		588		7,497
VWR Corp. (1)		212,348		5,746,137
Wright Medical Group NV (1)		2,792		46,347
XOMA Corp. (1)		885		684
Zimmer Holdings, Inc.		27,776		2,961,755
				70,845,736
Industrials - 13.28%
AAR Corp.		2,302		53,568
ABM Industries		3,643		117,705
Acacia Research Corp.		2,169		8,221
Acco Brands Corp. (1)		7,146		64,171
Actuant Corp.		3,881		95,900
AECOM (1)		1,169		35,994
Aegion Corp. (1)		2,375		50,089
Aerojet Rocketdyne Holdings, Inc. (1)		2,157		35,332
AeroVironment, Inc. (1)		1,274		36,080
AGCO Corp.		635		31,559
Air Lease Corp.		871		27,977
Air Transport Services Group, Inc. (1)		3,419		52,584
Aircastle Ltd.		4,074		90,606
Alamo Group, Inc.		630		35,097
Albany International Corp.		1,580		59,392
Allison Transmission Holdings, Inc.		55,925		1,508,856
Altra Industrial Motion Corp.		69,444		1,929,154
AMERCO		34		12,149
Ameresco, Inc. (1)		1,388		6,621
American Railcar Industries, Inc.		426		17,351
American Science & Engineering, Inc.		478		13,236
Applied Industrial Technologies, Inc.		1,583		68,702
ArcBest Corp.		1,142		24,656
Argan, Inc.		121		4,254
Armstrong World Industries, Inc. (1)		130		6,288
Astec Industries, Inc.		1,231		57,451
Atlas Air Worldwide Holdings, Inc. (1)		1,625		68,689
Babcock & Wilcox Enterprise, Inc. (1)		92,336		1,975,990
Barnes Group, Inc.		3,564		124,847
Beacon Roofing Supply, Inc. (1)		2,426		99,490
Brady Corp.		3,094		83,043
Briggs & Stratton Corp.		2,907		69,535
BWX Technologies, Inc.		767		25,741
CAI International, Inc. (1)		1,110		10,723
Carlisle Companies, Inc.		456		45,372
Casella Waste Systems, Inc. (1)		2,126		14,244
Cbiz, Inc. (1)		3,329		33,590
CDI Corp.		938		5,891
CECO Environmental Corp.		1,516		9,414
Celadon Group, Inc.		604		6,330
Chart Industries, Inc. (1)		1,993		43,288
Chicago Bridge & Iron Co.		878		32,126
Circor International, Inc.		31,767		1,473,671
Civeo Corp. (1)		6,694		8,234
Clarcor, Inc.		195		11,269
Clean Harbors, Inc. (1)		172		8,486
Colfax Corp. (1)		901		25,760
Columbus Mckinnon Corp.		1,316		20,740
Comfort Systems USA, Inc.		170		5,401
Copa Holdings SA		294		19,919
CRA International, Inc. (1)		631		12,393
Crane Co.		432		23,268
CSW Industrials, Inc. (1)		55,575		1,750,612
Cubic Corp.		1,424		56,903
Curtiss-Wright Corp.		22,086		1,671,248
Delta Air Lines, Inc.		16,591		807,650
Deluxe Corp.		1,491		93,173
Digitalglobe, Inc. (1)		4,190		72,487
Donaldson Co., Inc.		123		3,925
Douglas Dynamics, Inc.		1,106		25,338
Dover Corp.		1,436		92,378
Ducommun, Inc. (1)		721		10,995
Dun & Bradstreet Corp.		227		23,399
DXP Enterprises, Inc. (1)		569		9,992
Eagle Bulk Shipping, Inc. (1)		817		294
Emcor Group, Inc.		61,365		2,982,339
Encore Wire Corp.		43,031		1,675,197
EnerSys, Inc.		2,117		117,959
Engility Holdings, Inc. (1)		1,165		21,855
Ennis, Inc.		1,670		32,648
EnPro Industries, Inc.		14,800		853,664
Equifax, Inc.		32,481		3,712,253
Esco Technologies, Inc.		60,573		2,361,136
Essendant, Inc.		2,484		79,314
Esterline Technologies Corp. (1)		1,922		123,143
Exone Co. (1)		676		8,883
Exponent, Inc.		110		5,611
Federal Signal Corp.		4,064		53,889
Flowserve Corp.		642		28,511
Fluor Corp.		28,026		1,504,996
Fortune Brands Home & Security, Inc.		925		51,837
Franklin Covey Co. (1)		715		12,577
Franklin Electric Company, Inc.		242		7,785
FreightCar America, Inc.		407		6,341
FTI Consulting, Inc. (1)		2,512		89,201
FuelCell Energy, Inc. (1)		1,098		7,433
G & K Services, Inc.		23,641		1,731,703
GATX Corp.		368		17,480
General Cable Corp.		274		3,346
Genesee & Wyoming, Inc. (1)		311		19,500
Gibraltar Industries, Inc. (1)		1,997		57,114
Global Brass and Copper Holdings, Inc.		114		2,844
Golden Ocean Group Ltd. (1)		2,850		1,981
Gorman Rupp Co.		948		24,582
Graham Corp.		654		13,021
Granite Construction, Inc.		2,566		122,655
Great Lakes Dredge & Dock Corp. (1)		3,690		16,457
Griffon Corp.		1,612		24,905
HC2 Holdings, Inc. (1)		591		2,258
HD Supply Holdings, Inc. (1)		121,975		4,033,713
Heidrick & Struggles International, Inc.		1,126		26,686
Heritage Crystal Clean, Inc. (1)		757		7,525
Hertz Global Holdings, Inc. (1)		210,850		2,220,250
Hill International, Inc. (1)		2,502		8,432
Hillenbrand, Inc.		39,720		1,189,614
Hub Group, Inc. (1)		204		8,321
Hubbell, Inc.		12,542		1,328,574
Huntington Ingalls Industries, Inc.		26,930		3,687,794
Hurco Companies, Inc.		421		13,889
Huron Consulting Group, Inc. (1)		1,243		72,330
Hyster-Yale Materials Handling, Inc.		444		29,570
ICF International, Inc. (1)		1,296		44,544
IDEX Corp.		61		5,056
IHS, Inc. (1)		89		11,050
Ingersoll-Rand Plc		44,034		2,730,548
InnerWorkings, Inc. (1)		1,507		11,981
Insteel Industries, Inc.		104		3,179
ITT Corp.		799		29,475
Jacobs Engineering Group, Inc. (1)		1,125		48,994
Jetblue Airways Corp. (1)		1,754		37,044
Joy Global, Inc.		872		14,013
Kadant, Inc.		599		27,051
Kaman Corp.		1,624		69,329
Kansas City Southern		989		84,510
KAR Auction Services, Inc.		79,617		3,036,592
KBR, Inc.		1,291		19,985
Kelly Services, Inc.		1,936		37,016
Kennametal, Inc.		711		15,990
KEYW Holding Corp. (1)		2,154		14,303
Kimball International, Inc.		1,414		16,049
Kirby Corp. (1)		500		30,145
KLX, Inc. (1)		3,425		110,079
Knoll, Inc.		113,110		2,448,831
Korn/Ferry International		1,505		42,576
Kratos Defense & Security Solutions, Inc. (1)		2,883		14,271
L.B. Foster Co.		682		12,385
L-3 Communications Holdings, Inc.		693		82,120
Lawson Products, Inc. (1)		93		1,821
Lincoln Electric Holdings, Inc.		50		2,928
Lindsay Corp.		116		8,307
LSI Industries, Inc.		1,409		16,556
Lydall, Inc. (1)		69,533		2,261,213
Macquarie Infrastructure Corp.		618		41,678
Manitowoc Foodservice, Inc. (1)		1,222		18,012
ManpowerGroup, Inc.		40,902		3,330,241
Marten Transport Ltd.		1,384		25,908
Masco Corp.		137,301		4,318,116
Masonite International Corp. (1)		35,715		2,339,333
Mastec, Inc. (1)		4,380		88,651
Matson, Inc.		235		9,440
Matthews International Corp.		2,055		105,771
McGrath RentCorp		1,561		39,150
Meritor, Inc. (1)		2,669		21,512
Milacron Holdings Corp. (1)		250,148		4,124,941
Miller Industries, Inc.		659		13,365
Mistras Group, Inc. (1)		494		12,236
Mobile Mini, Inc.		2,697		89,055
Moog, Inc. (1)		2,174		99,308
MRC Global, Inc. (1)		6,667		87,604
MSA Safety, Inc.		50,015		2,418,225
MSC Industrial Direct Co., Inc.		295		22,511
Mueller Industries, Inc.		1,201		35,333
MYR Group, Inc. (1)		1,285		32,266
National Presto Industries, Inc.		311		26,043
Navigant Consulting, Inc. (1)		3,204		50,655
Navios Maritime Holdings, Inc.		5,082		5,743
Navistar International Corp. (1)		3,133		39,225
Neff Corp. (1)		374		2,783
Nielsen Holdings Plc		1,023		53,871
NL Industries, Inc. (1)		347		784
Northwest Pipe Co. (1)		593		5,467
NOW, Inc. (1)		962		17,047
Orbital ATK, Inc.		542		47,121
Orion Marine Group, Inc. (1)		1,914		9,915
Oshkosh Corp.		654		26,729
Owens Corning		1,056		49,928
PACCAR, Inc.		304		16,626
Parker-Hannifin Corp.		10,894		1,210,106
Pendrell Corp. (1)		10,061		5,332
Pentair Plc		1,608		87,250
Pitney Bowes, Inc.		1,052		22,660
Plug Power, Inc. (1)		4,552		9,332
Powell Industries, Inc.		594		17,707
PowerSecure International, Inc. (1)		1,204		22,503
Preformed Line Products Co.		173		6,318
Primoris Services Corp.		829		20,145
Quad/Graphics, Inc.		1,849		23,926
Quanex Building Products Corp.		91,754		1,592,849
Quanta Services, Inc. (1)		1,108		24,996
Raven Industries, Inc.		2,135		34,203
Regal-Beloit Corp.		380		23,974
Republic Services, Inc.		2,167		103,258
Resources Connection, Inc.		2,045		31,820
Roadrunner Transportation Systems, Inc. (1)		1,117		13,918
Robert Half International, Inc.		97,109		4,523,337
Roper Technologies, Inc.		555		101,437
RPX Corp. (1)		3,145		35,413
RR Donnelley & Sons Co.		884		14,498
Rush Enterprises, Inc. (1)		2,311		42,153
Ryder System, Inc.		478		30,965
Safe Bulkers, Inc.		1,433		1,151
Scorpio Bulkers, Inc. (1)		2,873		9,423
Simpson Manufacturing Company, Inc.		2,510		95,807
Skywest, Inc.		3,358		67,126
Snap-on, Inc.		20,675		3,245,768
SP Plus Corp. (1)		72		1,732
Sparton Corp. (1)		271		4,875
Spirit Aerosystems Holdings, Inc. (1)		92		4,173
SPX Corp.		366		5,497
SPX Flow, Inc. (1)		371		9,305
Standex International Corp.		27,473		2,137,674
Stanley Black & Decker, Inc.		31,047		3,266,455
Sunrun, Inc. (1)		1,028		6,661
TAL International Group, Inc.		2,203		34,014
Teledyne Technologies, Inc. (1)		1,713		150,984
Tennant Co.		89		4,582
Terex Corp.		941		23,412
Tetra Tech, Inc.		3,930		117,193
Textainer Group Holdings Ltd.		1,483		22,008
Textron, Inc.		43,083		1,570,806
The ADT Corp.		1,533		63,252
The Brink's Co.		94,828		3,185,273
The Manitowoc Co., Inc.		1,230		5,326
The Timken Co.		33,000		1,105,170
Thermon Group Holdings, Inc. (1)		1,820		31,959
Titan International, Inc.		2,657		14,295
Titan Machinery, Inc. (1)		1,124		12,993
TransUnion (1)		68		1,877
TRC Companies, Inc. (1)		1,133		8,214
TriMas Corp. (1)		2,767		48,478
Trinet Group, Inc. (1)		254		3,645
Trinity Industries, Inc.		1,390		25,451
Triumph Group, Inc.		443		13,946
Tutor Perini Corp. (1)		2,488		38,664
Twin Disc, Inc.		538		5,450
Tyco International Plc		472		17,327
UniFirst Corp.		970		105,846
United Rentals, Inc. (1)		20,225		1,257,793
Univar, Inc. (1)		1,355		23,279
Universal Forest Products, Inc.		1,305		111,995
Universal Truckload Services, Inc.		151		2,487
US Ecology, Inc.		68,070		3,005,971
USA Truck, Inc. (1)		357		6,726
Valmont Industries, Inc.		200		24,768
Vectrus, Inc. (1)		82		1,866
Veritiv Corp. (1)		537		20,009
Viad Corp.		1,338		39,016
Vicor Corp. (1)		77		807
Virgin America, Inc. (1)		116		4,473
Volt Information Sciences, Inc. (1)		194		1,461
VSE Corp.		282		19,145
Wabco Holdings, Inc. (1)		39,578		4,231,680
Waste Connections, Inc.		1,108		71,566
Watts Water Technologies, Inc.		32,681		1,801,704
Werner Enterprises, Inc.		2,202		59,806
Wesco Aircraft Holdings, Inc. (1)		4,002		57,589
WESCO International, Inc. (1)		37,455		2,047,665
West Corp.		2,940		67,091
Woodward, Inc.		1,253		65,181
XPO Logistics, Inc. (1)		822		25,235
Xylem, Inc.		1,623		66,381
YRC Worldwide, Inc. (1)		1,718		16,012
				107,126,109
Information Technology - 15.18%
3D Systems Corp. (1)		636		9,839
6d Global Technologies, Inc. (1)		190		57
ACI Worldwide, Inc. (1)		106,720		2,218,709
Activision  Blizzard,  Inc.		135,348		4,580,176
Actua Corp. (1)		2,628		23,783
Acxiom Corp. (1)		5,101		109,365
Adtran, Inc.		3,241		65,533
Advanced Micro Devices, Inc. (1)		23,113		65,872
Advanced Energy Industries, Inc. (1)		1,216		42,305
Agilysys, Inc. (1)		947		9,669
Alarm.com Holdings, Inc. (1)		117		2,773
Alliance Data Systems Corp. (1)		6,989		1,537,580
Alpha and Omega Semiconductor Ltd. (1)		1,210		14,339
Amdocs Ltd.		75,084		4,536,575
American Software, Inc.		1,344		12,096
Amkor Technology, Inc. (1)		6,426		37,849
Analog Devices, Inc.		237		14,028
Anixter International, Inc. (1)		1,856		96,716
ANSYS, Inc. (1)		652		58,328
Appfolio, Inc. (1)		94		1,151
Applied Materials, Inc.		4,194		88,829
Applied Micro Circuits Corp. (1)		3,799		24,542
Applied Optoelectronics, Inc. (1)		199		2,967
ARRIS International PLC (1)		1,017		23,310
Arrow Electronics, Inc. (1)		51,750		3,333,217
Atlassian Corporation Plc (1)		46		1,157
Autodesk, Inc. (1)		523		30,496
Avid Technology, Inc. (1)		789		5,334
Avnet, Inc.		57,672		2,554,870
AVX Corp.		2,996		37,660
Axcelis Technologies, Inc. (1)		7,281		20,387
Bankrate, Inc. (1)		4,053		37,166
Bazaarvoice, Inc. (1)		2,181		6,870
Bel Fuse, Inc.		655		9,563
Benchmark Electronics, Inc. (1)		3,405		78,485
Black Box Corp.		973		13,106
Black Knight Financial Services, Inc. (1)		25		776
Blucora, Inc. (1)		2,690		13,880
Booz Allen Hamilton Holding Corp.		67		2,029
Bottomline Technologies, Inc. (1)		413		12,592
Broadcom Ltd.		15,958		2,465,511
Broadridge Financial Solutions, Inc.		76,050		4,510,525
Brocade Communications Systems, Inc.		3,743		39,601
Brooks Automation, Inc.		4,369		45,438
CA, Inc.		2,676		82,394
Cabot Microelectronics Corp.		249		10,187
Caci International, Inc. (1)		38,256		4,081,915
Calix, Inc. (1)		2,681		19,008
Care.com, Inc. (1)		1,018		6,261
Cascade Microtech, Inc. (1)		121		2,495
Cass Information Systems, Inc.		348		18,218
Ceva, Inc. (1)		679		15,277
Check Point Software Technologies Ltd. (1)		37,075		3,242,950
Checkpoint Systems, Inc. (1)		2,727		27,597
Ciber, Inc. (1)		5,314		11,213
Coherent, Inc. (1)		1,410		129,579
Cohu, Inc.		1,651		19,614
CommScope Holding Co., Inc. (1)		104,573		2,919,678
Computer Sciences Corp.		1,240		42,644
Comtech Telecommunications Corp.		1,049		24,515
Control4 Corp. (1)		1,349		10,738
Convergys Corp.		6,442		178,894
CoreLogic, Inc. (1)		446		15,476
CPI Card Group, Inc.		288		2,373
Cree, Inc. (1)		922		26,830
CSRA, Inc.		1,242		33,410
CTS Corp.		2,146		33,778
Cypress Semiconductor Corp.		2,818		24,404
Daktronics, Inc.		2,036		16,084
Datalink Corp. (1)		1,235		11,288
DHI Group, Inc. (1)		1,790		14,445
Digi International, Inc. (1)		1,600		15,088
Digimarc Corp. (1)		40		1,212
Diodes, Inc. (1)		2,432		48,883
Dolby Laboratories, Inc.		445		19,340
DSP Group, Inc. (1)		1,413		12,887
DST Systems, Inc.		71		8,007
DTS, Inc. (1)		134		2,919
eBay, Inc. (1)		40,068		956,022
EchoStar Corp. (1)		395		17,495
Electro Rent Corp.		1,079		9,992
EMCORE Corp. (1)		1,222		6,110
EnerNOC, Inc. (1)		1,747		13,068
Entegris, Inc. (1)		180,380		2,456,776
EPIQ System, Inc.		1,322		19,856
Eplus, Inc. (1)		341		27,454
Everi Holdings, Inc. (1)		4,407		10,092
Exar Corp. (1)		2,110		12,132
ExlService Holdings, Inc. (1)		181		9,376
Extreme Networks, Inc. (1)		5,912		18,386
Fabrinet (1)		2,297		74,308
Fairchild Semiconductor International, Inc. (1)		7,551		151,020
FARO Technologies, Inc. (1)		873		28,119
FEI Co.		18,480		1,644,905
Fidelity National Information Services, Inc.		146,447		9,271,560
Finisar Corp. (1)		6,747		123,065
First Data Corp. (1)		366,733		4,745,525
First Solar, Inc. (1)		676		46,286
Fiserv, Inc. (1)		31,925		3,274,866
Fitbit, Inc. (1)		125		1,894
Flextronics International Ltd. (1)		155,547		1,875,897
FLIR Systems, Inc.		463		15,256
Formfactor, Inc. (1)		1,947		14,155
Global Payments, Inc.		53,300		3,480,490
Glu Mobile, Inc. (1)		3,820		10,772
GSI Group, Inc. (1)		2,211		31,308
Harmonic, Inc. (1)		4,147		13,561
Harris Corp.		43,307		3,371,883
II-Vi, Inc. (1)		3,396		73,727
Imation Corp. (1)		1,236		1,916
Ingram Micro, Inc.		1,253		44,995
Insight Enterprises, Inc. (1)		2,517		72,087
Instructure, Inc. (1)		195		3,498
InterActiveCorp		30,436		1,432,927
Interdigital, Inc.		245		13,634
Intersil Corp.		8,530		114,046
Intralinks Holdings, Inc. (1)		1,207		9,511
Itron, Inc. (1)		36,599		1,526,910
Ixia (1)		400		4,984
IXYS Corp.		1,591		17,851
Jabil Circuit, Inc.		102,447		1,974,154
Juniper Networks, Inc.		2,908		74,183
Keysight Technologies, Inc. (1)		243		6,741
Kimball Electronics, Inc. (1)		1,872		20,910
Knowles Corp. (1)		5,670		74,731
Kopin Corp. (1)		4,136		6,866
KVH Industries, Inc. (1)		124		1,184
Lam Research Corp.		406		33,536
Lattice Semiconductor Corp. (1)		5,712		32,444
Leidos Holdings, Inc.		545		27,424
Lexmark International, Inc.		549		18,353
Limelight Networks, Inc. (1)		3,927		7,108
Liquidity Services, Inc. (1)		1,537		7,962
Littelfuse, Inc.		31,429		3,869,224
Lumentum Holdings, Inc. (1)		419		11,300
M/A-Com Technology Solutions Holdings, Inc. (1)		69,450		3,041,215
Mantech International Corp.		1,611		51,536
Marchex, Inc.		2,145		9,545
Marin Software, Inc. (1)		1,737		5,246
Marvell Technology Group Ltd.		4,054		41,797
Match Group, Inc. (1)		70		774
Maxim Integrated Products, Inc.		1,663		61,165
Mentor Graphics Corp.		105,002		2,134,691
Mercury Systems, Inc. (1)		2,207		44,802
Methode Electronics, Inc.		46,330		1,354,689
Micron Technology, Inc. (1)		186,075		1,948,205
Microsemi Corp. (1)		61,288		2,347,943
MINDBODY, Inc. (1)		112		1,493
MKS Instrument, Inc.		78,469		2,954,358
ModusLink Global Solutions, Inc. (1)		2,494		3,666
MoneyGram International, Inc. (1)		1,926		11,787
Monster Worldwide, Inc. (1)		6,011		19,596
Multi-Fineline Electronix, Inc. (1)		589		13,671
Nanometrics, Inc. (1)		1,547		24,504
National Instruments Corp.		786		23,666
NCR Corp. (1)		137,065		4,102,355
Neophotonics Corp. (1)		1,903		26,718
NetApp, Inc.		1,847		50,405
Netease, Inc. - ADR		11,135		1,598,763
NetGear, Inc. (1)		2,083		84,091
NetScout Systems, Inc. (1)		70,440		1,618,007
NeuStar, Inc. (1)		177		4,354
Newport Corp. (1)		1,731		39,813
Nuance Communications, Inc. (1)		2,266		42,352
NVE Corp.		172		9,723
NVIDIA Corp.		4,813		171,487
Oclaro, Inc. (1)		6,308		34,063
ON Semiconductor Corp. (1)		61,251		587,397
OSI Systems, Inc. (1)		959		62,805
Park Electrochemical Corp.		1,316		21,069
Paychex, Inc.		370		19,984
PC Connection, Inc.		687		17,731
Pdf Solutions, Inc. (1)		152		2,034
Perficient, Inc. (1)		746		16,203
Photronics, Inc. (1)		4,306		44,825
Plexus Corp. (1)		1,357		53,629
Polycom, Inc. (1)		8,770		97,785
Power Integrations, Inc.		637		31,633
Progress Software Corp. (1)		3,296		79,500
Pure Storage, Inc. (1)		675		9,241
QAD, Inc.		496		10,540
QLogic Corp. (1)		5,374		72,227
Quantum Corp. (1)		14,173		8,646
QuinStreet, Inc. (1)		2,291		7,835
Rapid7, Inc. (1)		128		1,673
RealNetworks, Inc. (1)		1,353		5,493
Reis, Inc.		228		5,369
Retailmenot, Inc. (1)		2,175		17,422
Rocket Fuel, Inc. (1)		1,645		5,182
Rofin Sinar Technologies, Inc. (1)		1,609		51,842
Rogers Corp. (1)		832		49,812
Rovi Corp. (1)		5,376		110,262
Rudolph Technologies, Inc. (1)		1,761		24,055
Sabre Corp.		108,950		3,150,834
SanDisk Corp.		1,860		141,509
Sanmina Corp. (1)		5,097		119,168
Sapiens International Corp.		348		4,169
ScanSource, Inc. (1)		1,734		70,019
SciQuest, Inc. (1)		780		10,826
SeaChange International, Inc. (1)		2,157		11,907
Seagate Technology Plc		26,518		913,545
Semtech Corp. (1)		2,852		62,715
Servicesource International, Inc. (1)		1,650		7,029
ShoreTel, Inc. (1)		3,266		24,299
Sigma Designs, Inc. (1)		2,265		15,402
Silicon Laboratories, Inc. (1)		809		36,373
Silver Spring Networks, Inc. (1)		81		1,195
Skyworks Solutions, Inc.		54,225		4,224,127
Sonus Networks, Inc. (1)		3,208		24,156
Square, Inc. (1)		65		993
SS&C Technologies Holdings, Inc.		76		4,820
Stratasys Ltd. (1)		3,297		85,458
SunEdison, Inc. (1)		503		272
SunPower Corp. (1)		454		10,142
Sykes Enterprises, Inc. (1)		2,568		77,502
Symantec Corp.		6,089		111,916
Synnex Corp.		1,866		172,773
Synopsys, Inc. (1)		1,287		62,342
Take-Two Interactive Software, Inc. (1)		2,656		100,052
TE Connectivity Ltd		26,873		1,663,976
Tech Data Corp. (1)		22,486		1,726,250
TechTarget, Inc. (1)		912		6,767
Telenav, Inc. (1)		1,842		10,868
Teletech Holdings, Inc.		92,672		2,572,575
Teradata Corp. (1)		308		8,082
Teradyne, Inc.		1,921		41,474
Tessera Technologies, Inc.		1,321		40,951
Total Systems Services, Inc.		42,212		2,008,447
Trimble Navigation Ltd. (1)		2,200		54,560
TTM Technologies , Inc. (1)		3,837		25,516
Ubiquiti Networks, Inc. (1)		119		3,959
Ultra Clean Holdings, Inc. (1)		2,040		10,934
Ultratech, Inc. (1)		1,783		38,941
Unisys Corp. (1)		1,319		10,156
United Online, Inc. (1)		954		11,009
Veeco Instruments, Inc. (1)		2,618		50,999
Verint Systems, Inc. (1)		239		7,978
Viasat, Inc. (1)		413		30,347
Viavi Solutions, Inc. (1)		2,103		14,427
Vishay Intertechnology, Inc.		8,806		107,521
Vishay Precision Group, Inc. (1)		805		11,278
Western Digital Corp.		38,659		1,826,251
Xactly Corp. (1)		173		1,185
Xcerra Corp. (1)		2,000		13,040
Xerox Corp.		9,054		101,043
Xilinx, Inc.		1,778		84,331
Zillow Group, Inc. - Class A (1)		161		4,114
Zillow Group, Inc. - Class C (1)		315		7,475
Zynga, Inc. (1)		6,459		14,727
				122,381,888
Materials - 7.18%
A. Schulman, Inc.		198		5,390
Airgas, Inc.		471		66,712
AK Steel Holding Corp. (1)		11,537		47,648
Albemarle Corp.		1,004		64,186
Alcoa, Inc.		11,717		112,249
Allegheny Technologies, Inc.		979		15,958
American Vanguard Corp.		1,652		26,069
AptarGroup, Inc.		456		35,755
Ashland, Inc.		513		56,409
Avery Dennison Corp.		73,084		5,270,087
Axiall Corp.		4,566		99,721
Bemis, Inc.		776		40,181
Berry Plastics Group, Inc. (1)		33,999		1,229,064
Boise Cascade Co. (1)		438		9,075
Cabot Corp.		568		27,451
Calgon Carbon Corp.		25,058		351,313
Carpenter Technology Corp.		38,171		1,306,593
Celanese Corp.		1,274		83,447
Century Alum Co. (1)		3,032		21,376
CF Industries Holdings, Inc.		41,479		1,299,952
Chase Corp.		26		1,367
Cliffs Natural Resources, Inc. (1)		11,847		35,541
Coeur Mining, Inc. (1)		8,790		49,400
Commercial Metals Co.		7,528		127,750
Constellium (1)		451,925		2,345,491
Crown Holdings, Inc. (1)		148,770		7,377,504
Domtar Corp.		570		23,085
Eagle Materials, Inc.		51,279		3,595,171
Eastman Chemical Co.		1,000		72,230
Flotek Industries, Inc. (1)		3,498		25,640
FMC Corp.		330		13,322
Freeport-McMoRan, Inc.		11,201		115,818
FutureFuel Corp.		1,564		18,440
Glatfelter		97,936		2,030,213
Graphic Packaging Holding Co.		330,263		4,243,880
Greif, Inc.		2,010		65,827
Handy & Harman Ltd. (1)		150		4,102
Hawkins, Inc.		553		19,958
Haynes International, Inc.		748		27,302
HB Fuller Co.		65,295		2,771,773
Hecla Mining Co.		24,050		66,859
Huntsman Corp.		674		8,964
Innophos Holdings, Inc.		1,275		39,410
Innospec, Inc.		1,572		68,162
International Paper Co.		187		7,674
Intrepid Potash, Inc. (1)		3,844		4,267
Kaiser Aluminum Corp.		732		61,883
Kraton Performance Polymers, Inc. (1)		2,043		35,344
Kronos Worldwide, Inc.		1,354		7,745
Louisiana-Pacific Corp. (1)		778		13,319
LSB Industries, Inc. (1)		839		10,697
Martin Marietta Materials, Inc.		519		82,786
Materion Corp.		1,307		34,609
Methanex Corp.		23,703		761,340
Minerals Technologies, Inc.		39,196		2,228,293
Multi Packaging Solutions International Ltd. (1)		445		7,222
Neenah Paper, Inc.		496		31,575
Newmont Mining Corp.		4,732		125,777
Nucor Corp.		2,854		134,994
Olin Corp.		5,987		103,994
Olympic Steel, Inc.		443		7,668
Omnova Solutions, Inc. (1)		1,235		6,867
Owens-Illinois, Inc. (1)		1,355		21,626
Packaging Corporation of America		82,301		4,970,980
Platform Specialty Products Corp. (1)		993		8,540
Polyone Corp.		30,090		910,223
PPG Industries, Inc.		12,281		1,369,209
Quaker Chemical Corp.		247		20,960
Rayonier Advanced Materials, Inc.		2,669		25,356
Real Industry, Inc. (1)		560		4,872
Reliance Steel & Aluminum Co.		44,490		3,078,263
Royal Gold, Inc.		550		28,210
Ryerson Holding Corp. (1)		648		3,603
Schnitzer Steel Industries, Inc.		1,697		31,293
Schweitzer-Mauduit International, Inc.		1,639		51,596
Scotts Miracle-Gro Co.		41		2,984
Sensient Technologies Corp.		30,908		1,961,422
Sonoco Products Co.		903		43,859
Steel Dynamics, Inc.		62,869		1,415,181
Stepan Co.		637		35,220
Stillwater Mining Co. (1)		5,328		56,743
Suncoke Energy, Inc.		1,246		8,099
Tahoe Resources, Inc.		1,254		12,578
The Mosaic Co.		44,242		1,194,534
The Valspar Corp.		19,978		2,138,046
TimkenSteel Corp.		2,619		23,833
Tredegar Corp.		1,257		19,760
Tronox Ltd.		4,130		26,391
United States Lime & Minerals, Inc.		110		6,601
United States Steel Corp.		1,302		20,897
Valhi, Inc.		368		434
Vulcan Materials Co.		1,031		108,843
Westlake Chemical Corp.		361		16,714
WestRock Co.		81,524		3,181,882
Worthington Industries, Inc.		2,396		85,393
				57,866,044
Telecommunication Services - 0.57%
8x8, Inc. (1)		3,702		37,242
Atlantic Tele Network, Inc.		28,606		2,169,193
Boingo Wireless, Inc. (1)		1,065		8,222
Centurylink, Inc.		5,044		161,206
Cincinnati Bell, Inc. (1)		13,806		53,429
Consolidated Communications Holdings, Inc.		1,141		29,392
Frontier Communications Corp.		10,448		58,404
Globalstar, Inc. (1)		30,909		45,436
Hawaiian Telcom Holdco, Inc. (1)		755		17,780
IDT Corp.		939		14,639
Incontact, Inc. (1)		307		2,729
Inteliquent, Inc.		1,272		20,416
Intelsat S.A. (1)		1,630		4,108
Iridium Communications, Inc. (1)		5,370		42,262
Level 3 Communications, Inc. (1)		2,280		120,498
Lumos Networks Corp. (1)		213		2,735
NTELOS Holdings Corp. (1)		1,107		10,184
ORBCOMM, Inc. (1)		3,847		38,970
pdvWireless, Inc. (1)		285		9,787
RingCentral, Inc. (1)		98,125		1,545,469
SBA Communications Corp. (1)		587		58,800
Shenandoah Telecommunications Company		442		11,823
Spok Holdings, Inc.		1,358		23,779
Sprint Corp. (1)		6,643		23,118
Telephone & Data Systems, Inc.		842		25,336
United States Cellular Corp. (1)		118		5,391
Vonage Holdings Corp. (1)		10,866		49,658
Windstream Holdings, Inc.		261		2,004
Zayo Group Holdings, Inc. (1)		174		4,218
				4,596,228
Utilities - 4.43%
Abengoa Yield Plc		3,191		56,736
AES Corp.		6,105		72,039
AGL Resources, Inc.		1,073		69,895
Allete, Inc.		3,173		177,910
Alliant Energy Corp.		25,253		1,875,793
Ameren Corp.		42,660		2,137,266
American Electric Power Co., Inc.		53,981		3,584,338
American States Water Co.		2,252		88,639
American Water Works Co., Inc.		1,609		110,908
Aqua America, Inc.		1,586		50,467
Artesian Resources Corp.		486		13,589
Atlantic Power Corp.		7,940		19,532
Atmos Energy Corp.		904		67,131
Avangrid, Inc.		513		20,576
Avista Corp.		4,049		165,118
Black Hills Corp.		3,330		200,233
California Water Service Group		3,123		83,447
Calpine Corp. (1)		2,946		44,691
CenterPoint Energy, Inc.		3,845		80,437
Chesapeake Utilities Corp.		989		62,277
Cleco Corp.		3,940		217,527
CMS Energy Corp.		2,477		105,124
Connecticut Water Services, Inc.		712		32,111
Consolidated Edison, Inc.		2,619		200,668
Consolidated Water Co., Inc.		939		11,428
DTE Energy Co.		1,603		145,328
Dynegy, Inc. (1)		7,853		112,848
Edison International		56,107		4,033,532
El Paso Electric Co.		2,629		120,619
Empire District Electric Co.		2,842		93,928
Entergy Corp.		1,604		127,165
Eversource Energy		2,843		165,861
FirstEnergy Corp.		51,780		1,862,527
Genie Energy Ltd.		574		4,368
Great Plains Energy, Inc.		65,231		2,103,700
Hawaiian Electric Industries, Inc.		965		31,266
IDACORP, Inc.		3,273		244,133
ITC Holdings Corp.		879		38,298
Laclede Group, Inc.		2,821		191,123
MDU Resources Group, Inc.		1,753		34,113
MGE Energy, Inc.		55,169		2,882,580
Middlesex Water Co.		1,027		31,683
National Fuel Gas Co.		762		38,138
New Jersey Resources Corp.		5,568		202,842
NiSource, Inc.		2,838		66,863
Northwest Natural Gas Co.		1,782		95,961
Northwestern Corp.		3,062		189,079
NRG Energy, Inc.		2,812		36,584
NRG Yield, Inc.		2,254		30,587
NRG Yield, Inc.		4,073		58,000
OGE Energy Corp.		1,792		51,305
One Gas, Inc.		43,263		2,643,369
Ormat Technologies, Inc.		1,412		58,231
Otter Tail Corp.		2,420		71,680
Pattern Energy Group, Inc.		3,619		69,014
PG&E Corp.		54,521		3,255,994
Piedmont Natural Gas Company, Inc.		5,113		305,911
Pinnacle West Capital Corp.		992		74,469
PNM Resources, Inc.		5,160		173,995
Portland General Electric Co.		94,131		3,717,233
PPL Corp.		5,978		227,582
Public Service Enterprise Group, Inc.		4,526		213,356
Questar Corp.		1,582		39,234
SCANA Corp.		1,280		89,792
Sempra Energy		2,215		230,471
SJW Corp.		1,031		37,477
South Jersey Industries, Inc.		4,460		126,887
Southwest Gas Corp.		3,051		200,908
Talen Energy Corp. (1)		5,444		48,996
TECO Energy, Inc.		2,104		57,923
Terraform Global, Inc.		2,279		5,424
TerraForm Power, Inc.		491		4,247
UGI Corp.		1,547		62,329
Unitil Corp.		897		38,114
Vectren Corp.		741		37,465
Vivint Solar, Inc. (1)		319		845
WEC Energy Group, Inc.		2,824		169,638
Westar Energy, Inc.		15,558		771,832
WGL Holdings, Inc.		3,235		234,117
Xcel Energy, Inc.		4,533		189,570
York Water Co.		739		22,554
				35,718,968
Total Common Stocks (Cost $802,659,787)			$	773,516,320
SHORT-TERM INVESTMENTS - 4.26%
Money Market Fund - 4.26%
Goldman Sachs Financial Square Government Fund - Class I, 0.25%		17,176,891	$	17,176,891
JPMorgan U.S. Government Money Market Fund - Class I, 0.23%		17,176,891		17,176,891
Total Short-Term Investments (Cost $34,353,782)			$	34,353,782
TOTAL INVESTMENTS IN SECURITIES - 100.18%
(Cost $837,013,569)			$	807,870,102
LIABILITIES IN EXCESS OF OTHER ASSETS - (0.18)%				(1,432,203	)
TOTAL NET ASSETS - 100.00%			$	806,437,899

Percentages are stated as a percent of net assets.
ADR - American Depository Receipt
(1)	Non-income producing security.
(2)	The price for this security was derived from an estimate of fair market value using methods approved by the Fund's Board of Trustees.  This security represents $400 or 0.00% of the Fund's net assets and is classified as a Level 3 security.
The sector classifications listed above are in accordance with Global Industry Classification Standards (GICS®), which was
developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor Financial Services LLC ("S&P").
The accompanying notes are an integral part of these Schedule of Investments.

Open Futures Contracts
Number of Contracts Purchased	Description	Counterparty	Settlement Month	Notional Amount		Value		Unrealized Appreciation
1	E-Mini Russell 2000 Future	Morgan Stanley	Jun. 2016	$	108,683	$	110,960	$	2,277
1	E-Mini S&P Mid 400 Future	Morgan Stanley	Jun. 2016		142,462		144,120		1,658
								$	3,935

Bridge Builder International Equity Fund
Schedule of Investments
March 31, 2016 (Unaudited)
	Shares		Value
COMMON STOCKS - 95.74%
Australia - 2.86%
AGL Energy		6,352	$	89,431
ALS Ltd.		4,808		14,694
Alumina Ltd.		3,946,928		3,926,412
Amcor Ltd.		10,359		113,753
AMP Ltd.		25,308		112,179
Ansell Ltd.		1,148		15,173
APA Group		9,672		65,232
Aristocrat Leisure Ltd.		4,633		36,547
Asciano Ltd.		9,199		63,211
ASX Ltd.		2,111		66,964
Aurizon Holdings Ltd.		18,344		55,742
AusNet Services		14,559		16,621
Australia & New Zealand Banking Group Ltd.		25,323		453,950
Bank of Queensland Ltd.		4,475		41,491
Bendigo & Adelaide Bank Ltd.		4,363		29,610
BHP Billiton Ltd.		27,876		360,207
BHP Billiton Plc		206,234		2,309,477
Boral Ltd.		6,259		29,605
Brambles Ltd.		658,910		6,104,256
Caltex Australia Ltd.		739		19,274
Challenger Ltd.		4,299		27,588
CIMIC Group Ltd.		858		22,828
Coca-Cola Amatil Ltd.		4,404		29,821
Cochlear Ltd.		171,303		13,398,865
Commonwealth Bank of Australia		14,741		845,086
Computershare Ltd.		2,975		22,267
Crown Resorts Ltd.		2,511		23,957
CSL Ltd.		146,136		11,356,407
Dexus Property Group		8,334		50,609
Flight Centre Travel Group Ltd.		722		23,913
Fortescue Metals Group Ltd.		15,653		30,451
Goodman Group		14,283		73,047
GPT Group		16,503		63,178
Harvey Norman Holdings Ltd.		3,530		12,699
Healthscope Ltd.		19,155		38,977
Iluka Resources Ltd.		2,224		11,151
Incitec Pivot Ltd.		9,959		24,306
Insurance Australia Group Ltd.		20,586		87,920
Lend Lease Group		5,510		58,495
Macquarie Group Ltd.		2,763		139,846
Medibank Private Ltd.		23,943		53,700
Mesoblast Ltd.  (1)		589,686		1,153,660
Mirvac Group		30,126		44,637
National Australia Bank Ltd.		22,173		445,210
Newcrest Mining Ltd.  (1)		6,385		82,628
Orica Ltd.		3,305		38,873
Origin Energy Ltd.		14,526		56,574
Platinum Asset Management Ltd.		856		4,162
Qantas Airways Ltd.		5,767		18,001
QBE Insurance Group Ltd.		581,930		4,863,009
Ramsay Health Care Ltd.		1,143		53,667
REA Group Ltd.		408		16,887
Santos Ltd.		13,086		40,547
Scentre Group		46,213		157,309
Seek Ltd.		545,074		6,766,714
Sonic Healthcare Ltd.		3,914		56,133
South32 Ltd.  (1)		46,208		51,852
Stockland		22,133		72,410
Suncorp Group Ltd.		10,153		92,632
Sydney Airport		5,923		30,341
Tabcorp Holdings Ltd.		5,430		17,806
Tatts Group Ltd.		13,549		39,255
Telstra Corp Ltd.		37,140		151,567
The Star Entertainment Group		6,617		28,778
TPG Telecom Ltd.		2,256		19,604
Transurban Group		16,465		143,022
Treasury Wine Estates Ltd.		956,072		7,059,611
Vicinity Centres		33,276		81,328
Washington H Soul Pattinson & Co Ltd		922		11,801
Wesfarmers Ltd.		9,752		309,535
Westfield Corp.		17,480		133,839
Westpac Banking Corp.		28,259		656,372
Woodside Petroleum Ltd.		6,507		130,164
Woolworths Ltd.		10,994		186,071
WorleyParsons Ltd.		2,936		12,128
				63,345,067
Austria - 0.01%
ams AG		421		14,427
Andritz AG		463		25,365
Erste Group Bank AG  (1)		2,500		70,168
EVN AG		179		2,055
IMMOFINANZ AG  (1)		7,476		15,870
Mayr Melnhof Karton AG		247		29,615
Oesterreichische Post AG		268		10,883
OMV AG		1,154		32,402
Raiffeisen Bank International AG  (1)		1,113		16,821
Strabag SE		363		10,975
UNIQA Insurance Group AG		1,331		9,340
Verbund AG		1,000		12,759
voestalpine AG		809		26,983
				277,663
Belgium- 0.57%
Ackermans		151		21,396
Ageas		1,830		72,425
Anheuser-Busch InBev SA/NV		95,270		11,836,067
bpost SA		990		27,474
Cie d'Entreprises CFE		200		18,925
Colruyt SA		346		20,121
Delhaize Group		932		97,134
D'ieteren SA/NV		471		19,802
Elia System Operator SA/NV		356		17,694
Financiere de Tubize SA		192		12,444
Groupe Bruxelles Lambert SA		648		53,390
KBC Groep NV		2,472		127,303
Proximus		1,399		47,740
Sofina SA		100		11,896
Solvay SA		626		62,587
Telenet Group Holding NV  (1)		439		22,187
UCB SA		1,120		85,496
Umicore SA		600		29,784
				12,583,865
Bermuda - 0.32%
Hiscox Ltd.		1,921		26,694
Lazard Ltd.		184,150		7,145,020
				7,171,714
Brazil - 0.92%
Ambev SA - ADR		1,835,760		9,509,237
Kroton Educacional SA		3,433,530		10,962,392
				20,471,629
Canada - 1.90%
Cameco Corp.		639,172		8,206,968
Canadian Pacific Railway Ltd.		95,785		12,709,712
Constellation Software, Inc.  (1)		21,400		8,762,507
Lululemon Athletica, Inc. (1)		185,370		12,551,403
				42,230,590
Chile - 0.08%
Antofagasta Plc		3,046		20,471
Sociedad Quimica y Minera de Chile SA - ADR		81,341		1,671,557
				1,692,028
China - 4.73%
Alibaba Group Holding Ltd. - ADR (1)		244,296		19,306,713
Baidu, Inc. - ADR (1)		123,223		23,520,806
Ctrip.com International Ltd. - ADR (1)		321,417		14,225,916
JD.com, Inc. - ADR (1)		183,123		4,852,760
Lenovo Group Ltd.		12,842,000		10,008,739
Shandong Weigao Group Medical Polymer Co. Ltd.		6,997,187		4,462,482
Tencent Holdings Ltd.		1,182,500		24,175,465
Tsingtao Brewery Co. Ltd.		1,143,000		4,350,517
				104,903,398
Curacao - 0.00% (3)
HAL Trust		174		34,548
Denmark - 3.67%
A.P. Moller-Maersk A/S - Class A		25		31,899
A.P. Moller-Maersk A/S - Class B		41		53,752
Carlsberg A/S		102,287		9,726,001
CHR Hansen Holding A/S		195,638		13,119,733
Coloplast A/S		145,595		11,017,615
D/S Norden A/S  (1)		4,164		60,647
Danske Bank A/S		5,987		168,956
DSV A/S		1,520		63,223
FLSmidth & Co. A/S		306		12,815
Genmab A/S  (1)		579		80,122
GN Store Nord A/S		941		19,647
H Lundbeck A/S  (1)		604		19,921
ISS A/S		1,394		55,909
Jyske Bank A/S		512		23,080
Novo Nordisk A/S - Class B		305,556		16,546,955
Novo Nordisk A/S - Sponsored ADR		259,460		14,060,137
Novozymes A/S		353,678		15,882,420
Pandora A/S		968		126,554
Rockwool International A/S		203		32,241
TDC A/S		8,492		41,505
Topdanmark A/S  (1)		723		18,369
Tryg A/S		907		17,566
Vestas Wind Systems A/S		1,921		135,353
William Demant Holding A/S  (1)		170		17,075
				81,331,495
Finland - 0.94%
Amer Sports Corp.		970		28,159
Cargotec Oyj		378		12,193
Elisa OYJ		1,092		42,404
Fortum OYJ		4,344		65,697
Huhtamaki OYJ		845		31,330
Kesko OYJ - Class A		322		13,539
Kesko OYJ - Class B		641		28,285
Kone OYJ		156,155		7,515,884
Metso OYJ		667		15,896
Neste Oyj		1,019		33,486
Nokia OYJ		2,121,423		12,584,805
Nokian Renkaat OYJ		975		34,399
Orion Oyj - Class A		396		12,995
Orion Oyj - Class B		991		32,712
Outokumpu OYJ  (1)		1,072		4,169
Sampo Oyj		4,250		201,299
Stora Enso OYJ		4,441		39,679
UPM-Kymmene OYJ		4,633		83,763
Wartsila OYJ Abp		1,239		56,006
				20,836,700
France - 4.06%
Accor SA		241,527		10,216,983
Aeroports de Paris		270		33,344
Air France-KLM (1)		2,486		23,621
Air Liquide SA		2,986		335,003
Airbus Group SE		4,871		322,741
Alstom (1)		2,119		54,078
Amundi (Acquired 12/18/2015, Cost $14,450) (1)(2)		299		14,211
Arkema SA		670		50,195
Atos SE		801		65,056
AXA SA		18,282		428,690
BioMerieux		127		14,530
BNP Paribas SA		234,975		11,805,308
Bollore SA		7,713		29,901
Bouygues SA		1,903		77,356
Bureau Veritas SA		2,445		54,361
Cap Gemini SA		1,495		140,238
Carrefour SA		6,320		173,631
Casino Guichard Perrachon SA		483		27,643
Christian Dior SE		410		74,241
Cie de Saint-Gobain		197,678		8,682,870
CNP Assurances		802		12,489
Credit Agricole SA		9,261		100,148
Danone SA		130,519		9,260,637
Dassault Systemes		1,129		89,453
Edenred		2,115		41,004
Eiffage SA		364		27,931
Electricite de France SA		1,916		21,451
Elior (Acquired 07/29/2015, Cost $12,737) (2)		640		14,014
Engie		13,497		209,118
Eramet  (1)		470		13,144
Essilor International SA		1,842		226,964
Euler Hermes Group		137		12,415
Eurazeo SA		296		19,993
Eutelsat Communications SA		1,373		44,281
Faurecia		616		23,321
Financiere de L'Odet		13		12,266
Fonciere Des Regions		482		45,455
Gecina SA		318		43,619
Groupe Eurotunnel SE		4,399		49,250
Havas SA		1,496		11,986
ICADE		168		12,839
Iliad SA		187		48,045
Imerys SA		238		16,576
Ingenico Group		498		57,087
Ipsen SA		255		14,622
JCDecaux SA		705		30,856
Kering		671		119,803
Klepierre		1,774		84,740
Korian SA		45		1,324
Legrand SA		94,627		5,289,095
L'Oreal SA		2,066		369,580
LVMH Moet Hennessy Louis Vuitton SE		56,034		9,574,913
Mercialys SA		485		11,248
Metropole Television SA		777		14,156
Natixis SA		7,929		38,980
Numericable-SFR SAS		791		33,220
Orange SA		17,232		300,922
Orpea		499		41,507
Pernod Ricard SA		1,896		211,125
Peugeot SA  (1)		4,123		70,537
Plastic Omnium SA		678		23,286
Publicis Groupe SA		1,552		108,828
Remy Cointreau SA		26,236		1,989,674
Renault SA		1,700		168,942
Rexel SA		2,941		41,923
Safran SA		29,940		2,089,816
Sanofi		135,842		10,921,152
Sartorius Stedim B		33		12,555
Schneider Electric SE		4,800		302,499
SCOR SE		1,549		54,612
SEB SA		234		24,252
Societe BIC SA		231		34,709
Societe Generale SA		6,723		248,429
Societe Television Francaise		666		8,616
Sodexo SA		849		91,373
SPIE SA		563		11,191
Suez Environnement Co.		3,789		69,363
Technip SA		1,000		55,419
Teleperformance		485		42,599
Thales SA		986		86,162
TOTAL SA		294,939		13,420,150
Unibail-Rodamco SE		846		232,020
Valeo SA		713		110,871
Vallourec SA		752		4,892
Veolia Environnement SA		3,807		91,630
Vicat		22		1,426
Vinci SA		4,769		353,975
Vivendi SA		10,112		211,917
Wendel SA		192		20,879
Zodiac Aerospace		1,983		39,602
				90,116,877
Germany - 6.17%
Adidas AG		75,944		8,867,306
Allianz SE		40,843		6,633,125
Aurubis AG		254		12,621
Axel Springer SE		423		22,769
BASF SE		7,972		599,460
Bayer AG		130,564		15,299,563
Bayer Motoren Werke AG		2,721		249,804
Bayer Motoren Werke AG - Preference		445		35,526
Beiersdorf AG		43,740		3,939,851
Bilfinger SE		226		9,514
Brenntag AG		160,279		9,133,161
Commerzbank AG		1,089,415		9,452,392
Continental AG		915		207,532
Covestro Ag (Acquired 12/18/2015, Cost $29,713) (2)		800		29,885
CTS Eventim AG & Co. KGaA		365		12,943
Daimler AG		84,328		6,453,857
Deutsche Bank AG		11,972		203,251
Deutsche Boerse AG		1,599		136,146
Deutsche Lufthansa AG		1,528		24,661
Deutsche Post AG		8,307		230,552
Deutsche Telekom AG		521,317		9,346,359
Deutsche Wohnen AG		3,044		94,469
Duerr AG		141		11,060
E.ON SE		1,234,142		11,800,850
Evonik Industries AG		420		12,561
Fielmann AG		200		15,174
Fraport AG Frankfurt Airport Services Worldwide		235		14,231
Freenet AG		1,091		32,585
Fresenius Medical Care AG & Co. KGaA		157,254		13,873,910
Fresenius SE & Co. KGaA		3,274		238,651
FUCHS PETROLUB SE		308		11,918
FUCHS PETROLUB SE - Preferred		604		26,914
GEA Group AG		1,569		76,553
Hannover Rueck SE		635		73,801
HeidelbergCement AG		1,278		109,212
Hella KGaA Hueck & Co.		66		2,800
Henkel AG & Co. KGaA		827		81,093
Henkel AG & Co. KGaA - Preference		1,521		167,322
HOCHTIEF AG		155		18,928
HUGO BOSS AG		655		42,820
Infineon Technologies AG		1,002,545		14,214,451
K&S AG		1,800		41,983
Kabel Deutschland Holding AG		77		8,621
KION Group AG		367		21,351
Krones AG		117		14,072
LANXESS AG		745		35,705
LEG Immobilien AG		545		51,282
Linde AG		1,550		225,213
MAN SE		223		24,117
Merck KGaA		1,141		94,913
METRO AG		1,120		34,646
MTU Aero Engines AG		415		39,722
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen		1,449		294,067
OSRAM Licht AG		661		33,979
Porsche Automobil Holding SE		1,330		68,741
ProSiebenSat.1 Media SE		1,905		97,793
Rational AG		29		15,501
Rheinmetall AG		310		24,719
RHOEN-KLINIKUM AG		801		24,917
Rocket Internet SE  (Acquired 07/14/2015 & 09/29/2015, Cost $20,515) (1)(2)		698		19,484
RWE AG		392,417		5,048,243
Salzgitter AG		464		13,111
SAP SE		146,762		11,809,729
Sartorius AG		74		18,820
Schaeffler Ag		611		9,821
Siemens AG		7,234		765,075
Software AG		751		29,332
STADA Arzneimittel AG		786		31,123
Suedzucker AG		1,169		20,570
Symrise AG		1,400		93,733
Talanx AG		381		12,984
Telefonica Deutschland Holding AG		3,646		19,710
ThyssenKrupp AG		4,358		90,264
TUI AG		4,371		68,036
United Internet AG		1,050		52,608
Volkswagen AG		260		37,772
Vonovia SE		3,867		138,829
Wacker Chemie AG		146		12,813
Wirecard AG		1,072		40,509
Zalando SE  (Acquired 07/15/2015 through 12/17/2015, Cost $5,706,785) (1)(2)		170,880		5,602,357
				136,905,846
Greece - 0.00% (3)
Star Bulk Carriers Corp.  (1)		118,068		88,551
Hong Kong - 2.90%
1st Pacific Co.		16,000		11,947
AIA Group Ltd.		104,600		594,549
Bank Of East Asia Ltd.		11,200		41,863
BOC Hong Kong Holdings Ltd.		1,090,500		3,257,580
Brightoil Petroleum Holdings Ltd.		54,000		16,202
Cathay Pacific Airways Ltd.		8,000		13,856
Champion REIT		21,000		10,696
Cheung Kong Infrastructure Holdings Ltd.		6,000		58,675
China Mobile Ltd.		494,000		5,471,035
Chinese Estates Holdings Ltd.		5,000		12,703
CK Hutchison Holdings Ltd.		978,500		12,712,714
CLP Holdings Ltd.		16,500		149,348
Dairy Farm International Holdings Ltd.		3,300		19,922
Esprit Holdings Ltd.  (1)		15,800		14,770
Galaxy Entertainment Group Ltd.		4,579,000		17,190,459
Global Brands Group Holding Ltd.  (1)		74,000		8,965
Goldin Financial Holdings Ltd.  (1)		18,000		18,573
Goldin Properties Holdings Ltd.  (1)		2,000		962
Guoco Group Ltd.		3,000		32,101
Haitong International Securities		18,000		10,412
Hang Lung Group Ltd.		6,000		17,224
Hang Lung Properties Ltd.		14,000		26,729
Hang Seng Bank Ltd.		6,600		116,780
Henderson Land Development Co. Ltd.		9,000		55,343
HK Electric Investments & HK Electric Investments Ltd. (Acquired 07/24/2015, Cost $13,939) (2)		20,000		17,616
Hong Kong & China Gas Co. Ltd.		61,000		114,031
Hong Kong Exchanges and Clearing Ltd.		9,600		231,323
Hongkong Land Holdings Ltd.		10,700		64,118
Hopewell Holdings Ltd.		3,500		11,302
Hysan Development Co. Ltd.		6,000		25,570
Jardine Matheson Holdings Ltd.		196,900		11,231,069
Jardine Strategic Holdings Ltd.		1,700		50,747
Johnson Electric Holdings		3,500		10,817
Kingston Financial Group Ltd.  (1)		26,000		12,392
Li & Fung Ltd.		36,000		21,328
Link Real Estate Investment Trust		20,500		121,783
Melco Crown Entertainment Ltd. - ADR		1,210		19,977
Melco International Development Ltd.		11,000		15,313
MTR Corp. Ltd.		12,000		59,473
New World Development Co. Ltd.		45,000		42,949
Noble Group Ltd.  (1)		30,800		10,037
PCCW Ltd.		46,000		29,795
Power Assets Holdings Ltd.		11,500		117,698
Sino Land Co. Ltd.		20,000		31,769
SJM Holdings Ltd.		14,000		10,016
Sun Hung Kai Properties Ltd.		8,000		97,892
Swire Pacific Ltd. - Class A		1,094,000		11,799,813
Swire Pacific Ltd. - Class B		7,500		14,634
Swire Properties Ltd.		6,000		16,241
Techtronic Industries Co. Ltd.		11,500		45,557
Value Partners Group Ltd		11,000		11,551
VTech Holdings Ltd.		2,000		23,741
WH Group Ltd. (Acquired 07/21/2015 & 07/23/2015, Cost $ 30,792) (2)		43,500		31,460
Wharf Holdings Ltd.		13,000		71,207
Wheelock & Co Ltd.		5,000		22,342
Xinyi Glass Holdings Ltd.		16,000		10,690
				64,257,659
India - 0.77%
HDFC Bank Ltd. - ADR		160,575		9,896,237
Mahindra & Mahindra Ltd. - GDR		403,763		7,238,822
				17,135,059
Indonesia - 0.56%
Bank Mandiri Persero Tbk PT		15,976,000		12,403,978
Ireland - 2.20%
Aercap Holdings NV  (1)		716		27,752
Bank Of Ireland  (1)		226,729		65,579
CRH Plc		7,130		201,372
DCC Plc		721		63,587
Experian Plc		559,033		9,978,407
Glanbia Plc		1,441		29,393
ICON Plc  (1)		147,902		11,107,440
James Hardie Industries Plc		4,087		55,952
Kerry Group Plc		1,294		120,339
Kingspan Group Plc		1,249		33,200
Medtronic Plc		155,510		11,663,250
Paddy Power Plc		594		82,851
Perrigo Co. Plc		86,400		11,053,152
Ryanair Holdings Plc - ADR		45,903		3,939,396
Shire Plc		5,211		297,207
Smurfit Kappa Group Plc		1,911		49,158
				48,768,035
Isle of Man - 0.00% (3)
Playtech Plc		2,147		26,724
Israel - 0.04%
Azrieli Group		323		12,682
Bank Hapoalim BM		8,105		42,072
Bank Leumi Le-Israel BM  (1)		12,021		43,169
Bezeq The Israeli telecommunication Corp Ltd.		23,888		53,916
Check Point Software Technologies Ltd.  (1)		1,269		110,999
Delek Group Ltd.		43		7,382
Elbit Systems Ltd.		171		16,077
Israel Chemicals Ltd.		1,996		8,668
Mizrahi Tefahot Bank Ltd.		1,386		16,260
Mobileye NV  (1)		1,748		65,183
NICE-Systems Ltd.		395		25,672
Taro Pharmaceutical Industries Ltd.  (1)		61		8,738
Teva Pharmaceutical Industries Ltd.		8,812		473,944
				884,762
Italy - 0.54%
A2A SpA		13,647		17,720
Assicurazioni Generali SpA		10,909		161,487
Atlantia SpA		3,753		103,985
Autogrill SpA		1,039		8,637
Azimut Holding SpA		787		18,099
Banca Generali SpA		440		12,922
Banca Mediolanum		2,784		22,207
Banca Monte Dei Paschi di Siena SpA  (1)		21,068		12,018
Banca Popolare dell'Emilia Romagna SC		5,137		24,414
Buzzi Unicem SpA		831		14,325
Buzzi Unicem SpA - Savings Share		2,718		28,606
Credito Emiliano SpA		1,569		10,715
Davide Campari-Milano SpA		2,855		28,496
De' Longhi		1,266		28,777
Enel Green Power SpA		12,177		26,145
Enel SpA		59,952		265,781
Eni SpA		644,745		9,737,408
EXOR SpA		857		30,663
Ferrari NV  (1)		651		27,038
Ferrari NV (1)		500		20,850
FinecoBank Banca Fineco SpA		1,363		11,463
Hera SpA		7,611		22,720
Infrastrutture Wireless Italiane SpA (Acquired 12/18/2015, Cost $10,670) (2)		1,954		9,788
Intesa Sanpaolo SpA		135,021		373,336
Intesa Sanpaolo SpA - Savings Share		8,341		21,649
Luxottica Group SpA		1,431		78,831
Mediaset SpA		4,789		19,742
Mediobanca SpA		6,888		49,536
Moncler SpA		610		10,290
Parmalat SpA		2,843		7,863
Poste Italiane SpA (Acquired 12/18/2015, Cost $30,716) (2)		3,945		29,825
Prada SpA		2,900		9,971
Prysmian SpA		1,805		40,839
Recordati SpA		800		20,011
Saipem SpA  (1)		53,038		21,210
Salvatore Ferragamo SpA		557		14,207
Snam SpA		18,423		115,292
Telecom Italia SpA  (1)		85,302		91,940
Telecom Italia SpA - Savings Share		47,720		41,763
Terna Rete Elettrica Nazionale SpA		12,409		70,754
Tod's SpA		230		16,377
UniCredit SpA		49,589		178,769
Unione di Banche Italiane SCpA		7,853		29,004
Unipol Gruppo Finanziario SpA		4,527		18,292
UnipolSai SpA		9,559		22,077
				11,925,842
Japan - 19.37%
ABC-Mart, Inc.		400		25,600
Acom Co. Ltd.		6,400		32,225
Advance Residence Investment Corp.		8		20,241
Advantest Corp.		1,400		12,933
Aeon Co. Ltd.		6,300		91,010
Aeon Financial Service Co. Ltd.		600		14,125
Aeon Mall Co. Ltd.		500		7,398
Air Water, Inc.		1,000		14,824
Aisin Seiki Co.		1,400		52,696
Ajinomoto Co, Inc.		4,000		90,188
Alfresa Holdings		1,500		28,788
Alps Electric Co.		1,600		27,919
Amada Holdings Co.		2,400		23,385
ANA Holdings, Inc.		10,000		28,166
Aozora Bank		11,000		38,395
Asahi Glass Co. Ltd.		10,000		54,718
Asahi Group Holdings Ltd.		242,500		7,547,739
Asahi Kasei Corp.		9,000		60,783
Asics Corp.		1,000		17,833
Astellas Pharma, Inc.		17,500		232,566
Bandai Namco Holdings		1,800		39,237
Bank of Kyoto Ltd.		2,000		13,039
Bank of Yokohama Ltd. (4)		11,000		50,824
Benesse Holdings, Inc.		500		14,396
Bridgestone Corp.		6,300		235,134
Brother Industries Ltd.		1,600		18,377
Calbee, Inc.		700		27,774
Canon, Inc.		316,900		9,450,895
Casio Computer Co. Ltd.		2,200		44,369
Central Japan Railway Co.		1,400		247,592
Century Tokyo Leasing Corp.		400		14,814
Chiba Bank Ltd.		6,000		29,884
Chiyoda Corp		2,000		14,665
Chubu Electric Power Co., Inc.		5,100		71,172
Chugai Pharmaceutical Co. Ltd.		1,600		49,509
Chugoku Bank Ltd.		1,900		19,774
Chugoku Electric Power Co., Inc.		3,500		47,221
Citizen Holdings Co. Ltd.		1,900		10,766
Credit Saison Co. Ltd.		900		15,656
CYBERDYNE, Inc.		800		15,278
Dai Nippon Printing Co. Ltd.		4,000		35,496
Daicel Corp.		2,200		29,989
Daihatsu Motor Co. Ltd.		1,100		15,492
Dai-ichi Life Insurance Co. Ltd.		8,400		101,804
Daiichi Sankyo Co. Ltd.		4,900		108,756
Daikin Industries Ltd.		2,400		179,243
Daito Trust Construction Co. Ltd.		82,100		11,644,762
Daiwa House Industry Co. Ltd.		4,400		123,677
Daiwa Securities Group, Inc.		14,000		86,050
DeNA Co. Ltd.		600		10,328
Denso Corp.		124,700		5,005,527
Dentsu, Inc.		1,900		95,316
Disco Corp.		300		25,383
Don Quijote Holdings Co. Ltd.		1,000		34,731
East Japan Railway Co.		153,400		13,232,210
Eisai Co. Ltd.		2,100		126,256
Electric Power Development Co. Ltd.		1,100		34,316
Ezaki Glico Co. Ltd.		300		15,367
FamilyMart Co. Ltd.		500		25,968
FANUC Corp.		1,700		263,277
Fast Retailing Co. Ltd.		500		159,762
Fuji Electric Co. Ltd.		3,000		10,373
Fuji Heavy Industries Ltd.		4,900		173,035
FUJIFILM Holdings Corp.		3,500		138,346
Fujitsu Ltd.		16,000		59,164
Fukuoka Financial Group, Inc.		5,000		16,287
GungHo Online Entertainment, Inc.		1,300		3,657
Gunma Bank Ltd.		2,000		8,261
Hachijuni Bank Ltd.		3,000		12,924
Hakuhodo DY Holdings, Inc.		2,700		30,569
Hamamatsu Photonics KK		1,000		27,559
Hankyu Hanshin Holdings, Inc.		9,000		57,395
Haseko Corp.		2,000		18,621
Hikari Tsushin, Inc.		200		15,220
Hino Motors Ltd.		1,900		20,531
Hirose Electric Co. Ltd.		300		33,063
Hiroshima Bank Ltd.		3,000		10,946
Hisamitsu Pharmaceutical Co., Inc.		500		22,345
Hitachi Capital Corp		500		10,874
Hitachi Chemical Co. Ltd.		700		12,579
Hitachi Construction Machinery Co. Ltd.		800		12,697
Hitachi High-Technologies Corp.		600		16,891
Hitachi Ltd.		39,000		182,787
Hitachi Metals Ltd.		2,000		20,625
Hokuhoku Financial Group, Inc.		11,000		14,454
Hokuriku Electric Power Co.		2,000		28,274
Honda Motor Co. Ltd.		413,400		11,302,810
Hoshizaki Electric Co. Ltd.		700		58,388
Hoya Corp.		3,800		144,440
Hulic Co. Ltd.		2,600		24,791
Ibiden Co. Ltd.		800		9,781
Idemitsu Kosan Co. Ltd.		700		12,490
IHI Corp.		8,000		16,934
Iida Group Holdings Co. Ltd.		800		15,581
Inpex Corp.		7,300		55,282
Isetan Mitsukoshi Holdings Ltd.		3,200		37,359
Isuzu Motors Ltd.		4,500		46,417
ITOCHU Corp.		11,500		141,322
Iyo Bank Ltd.		1,500		9,807
Izumi Co Ltd.		300		12,947
J Front Retailing Co. Ltd.		1,500		19,904
Japan Airport Terminal Co. Ltd.		200		7,098
Japan Display, Inc.		1,000		1,952
Japan Exchange Group, Inc.		589,900		9,024,385
Japan Petroleum Exploration Co. Ltd.		500		11,178
Japan Post Bank Co.		3,200		39,412
Japan Post Holdings Co.		3,900		52,168
Japan Post Insurance Co., Ltd.		500		11,539
Japan Real Estate Investment Corp.		13		75,048
Japan Retail Fund Investment Corp.		22		52,821
Japan Tobacco, Inc.		732,400		30,484,433
JFE Holdings, Inc.		3,600		48,349
JGC Corp.		2,000		29,912
Joyo Bank Ltd.		5,000		17,139
JSR Corp.		1,500		21,569
JTEKT Corp.		1,200		15,572
JX Holdings, Inc.		20,300		78,162
Kajima Corp.		8,000		50,114
Kakaku.com, Inc.		334,900		6,209,452
Kaken Pharmaceutical Co. Ltd.		500		30,224
Kamigumi Co. Ltd.		4,000		37,629
Kaneka Corp.		2,000		17,126
Kansai Electric Power Co., Inc.		6,100		53,972
Kansai Paint Co. Ltd.		2,000		32,103
Kao Corp.		371,700		19,819,770
Kawasaki Heavy Industries Ltd.		12,000		34,620
KDDI Corp.		464,200		12,385,218
Keihan Electric Railway Co. Ltd.		5,000		35,224
Keikyu Corp.		3,000		26,387
Keio Corp.		4,000		35,104
Keisei Electric Railway Co. Ltd.		2,000		28,137
Kewpie Corp.		500		11,317
Keyence Corp.		17,400		9,489,476
Kikkoman Corp.		2,000		65,653
Kintetsu Group Holdings Co. Ltd.		13,000		52,685
Kirin Holdings Co. Ltd.		6,800		95,259
Kobayashi Pharmaceutical Co. Ltd.		200		17,542
Kobe Steel Ltd.		19,000		16,700
Koito Manufacturing Co. Ltd.		900		40,753
Komatsu Ltd.		7,200		122,407
Konami Corp.		1,000		29,554
Konica Minolta, Inc.		3,200		27,141
Kose Corp.		200		19,443
Kubota Corp.		8,000		109,198
Kuraray Co. Ltd.		4,200		51,328
Kurita Water Industries Ltd.		600		13,666
Kyocera Corp.		3,000		132,094
Kyowa Hakko Kirin Co. Ltd.		2,000		31,914
Kyushu Electric Power Co., Inc.		2,800		26,607
Lawson, Inc.		600		50,226
LIXIL Group Corp.		2,000		40,794
M3, Inc.		1,700		42,753
Mabuchi Motor Co. Ltd.		400		18,610
Makita Corp.		1,100		68,183
Marubeni Corp.		12,500		63,243
Marui Group Co. Ltd.		1,600		22,926
Mazda Motor Corp.		3,900		60,535
McDonald's Holdings Co. Japan Ltd.		1,000		23,692
Medipal Holdings Corp.		1,600		25,308
MEIJI Holdings Co. Ltd.		1,000		80,359
Minebea Co Ltd.		2,000		15,593
MISUMI Group, Inc.		2,600		37,172
Mitsubishi Chemical Holdings Corp.		9,800		51,167
Mitsubishi Corp.		655,700		11,095,411
Mitsubishi Electric Corp.		104,000		1,089,704
Mitsubishi Estate Co. Ltd.		10,000		185,600
Mitsubishi Gas Chemical Co., Inc.		2,000		10,741
Mitsubishi Heavy Industries Ltd.		24,000		89,164
Mitsubishi Logistics Corp		1,000		13,118
Mitsubishi Materials Corp.		8,000		22,571
Mitsubishi Motors Corp.		5,600		41,804
Mitsubishi Tanabe Pharma Corp.		2,000		34,751
Mitsubishi UFJ Financial Group, Inc.		111,700		517,574
Mitsubishi UFJ Lease & Finance Co. Ltd.		2,500		10,961
Mitsui & Co. Ltd.		13,300		152,930
Mitsui Chemicals, Inc.		8,000		26,629
Mitsui Fudosan Co. Ltd.		8,000		199,261
Mitsui OSK Lines Ltd.		8,000		16,277
Mixi, Inc.		500		18,544
Mizuho Financial Group, Inc.		204,600		304,912
MS&AD Insurance Group Holdings, Inc.		436,400		12,163,020
Murata Manufacturing Co. Ltd.		1,500		181,000
Nabtesco Corp.		1,200		26,916
Nagoya Railroad Co. Ltd.		7,000		32,686
Nankai Electric Railway Co. Ltd.		4,000		21,703
NEC Corp.		19,000		47,766
Nexon Co. Ltd.		1,600		27,287
NGK Insulators Ltd.		2,000		36,907
NGK Spark Plug Co. Ltd.		1,000		19,149
NH Foods Ltd.		2,000		44,022
NHK Spring Co. Ltd.		1,200		11,475
Nidec Corp.		1,700		116,318
Nikon Corp.		2,800		42,815
Nintendo Co. Ltd.		900		127,933
Nippon Building Fund, Inc.		11		65,119
Nippon Electric Glass Co. Ltd.		2,000		10,229
Nippon Express Co. Ltd.		8,000		36,372
Nippon Paint Holdings Co. Ltd.		900		19,907
Nippon Prologis Real Estate Investment Trust, Inc.		13		29,067
Nippon Shokubai Co. Ltd.		200		10,188
Nippon Steel & Sumitomo Metal Corp.		5,800		111,196
Nippon Telegraph & Telephone Corp.		383,000		16,544,646
Nippon Yusen KK		10,000		19,283
Nissan Chemical Industries Ltd.		1,300		33,427
Nissan Motor Co. Ltd.		19,600		181,207
Nisshin Seifun Group, Inc.		2,000		31,762
Nissin Foods Holdings Co. Ltd.		600		28,182
Nitori Holdings Co. Ltd.		700		64,050
Nitto Denko Corp.		1,400		78,013
NOK Corp.		400		6,824
Nomura Holdings, Inc.		2,318,300		10,354,340
Nomura Real Estate Holdings, Inc.		1,500		27,690
Nomura Research Institute Ltd.		880		29,636
NSK Ltd.		3,200		29,289
NTN Corp.		2,000		6,377
NTT Data Corp.		1,400		70,208
NTT DOCOMO, Inc.		244,400		5,555,559
NTT Urban Development Corp.		1,600		15,659
Obayashi Corp.		5,600		55,197
Obic Co. Ltd.		600		31,718
Odakyu Electric Railway Co. Ltd.		4,000		43,512
Oji Holdings Corp.		7,000		28,115
Olympus Corp.		223,900		8,692,738
Omron Corp.		333,500		9,919,162
Ono Pharmaceutical Co. Ltd.		4,000		169,211
Oracle Corp Japan		800		44,866
Oriental Land Co. Ltd.		1,700		120,359
ORIX Corp.		11,000		156,675
Orix JREIT, Inc.		21		32,552
Osaka Gas Co. Ltd.		14,000		53,740
Otsuka Corp.		400		21,100
Otsuka Holdings Co. Ltd.		3,500		127,126
Panasonic Corp.		1,804,500		16,342,939
Park24 Co. Ltd.		700		19,585
Pigeon Corp.		304,800		7,942,162
Pola Orbis Holdings, Inc.		200		16,566
Rakuten, Inc.		729,800		7,044,732
Recruit Holdings Co. Ltd.		3,000		91,472
Renesas Electronics Corp		1,700		10,922
Resona Holdings, Inc.		16,700		59,544
Ricoh Co. Ltd.		5,100		51,908
Rinnai Corp.		300		26,501
Rohm Co. Ltd.		800		33,645
Ryohin Keikaku Co. Ltd.		200		42,254
Sankyo Co. Ltd.		300		11,171
Sanrio Co. Ltd.		700		13,683
Santen Pharmaceutical Co. Ltd.		2,600		39,079
SBI Holdings, Inc.		1,900		19,262
Secom Co. Ltd.		1,900		140,986
Sega Sammy Holdings, Inc.		1,500		16,343
Seibu Holdings, Inc.		1,100		23,260
Seiko Epson Corp.		2,300		36,991
Sekisui Chemical Co. Ltd.		3,100		38,164
Sekisui House Ltd.		737,600		12,444,476
Seven & i Holdings Co. Ltd.		7,000		298,254
Seven Bank Ltd.		5,200		22,194
Sharp Corp.		7,000		7,978
Shikoku Electric Power Co., Inc.		1,400		18,762
Shimadzu Corp.		2,000		31,377
Shimamura Co. Ltd.		300		37,449
Shimano, Inc.		84,700		13,283,238
Shimizu Corp.		6,000		50,816
Shin-Etsu Chemical Co. Ltd.		3,200		165,274
Shinsei Bank Ltd.		12,000		15,661
Shionogi & Co. Ltd.		2,400		112,803
Shiseido Co. Ltd.		371,000		8,265,141
Shizuoka Bank Ltd.		4,000		28,841
Showa Shell Sekiyu KK		1,500		13,455
SMC Corp.		20,100		4,657,735
SoftBank Group Corp.		8,000		382,640
Sohgo Security Services Co. Ltd.		500		27,072
Sojitz Corp.		10,800		22,173
Sompo Japan Nipponkoa Holdings, Inc.		3,100		87,859
Sony Corp.		10,800		277,680
Sony Financial Holdings, Inc.		1,100		14,065
Stanley Electric Co. Ltd.		1,300		29,381
Sugi Holdings Co. Ltd.		74,200		3,914,743
Sumco Corp.		900		5,651
Sumitomo Chemical Co. Ltd.		12,000		54,317
Sumitomo Corp.		9,900		98,237
Sumitomo Dainippon Pharma Co. Ltd.		1,100		12,654
Sumitomo Electric Industries Ltd.		924,900		11,215,275
Sumitomo Heavy Industries Ltd.		5,000		20,638
Sumitomo Metal Mining Co. Ltd.		5,000		49,470
Sumitomo Mitsui Financial Group, Inc.		497,500		15,102,945
Sumitomo Mitsui Trust Holdings, Inc.		4,932,000		14,438,336
Sumitomo Realty & Development Co. Ltd.		4,000		116,925
Sumitomo Rubber Industries Ltd.		1,400		21,632
Sundrug Co. Ltd.		200		14,949
Suntory Beverage & Food Ltd.		1,400		62,982
Suruga Bank Ltd.		2,200		38,607
Suzuken Co. Ltd.		700		23,759
Suzuki Motor Corp.		2,800		74,868
Sysmex Corp.		125,300		7,833,242
T&D Holdings, Inc.		4,800		44,837
Taiheiyo Cement Corp.		11,000		25,318
Taisei Corp.		9,000		59,433
Taisho Pharmaceutical Holdings Co. Ltd.		400		31,702
Taiyo Nippon Sanso Corp.		2,800		26,605
Takashimaya Co. Ltd.		1,217,000		10,172,659
Takeda Pharmaceutical Co. Ltd.		259,800		11,844,429
TDK Corp.		1,000		55,486
Teijin Ltd.		7,000		24,376
Terumo Corp.		2,700		96,625
THK Co. Ltd.		349,500		6,433,706
Tobu Railway Co. Ltd.		8,000		39,882
Toho Co. Ltd.		1,000		26,286
Toho Gas Co. Ltd.		4,000		28,392
Tohoku Electric Power Co., Inc.		3,300		42,529
Tokio Marine Holdings, Inc.		267,200		9,028,136
Tokyo Electric Power Co., Inc.		13,000		71,417
Tokyo Electron Ltd.		1,500		97,694
Tokyo Gas Co. Ltd.		19,000		88,567
Tokyo Tatemono Co. Ltd.		1,300		16,170
Tokyu Corp.		9,000		75,379
Tokyu Fudosan Holdings Corp.		3,100		21,041
TonenGeneral Sekiyu KK		3,000		27,135
Toppan Printing Co. Ltd.		4,000		33,537
Toray Industries, Inc.		12,000		102,410
Toshiba Corp.		33,000		64,165
Tosoh Corp.		3,000		12,599
TOTO Ltd.		1,000		31,127
Toyo Seikan Group Holdings Ltd.		1,300		24,326
Toyo Suisan Kaisha Ltd.		800		28,717
Toyoda Gosei Co Ltd.		600		11,571
Toyota Boshoku Corp.		800		13,035
Toyota Industries Corp.		1,500		67,365
Toyota Motor Corp.		276,200		14,648,379
Toyota Tsusho Corp.		1,700		38,379
Trend Micro, Inc.		800		29,280
Tsuruha Holdings, Inc.		300		29,506
Unicharm Corp.		306,500		6,671,073
United Urban Investment Corp.		33		53,305
USS Co. Ltd.		2,500		39,893
West Japan Railway Co.		1,300		80,271
Yahoo Japan Corp.		11,000		46,819
Yakult Honsha Co. Ltd.		800		35,394
Yamada Denki Co. Ltd.		6,100		28,835
Yamaguchi Financial Group, Inc.		3,000		27,237
Yamaha Corp.		1,000		30,082
Yamaha Motor Co. Ltd.		682,000		11,335,321
Yamato Holdings Co. Ltd.		3,100		61,805
Yamazaki Baking Co. Ltd.		1,000		21,048
Yaskawa Electric Corp.		1,900		21,912
Yokogawa Electric Corp.		2,000		20,658
Yokohama Rubber Co. Ltd.		700		11,507
				429,785,796
Jersey - 0.00% (3)
Randgold Resources Ltd.		817		74,333
Luxembourg - 0.01%
APERSAM SA		338		12,878
ArcelorMittal		9,300		41,956
B&M European Value Retail SA		4,299		16,377
Eurofins Scientific SE		57		20,869
L'Occitane International SA		4,000		7,162
Millicom International Cellular SA		592		32,293
Regus Plc		5,586		25,354
RTL Group SA		266		22,506
SES SA		2,931		85,746
Tenaris SA		3,654		45,338
Ternium SA - ADR		598		10,752
				321,231
Macau - 0.01%
MGM China Holdings Ltd.		8,000		12,253
Sands China Ltd.		21,600		88,180
Wynn Macau Ltd.		11,200		17,320
				117,753
Mexico - 0.88%
America Movil SAB de CV - ADR		633,090		9,831,888
Wal-Mart de Mexico SAB de CV		4,119,818		9,752,798
				19,584,686
Netherlands - 3.31%
Aalberts Industries NV		902		31,236
Aegon NV		11,728		64,455
Akzo Nobel NV		2,167		147,718
Altice NV - Class A  (1)		2,273		40,376
Altice NV - Class B  (1)		1,306		23,462
ASM International NV		359		16,054
ASML Holding NV		2,989		300,797
Boskalis Westminster		565		22,144
Core Laboratories NV		98,137		11,031,580
Delta Lloyd NV		1,586		7,352
Euronext NV (Acquired 07/21/2015 through 12/04/2015, Cost $22,978) (2)		496		20,572
Fugro NV  (1)		379		7,278
Gemalto NV		657		48,495
GrandVision NV (Acquired 03/29/2016, Cost $12,220) (2)		443		12,616
Heineken Holding NV		894		69,601
Heineken NV		1,766		159,784
ING Groep NV		33,567		401,691
Koninklijke Ahold NV		475,609		10,682,825
Koninklijke DSM NV		1,546		85,001
Koninklijke KPN NV		29,932		125,342
Koninklijke Philips NV		7,937		226,073
Koninklijke Vopak NV		456		22,679
NN Group NV		1,281		41,818
NXP Semiconductors NV  (1)		2,525		204,702
OCI NV  (1)		590		11,528
PostNL NV  (1)		3,190,347		12,976,251
QIAGEN  (1)		121,569		2,715,851
QIAGEN NV  (1)		133,190		2,961,675
Randstad Holding NV		1,162		64,272
Royal Dutch Shell PLC		364,730		8,806,734
Royal Dutch Shell Plc - Class A		421,377		10,211,529
Royal Dutch Shell Plc - Class B		485,526		11,815,128
SBM Offshore NV  (1)		1,161		14,747
TNT Express NV		3,804		34,127
VimpelCom Ltd. - ADR		301		1,282
Wolters Kluwer NV		2,970		118,377
				73,525,152
New Zealand - 0.01%
Auckland International Airport Ltd.		4,338		19,275
Contact Energy Ltd.		3,673		12,693
Fletcher Building Ltd.		5,797		31,600
Fonterra Co-operative Group Ltd.		3,246		13,302
Meridian Energy Ltd.		9,364		16,939
Mighty River Power Ltd.		8,829		17,835
Ryman Healthcare Ltd.		2,638		15,222
Spark New Zealand Ltd.		16,527		41,664
Xero Ltd.  (1)		136		1,449
				169,979
Norway - 0.21%
DNB ASA		9,263		109,380
Gjensidige Forsikring ASA		1,495		25,468
Kongsberg Gruppen ASA		1,646		27,014
Marine Harvest ASA		2,175		33,486
Norsk Hydro ASA		984,898		4,046,473
Orkla ASA		8,216		74,312
Schibsted ASA - Class A		652		19,022
Schibsted ASA - Class B		737		20,398
Statoil ASA		9,741		152,138
Telenor ASA		5,057		81,767
TGS Nopec Geophysical Co. ASA		859		13,095
Yara International ASA		1,641		61,603
				4,664,156
Philippines - 0.11%
Puregold Price Club, Inc.		3,216,500		2,542,743
Portugal - 0.31%
Banco BPI SA  (1)		10,428		14,864
Banco Comercial Portugues SA  (1)		378,074		15,336
EDP - Energias de Portugal SA		20,645		73,299
Galp Energia SGPS SA		2,181		27,387
Jeronimo Martins SGPS SA		403,549		6,596,817
NOS SGPS SA		2,990		19,914
Portucel SA		6,254		22,735
Sonae SGPS SA		6,523		7,851
				6,778,203
Russia - 0.26%
Evraz Plc  (1)		20,000		25,789
X5 Retail Group NV - GDR (1)		619		13,098
Yandex NV  (1)		375,809		5,757,394
				5,796,281
Singapore - 1.17%
Ascendas Real Estate Investment Trust		13,280		23,553
CapitaLand Commercial Trust Ltd.		24,100		26,304
CapitaLand Ltd.		17,700		40,255
CapitaLand Mall Trust		18,100		28,050
City Developments Ltd.		3,600		21,797
ComfortDelGro Corp. Ltd.		18,600		40,313
DBS Group Holdings Ltd.		15,200		173,158
Frasers Centrepoint Ltd.		9,500		11,479
Genting Singapore Plc		46,800		28,974
Global Logistic Properties Ltd.		35,100		50,062
Golden Agri-Resources Ltd.		90,200		27,441
Great Eastern Holdings Ltd		700		11,680
Hutchison Port Holdings Trust		38,800		19,414
InterOil Corp.  (1)		138		4,393
Jardine Cycle & Carriage Ltd.		800		23,755
Keppel Corp. Ltd.		16,100		69,609
Neptune Orient Lines Ltd.  (1)		22,500		21,198
Olam International Ltd.		5,500		7,021
Oversea-Chinese Banking Corp. Ltd.		27,300		178,916
SATS Ltd.		4,700		13,769
Sembcorp Industries Ltd.		4,800		10,743
Sembcorp Marine Ltd.		6,600		8,067
SIA Engineering Co. Ltd.		10,200		27,253
Singapore Airlines Ltd.		2,500		21,183
Singapore Exchange Ltd.		4,900		28,874
Singapore Post Ltd.		27,200		32,982
Singapore Press Holdings Ltd.		4,600		13,644
Singapore Technologies Engineering Ltd.		12,100		28,976
Singapore Telecommunications Ltd.		2,730,200		7,728,252
StarHub Ltd.		4,500		11,189
Suntec Real Estate Investment Trust		21,800		27,091
United Industrial Corp. Ltd.		13,000		28,356
United Overseas Bank Ltd.		1,225,500		17,142,291
UOL Group Ltd.		4,000		17,815
Wilmar International Ltd.		10,900		27,181
				25,975,038
South Africa - 0.97%
Clicks Group Ltd.		713,930		4,699,329
Investec Plc		6,362		46,668
Mondi Plc		3,190		61,003
Naspers Ltd.		88,488		12,335,205
Shoprite Holdings Ltd.		366,435		4,301,195
				21,443,400
South Korea - 1.26%
Samsung Electronic Co. Ltd.		8,278		9,499,891
Samsung Fire & Marine Insurance Co. Ltd.		38,061		9,829,883
SK Hynix, Inc.		349,308		8,599,147
				27,928,921
Spain - 2.06%
Abengoa SA		2,005		595
Abertis Infraestructuras SA		5,534		90,865
Acciona SA		202		15,610
Acerinox SA		1,520		17,560
ACS Actividades Co.		2,081		61,890
Aena SA  (Acquired 07/14/2015 through 09/04/2015, Cost $70,417) (1)(2)		640		82,521
Almirall SA		377		6,324
Amadeus IT Holding SA		3,766		161,049
Atresmedia Corp.		940		10,278
Banco Bilbao Vizcaya Argentaria SA		55,322		365,307
Banco de Sabadell SA		46,846		84,129
Banco Popular Espanol SA		15,934		41,354
Banco Santander		935,228		4,107,420
Bankia SA		49,191		46,308
Bankinter SA		5,518		38,879
CaixaBank SA		22,643		66,742
Cellnex Telecom SAU (Acquired 07/21/2015 through 12/04/2015, Cost $26,067) (2)		1,495		23,835
Corp. Financiera Alba SA		217		8,378
Distribuidora Internacional de Alimentacion SA		1,145,771		5,936,863
Ebro Foods SA		735		16,019
EDP Renovaveis SA		5,423		41,338
Endesa SA		3,060		58,640
Ferrovial SA		4,101		88,012
Gamesa Corp Tecnologica SA		2,079		40,913
Gas Natural SDG SA		2,573		51,946
Grifols SA		2,636		58,565
Grupo Catalana Occidente SA		486		13,776
Iberdrola SA		1,540,851		10,257,403
Industria de Diseno Textil SA		423,148		14,183,787
Mapfre SA		8,564		18,431
Mediaset Espana Comunicacion SA		1,906		21,877
Obrascon Huarte Lain SA		1,743		11,099
Prosegur Cia de Seguridad SA		2,360		13,275
Repsol SA		8,970		100,858
Sacyr SA		5,158		9,910
Tecnicas Reunidas SA		507		14,222
Telefonica SA		846,614		9,462,303
Zardoya Otis SA		1,705		19,790
				45,648,071
Sweden - 2.68%
Alfa Laval AB		2,526		41,257
Assa Abloy AB		9,158		180,298
Atlas Copco AB - Class A		374,657		9,402,898
Atlas Copco AB - Class B		3,345		78,719
Autoliv, Inc.		774		91,704
BillerudKorsnas AB		1,090		17,794
Boliden AB		2,740		43,708
Electrolux AB		2,511		65,938
Elekta AB		2,002		14,943
Fastighets AB Balder  (1)		776		19,652
Getinge AB		1,784		41,040
Hennes & Mauritz AB		7,985		265,774
Hexagon AB		2,086		81,073
Hexpol AB		1,535		17,031
Holmen AB		417		13,640
Hufvudstaden AB		1,824		28,849
Husqvarna AB - Class A		2,876		21,104
Husqvarna AB - Class B		3,316		24,215
ICA Gruppen AB		372		12,295
Investment AB Kinnevik		449,158		12,722,926
Investment AB Latour		646		26,736
Investor AB		187,390		6,624,085
L E Lundbergforetagen AB		300		16,390
Lundin Petroleum AB  (1)		1,514		25,592
Meda AB		2,517		46,778
Modern Times Group MTG AB		104,364		3,122,628
NCC AB - Class A		63		2,304
NCC AB - Class B		605		22,020
Nibe Industrier AB		613		21,008
Nordea Bank AB		27,684		265,542
Ratos AB		235		1,505
Saab AB		600		20,558
Sandvik AB		8,564		88,449
Securitas AB		2,835		46,881
Skandinaviska Enskilda Banken AB		11,186		106,672
Skanska AB		3,144		71,718
SKF AB		3,617		65,202
SSAB AB - Class A  (1)		2,792		10,040
SSAB AB - Class B  (1)		361		1,082
Svenska Cellulosa AB SCA		5,133		160,102
Svenska Handelsbanken AB		870,131		11,038,586
Swedbank AB		9,589		205,938
Swedish Match AB		124,931		4,234,922
Swedish Orphan Biovitrum AB  (1)		477		6,678
Tele2 AB		3,709		34,329
Telefonaktiebolaget LM Ericsson - Class A		1,255		12,250
Telefonaktiebolaget LM Ericsson - Class B		24,353		243,839
TeliaSonera AB		1,839,562		9,531,835
Trelleborg AB		2,758		54,460
Volvo AB - Class A		1,664		18,290
Volvo AB - Class B		13,954		152,834
				59,464,111
Switzerland - 9.01%
ABB Ltd.		1,174,806		22,886,764
Actelion Ltd.		926		138,196
Adecco SA		1,028		66,873
Allreal Holding AG		105		15,200
Alpiq Holding AG		338		23,036
Aryzta AG		608		25,126
Baloise Holding AG		426		54,073
Banque Catonale Vaudoise		15		10,452
Barry Callebaut AG		9		9,758
Basellandschaftliche Kantonalbank		2		1,903
Berner Ktbk		44		8,832
Bucher Industries AG		53		12,868
Chocoladefabriken Lindt & Spruengli AG - PC		7		43,372
Chocoladefabriken Lindt & Spruengli AG - REG		1		74,800
Chubb Ltd		122,125		14,551,194
Cie Financiere Richemont SA		77,467		5,116,732
Clariant AG		2,076		37,553
Coca-Cola HBC AG		1,638		34,736
Credit Suisse Group AG		16,990		239,932
DKSH Holding AG		352		24,076
Dufry AG  (1)		284		34,879
EMS-Chemie Holding AG		86		44,533
Flughafen Zuerich AG		36		32,206
Galenica AG		35		52,524
GAM Holding AG		1,529		22,093
Geberit AG		356		133,017
Georg Fischer AG		29		23,419
Givaudan SA		82		160,704
Glencore Plc		97,051		218,215
Graubuendner Kantonalbank		9		16,698
Helvetia Holding AG		48		27,428
Julius Baer Group Ltd.		1,894		81,171
Kuehne & Nagel International AG		484		68,784
LafargeHolcim Ltd.		3,357		157,644
Lonza Group AG		424		71,674
Luzerner Kantonalbank AG		16		6,593
Nestle SA		600,138		44,782,759
Novartis AG		333,318		24,116,202
Novartis AG - Sponsored ADR		112,880		8,177,027
OC Oerlikon Corp. AG		1,593		16,429
Panalpina Welttransport Holding AG		109		12,174
Partners Group Holding AG		129		51,826
PSP Swiss Property AG		262		25,193
Roche Holding AG - BR		217		54,464
Roche Holding AG- Genusschein		93,336		22,917,747
Schindler Holding AG		38,312		7,058,146
Schindler Holding AG		61		11,170
SFS Group AG		473		35,172
SGS SA		4,787		10,108,108
Sika AG		18		71,255
Sonova Holding AG		519		66,237
St Galler Kantonalbank AG		13		5,520
STMicroelectronics NV		5,598		31,118
Straumann Holding AG		39		13,424
Sulzer AG		44,186		4,381,584
Sunrise Communications Group AG (Acquired 07/21/2015 through 03/29/2016), Cost $23,717) (2)		319		21,897
Swatch Group AG - Bearer		27,748		9,573,303
Swatch Group AG - Registered		492		33,106
Swiss Life Holding AG		309		81,999
Swiss Prime Site		550		48,458
Swiss Re AG		2,971		274,341
Swisscom AG		220		119,407
Syngenta AG		30,944		12,832,378
TE Connectivity Ltd		3,248		201,116
Transocean Ltd.		2,224		19,776
UBS Group AG		31,723		510,297
Wolseley Plc		2,259		127,518
Zurich Insurance Group AG		41,878		9,711,986
				200,018,195
Taiwan - 2.26%
Delta Electronics, Inc. - GDR		114,583		2,523,298
Hon Hai Precision Industry Co. Ltd. - GDR		1,315,448		7,030,254
Taiwan Semiconductor Manufacturing Co. Ltd. - ADR		1,551,641		40,652,994
				50,206,546
Thailand - 0.79%
Bangkok Bank Plc		2,705,400		13,829,877
Thai Beverage Plc		6,968,800		3,694,506
				17,524,383
United Kingdom - 15.35%
3I Group Plc		9,339		61,065
AA Plc		4,082		15,493
Aberdeen Asset Management Plc		6,997		27,775
Admiral Group Plc		1,799		51,111
Aggreko Plc		2,078		32,090
Amec Foster Wheeler Plc		3,886		25,074
Anglo American Plc		12,370		97,528
ARM Holdings Plc - ADR		223,340		9,757,725
ARM Holdings Plc		768,093		11,184,394
Ashmore Group Plc		3,529		14,544
Ashtead Group Plc		4,652		57,605
ASOS Plc  (1)		217,074		10,117,694
Associated British Foods Plc		3,156		151,417
AstraZeneca Plc		216,153		12,068,178
Auto Trader Group (Acquired 07/14/2015 through 02/24/2016, Cost $6,923,574) (2)		1,353,612		7,573,534
Aviva Plc		35,115		229,281
Babcock International Group Plc		4,323		58,868
BAE Systems Plc		27,637		201,591
Balfour Beatty Plc  (1)		3,548		12,980
Barclays Plc		145,355		312,018
Barratt Developments Plc		8,611		69,129
Bellway Plc		999		37,578
Berkeley Group Holdings Plc		1,205		55,561
Booker Group Plc		13,269		32,798
BP Plc		4,098,034		20,503,890
British American Tobacco Plc		16,180		946,138
British Land Co. Plc		8,154		81,849
Britvic Plc		1,504		15,328
BT Group Plc		72,635		458,627
BTG Plc  (1)		3,730		33,247
Bunzl Plc		2,728		79,130
Burberry Group Plc		297,197		5,810,138
Capita Plc		445,363		6,649,070
Capital & Counties Properties Plc		4,904		23,200
Centrica Plc		43,856		143,271
Close Brothers Group Plc		1,342		24,275
CNH Industrial NV		8,751		59,412
Cobham Plc		9,427		29,356
Compass Group Plc		592,220		10,439,850
Croda International Plc		1,043		45,415
CYBG PLC  (1)		8,829		26,440
Daily Mail & General Trust Plc		1,888		18,837
Derwent London Plc		1,193		53,911
Diageo Plc		390,026		10,516,650
Dialog Semiconductor Plc  (1)		811		32,009
Direct Line Insurance Group Plc		12,519		66,403
Dixons Carphone Plc		8,125		49,655
Drax Group Plc		3,946		15,401
DS Smith Plc		6,986		40,870
Dunelm Group PLC		820		10,758
easyJet Plc		2,297		49,994
Essentra Plc		1,631		19,364
Fiat Chrysler Automobiles NV		6,514		52,567
G4S Plc		10,126		27,631
Genel Energy Plc  (1)		221		276
GKN Plc		13,428		55,596
GlaxoSmithKline Plc		631,196		12,777,422
Great Portland Estates Plc		2,142		22,362
Greene King Plc		2,752		34,402
Halma Plc		3,284		42,925
Hammerson Plc		6,597		54,727
Hargreaves Lansdown Plc		632,451		12,179,809
Hays Plc		8,970		15,571
Henderson Group Plc		13,034		48,214
Howden Joinery Group Plc		4,858		33,344
HSBC Holdings Plc		170,230		1,058,651
ICAP Plc		3,300		22,445
IG Group Holdings Plc		3,234		37,096
Imagination Technologies Group Plc  (1)		1,005,105		2,726,631
IMI Plc		2,474		33,792
Imperial Tobacco Group Plc		8,308		459,990
Inchcape Plc		3,607		37,411
Indivior Plc		3,271		7,650
Informa Plc		7,042		70,079
Inmarsat Plc		3,858		54,421
InterContinental Hotels Group Plc		2,050		84,350
Intermediate Capital Group Plc		3,941		34,978
International Consolidated Airlines Group SA		7,532		59,728
Intertek Group Plc		136,412		6,193,733
Intu Properties Plc		8,266		37,064
ITV Plc		2,803,861		9,688,772
J Sainsbury Plc		10,481		41,533
Jardine Lloyd Thompson Group Plc		959		11,605
John Wood Group Plc		440,280		3,877,193
Johnson Matthey PLC		226,922		8,920,385
Jupiter Fund Management Plc		818,397		4,800,752
Just Eat Plc  (1)		5,220		28,260
Kingfisher Plc		1,206,729		6,508,584
Land Securities Group Plc		6,862		108,197
Legal & General Group Plc		51,579		173,793
Liberty Global Plc  (1)		250		9,470
Liberty Global Plc - Class A  (1)		283,749		10,924,337
Liberty Global Plc - Series C  (1)		5,046		189,528
Liberty Global Plc LiLAC - Class A  (1)		186		6,521
Lloyds Banking Group Plc		10,120,795		9,857,607
London Stock Exchange Group Plc		2,320		93,717
Man Group Plc		12,011		26,252
Manchester United Plc		847		12,231
Markit Ltd.  (1)		934		33,017
Marks & Spencer Group Plc		14,326		83,482
Meggitt Plc		7,821		45,593
Melrose Industries PLC		889		4,545
Merlin Entertainments Plc (Acquired 07/20/2015 through 03/29/2016, Cost $39,997) (2)		5,987		39,804
Micro Focus International Plc		1,770		39,853
Millennium & Copthorne Hotels Plc		3,693		22,086
National Grid Plc		723,134		10,231,852
Next Plc		1,327		102,765
Ocado Group Plc  (1)		5,217		21,701
Old Mutual Plc		42,106		116,302
Pearson Plc		7,252		90,886
Pennon Group Plc		3,349		38,948
Persimmon Plc		2,661		79,514
Petrofac Ltd.		2,276		30,037
Provident Financial Plc		1,276		54,231
Prudential Plc		22,315		415,247
Reckitt Benckiser Group Plc		149,764		14,445,687
RELX NV		8,090		141,046
RELX Plc		9,813		182,041
Rentokil Initial Plc		15,166		38,459
Rexam Plc		6,254		56,849
Rightmove Plc		168,816		10,194,182
Rio Tinto Ltd.		3,456		112,532
Rio Tinto Plc		10,607		297,320
Rolls-Royce Holdings Plc  (1)		16,066		157,018
Rotork Plc		5,760		15,101
Royal Bank of Scotland Group Plc  (1)		3,193,998		10,184,691
Royal Mail Plc		5,427		37,422
RSA Insurance Group Plc		8,331		56,775
SABMiller Plc		105,025		6,414,681
Saga Plc		3,919		11,156
Sage Group Plc		10,012		90,272
Schroders Plc		1,046		40,213
Schroders Plc - Non Voting		667		19,321
Segro Plc		7,305		42,969
Serco Group Plc  (1)		7,265		10,689
Severn Trent Plc		2,439		75,977
Shaftesbury Plc		2,548		33,240
Sky Plc		8,820		129,606
Smith & Nephew Plc		7,597		124,991
Smiths Group Plc		3,710		57,209
Spectris Plc		789		20,825
Spirax-Sarco Engineering Plc		505		26,364
Sports Direct International Plc  (1)		2,036		11,044
SSE Plc		8,314		177,921
St James's Place Plc		4,895		64,361
Stagecoach Group Plc		3,449		12,463
Standard Chartered Plc		23,400		158,254
Standard Life Plc		17,034		86,863
Subsea 7 SA  (1)		2,000		15,087
TalkTalk Telecom Group Plc		2,981		10,157
Tate & Lyle Plc		3,007		24,922
Taylor Wimpey Plc		28,222		76,915
Tesco Plc  (1)		10,303,825		28,299,217
Thomas Cook Group Plc  (1)		9,717		12,940
Travis Perkins Plc		2,212		57,945
Tullow Oil Plc  (1)		6,706		18,861
UBM Plc		3,071		26,460
Unilever NV		13,655		613,913
Unilever Plc		527,036		23,765,425
Unilever Plc - Sponsored ADR		294,350		13,298,733
United Utilities Group Plc		6,572		86,994
Vodafone Group Plc		4,112,017		13,066,541
Weir Group Plc		349,625		5,555,173
Whitbread Plc		1,605		91,109
William Hill Plc		8,868		41,490
Willis Towers Watson PLC		1,146		135,984
WM Morrison Supermarkets Plc		20,319		57,866
Worldpay Group Plc  (Acquired 12/18/2015, Cost $39,349) (1)(2)		8,804		34,686
WPP Plc		11,309		263,222
				340,560,166
United States - 2.47%
Amdocs Ltd.		199,677		12,064,484
Cable & Wireless Communications Plc		25,148		27,742
Carnival Plc		262,455		14,097,424
Flextronics International Ltd.  (1)		5,863		70,708
Horizon Pharma Plc  (1)		1,398		23,165
Mettler-Toledo International, Inc. (1)		25,074		8,644,512
Samsonite International SA		12,000		40,195
Schlumberger Ltd.		146,910		10,834,612
Seagate Technology Plc		2,250		77,513
Sensata Technologies Holding NV  (1)		229,976		8,932,268
				54,812,623
Total Common Stocks (Cost $2,276,385,369)			$	2,124,333,797
PREFERRED STOCKS - 0.01%
Germany - 0.01%
Volkswagen AG		1,529	$	194,072
Japan - 0.00% (3)
Shinkin Central Bank		4		7,935
Spain - 0.00% (3)
Grifols SA		2,470		38,248
Total Preferred Stocks (Cost $341,544)			$	240,255
RIGHTS - 0.00% (3)
Luxembourg- 0.00% (3)
ArcelorMittal, 2.20%		9,300	$	13,149
Netherlands - 0.00% (3)
Delta Lloyd NV, 2.85%		1,586		2,203
Total Rights (Cost $23,072)			$	15,352
SHORT-TERM INVESTMENTS - 3.87%
Money Market Funds - 3.87%
Goldman Sachs Financial Square Government Fund - Class I, 0.25%		42,961,519	$	42,961,519
JPMorgan U.S. Government Money Market Fund - Class I, 0.23%		42,961,520		42,961,520
Total Short-Term Investments (Cost $85,923,039)			$	85,923,039
TOTAL INVESTMENTS IN SECURITIES - 99.62%
(Cost $2,362,673,024)			$	2,210,512,443
OTHER ASSETS IN EXCESS OF LIABILITIES - 0.38%				8,394,456
TOTAL NET ASSETS - 100.00%			$	2,218,906,899

Percentages are stated as a percent of net assets.
ADR	American Depository Receipt
GDR	Global Depository Receipt
(1)	Non-income producing security.
(2)	Includes restricted securities as defined in rule 144A under the Securities Act of 1933.  The value of these securities totals $13,578,105 which represents 0.61% of total net assets.
(3)	Amount calculated is less than 0.005%.
(4)	The price for this security was derived from an estimate of fair market value using methods approved by the Fund's Board of Trustees.  This security represents $50,824 or 0.00% of the Fund's net assets and is classified as a Level 3 security.

COMMON STOCKS
Consumer Discretionary	15.98	%
Consumer Staples	15.44	%
Energy	4.94	%
Financials	14.28	%
Healthcare	11.60	%
Industrials	10.87	%
Information Technology	13.02	%
Materials	3.22	%
Telecommunication Services	4.57	%
Utilities	1.82	%
Total Common Stocks	95.74	%
PREFERRED STOCKS
Consumer Discretionary	0.01	%
Total Preferred Stocks	0.01	%
SHORT-TERM INVESTMENTS	3.87	%
TOTAL INVESTMENTS	99.62	%
Other Assets in Excess of Liabilities	0.38	%
TOTAL NET ASSETS	100.00	%

The sector classifications listed above are in accordance with Global Industry Classification Standards (GICS^®), which was

developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor Financial Services LLC ("S&P").

The accompanying notes are an integral part of these Schedule of Investments.

 

Bridge Builder Mutual Funds

Notes to Schedule of Investments

March 31, 2016 (Unaudited)

1. ORGANIZATION

The Bridge Builder Trust (the “Trust”) is a Delaware statutory trust organized under the laws of the State of Delaware on December 19, 2012, and is registered with the Securities and Exchange Commission (the “SEC”) as an open-end management investment company under the Investment Company Act of 1940, as amended (the “1940 Act”). As of March 31, 2016, the Trust consists of nine series, of which the following eight active series are presented in this filing (each a “Fund,” and collectively, the “Funds”). The one remaining series is inactive and currently not available for purchase.

Olive Street Investment Advisers, LLC (the “Adviser”) acts as investment adviser to the Funds.

Fund	Investment Objective
Bridge Builder Core Bond Fund	To provide total return (capital appreciation plus income)
(“Core Bond Fund”)
Bridge Builder Core Plus Bond Fund                                                                                       ("Core Plus Bond Fund”)	To provide total return (capital appreciation plus income)
Bridge Builder Municipal Bond Fund                                                                                                       (“Muni Bond Fund”)	To provide current income exempt from Federal tax, with a secondary goal of preservation of investment principal.
Bridge Builder Large Cap Growth Fund                                                                         (“Large Cap Growth Fund”)	To provide capital appreciation
Bridge Builder Large Cap Value Fund                                                                                                                  ("Large Cap Value Fund”)	To provide capital appreciation
Bridge Builder Small/Mid Cap Growth Fund                                                                                                                    (“Small/Mid Cap Growth Fund”)	To provide capital appreciation
Bridge Builder Small/Mid Cap Value Fund                                                                                                                          (“Small/Mid Cap Value Fund”)	To provide capital appreciation
Bridge Builder International Equity Fund                                                                                                                     (“International Equity Fund”)	To provide capital appreciation

The Funds are diversified and each currently offers a single class of shares. The Funds are available for investment exclusively through Edward Jones Advisory Solutions®.

2. SIGNIFICANT ACCOUNTING POLICIES

The following is a summary of significant accounting policies consistently followed by the Trust in the preparation of its financial statements. These policies are in conformity with generally accepted accounting principles (“GAAP”) in the United States of America.

a) Use of estimates –The presentation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from those estimates and assumptions.

b) Investment Valuation –All securities and other investments are recorded at their estimated fair value, as described in Note 4.

3. SECURITIES AND OTHER INVESTMENTS

a) Delayed Delivery Securities – Certain Funds may enter into contracts to purchase mortgage securities for a fixed price at a future date beyond customary settlement time if the Fund sets aside on its books liquid assets in an amount sufficient to meet the purchase price, or if the Fund enters into offsetting contracts for the forward sale of other securities it owns. In the case of delayed delivery mortgage purchase commitments, the unit price and the estimated principal amount are established when the Fund enters into a contract, with the actual principal amount being within a specified range of the estimate. For these obligations, the Fund will earmark liquid assets in an amount sufficient to cover its obligations. Forward commitments may be considered securities in themselves, and involve a risk of loss if the value of the security to be purchased declines prior to the settlement date, this risk is in addition to the risk of decline in the value of the Fund’s other assets. Where such purchases are made through dealers, the Fund relies on the dealer to consummate the sale. The dealer’s failure to do so may result in a loss to the Fund of an advantageous yield or price. Although the Fund will generally enter into forward commitments with the intention of acquiring securities for its portfolio, the Fund may dispose of a commitment prior to settlement if it deems it appropriate to do so.

A Fund may enter into delayed delivery sale commitments to hedge its portfolio positions or to sell securities it owns under delayed delivery arrangements. Proceeds of the sale commitments are not received until the contractual settlement date. Unsettled sale commitments are valued at current market value of the underlying securities. If the sale commitment is closed through the acquisition of an offsetting purchase commitment, the Fund realizes a gain or loss on the commitment without regard to any unrealized gain or loss on the underlying security. If the Fund delivers securities under the commitment, the Fund realizes a gain or loss from the sale of the securities based upon the unit price established at the date the commitment was entered into.

b) Derivatives – The Funds invest in derivatives as permitted by their investment objectives and policies. Derivatives are financial instruments whose value is based on the value of another underlying asset, interest rate, index or financial instrument.

Futures Contracts – Certain Funds may enter into futures contracts, which are agreements between two parties to buy or sell a specified underlying instrument for a fixed price on a specified future date. The Funds buy and sell futures contracts to gain or hedge exposure to certain risk factors. Upon entering into a futures contract, the Funds are required to deposit with the broker, cash or securities, which are referred to as initial margin. Securities deposited as initial margin are designated on the Schedule of Investments. Exchange traded futures are marked to market daily based on the price movement of the contract, this change in value creates either a payable or receivable for the Fund as either more or less margin is required by the clearing agent. This change in value, known as variation margin is moved daily between the Fund and its counterparty. A change in the market value of an open futures contracts is recorded as unrealized gain or loss until the contract is closed. When a contract is closed, the Fund will record a realized gain or loss equal to the difference between the proceeds of the closing transaction and the Fund’s basis in the contracts. Futures contracts outstanding at period end, if any, are listed within each Fund’s Schedule of Investments.

Forward Foreign Currency Exchange Contracts – Certain Funds buy and sell forward foreign currency exchange contracts, which are agreements between two parties to buy and sell currencies at a set price on a future date. These contracts are used to protect against a decline in value relative to the U.S. dollar of the currencies in which portfolio securities are denominated or quoted (or an increase in the value of a currency in which securities that a Fund intends to buy are denominated, when a Fund holds cash reserves and short term investments), or for other investment purposes. The market value of the contract will fluctuate with changes in currency exchange rates. The contract is marked to market daily and the change in market value is recorded as an unrealized gain or loss. When the contract is closed, the Funds record a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed. The Funds could be exposed to risk if the value of the currency changes unfavorably, if the counterparties to the contracts are unable to meet the terms of their contracts or if the Funds are unable to enter into a closing position. Non-deliverable forward foreign currency exchange contracts are settled with the counterparty in U.S. dollars without the delivery of foreign currency. Forward foreign currency exchange contracts outstanding at period end, if any, are listed within each Fund’s Schedule of Investments.

Credit Default Swap Contracts – Certain Funds enter into credit default swap contracts to provide a measure of protection against risk of loss following a default, or other credit event in respect of issuers within an underlying index or a single issuer, or to gain credit exposure to an underlying index or issuer. In a credit default contract, the protection buyer typically makes an up-front payment and a periodic stream of payments to the counterparty, the protection seller, in exchange for the right to receive a contingent payment upon the occurrence of a credit event on the reference obligation or all other equally ranked obligations of the reference entity. Credit events are contract specific but may include bankruptcy, failure to pay, restructuring and obligation acceleration.

Implied credit spreads are used to determine the value of credit default swap contracts and reflect the cost of buying/selling protection, which may include up-front payments made to enter into the contract. Therefore, higher spreads indicate a greater likelihood that a seller will be obligated to perform (i.e. make payment) under the swap contract. Implied credit spreads for credit default swaps on credit indexes are linked to the weighted average spread across the underlying reference obligations included in a particular index.

The credit default contracts are marked to market daily and the change, if any, is recorded as an unrealized gain or loss. Such variation margin is accounted for as unrealized appreciation or depreciation until the contract is closed, at which time the gains or losses are realized. Upon the occurrence of a credit event, the difference between the par value and market value of the reference obligation, net of any proportional amount of the up-front payment, is recorded as a realized gain or loss.

Risks of loss may exceed amounts recognized on the Schedule of Investments. A Fund’s maximum risk of loss from counterparty risk, either as the protection seller or as the protection buyer, is the fair value of the contract. This risk may be mitigated by having a master netting arrangement between the specific Fund and the counterparty. Where a Fund is a seller of protection, the maximum potential amount of future payments the Fund may be required to make is equal to the notional amount of the relevant credit default contract. The Fund’s risk of loss associated with these instruments may exceed their value, as recorded in the Schedule of Investments. In certain circumstances, a Fund may enter into offsetting credit default contracts which would mitigate its risk of loss. Credit default contracts outstanding, including their respective notional amounts at period end, if any, are listed within each Fund’s Schedule of Investments.

c) Loan Participation, Assignments, and Unfunded Commitments – Certain Funds invest in loan participations and assignments. When one of the Funds purchases a loan participation, the Fund typically enters into a contractual relationship with the lender or a third party selling such participations (“Selling Participant”), but not the borrower. In this case, the Fund assumes the credit risk of the borrower and the Selling Participant and any other persons inter- positioned between the Fund and the borrower (“Intermediate Participants”). In contrast, when one of the Funds purchases an assignment, the contractual relationship is with the borrower and the credit risk assumed by the Fund is only with the borrower. Although certain loan participations or assignments are secured by collateral, the Fund could experience delays or limitations in realizing on such collateral or have its interest subordinated to other indebtedness of the obligor.

The Funds may also enter into unfunded loan commitments, which are contractual obligations for future funding. These unfunded commitments represent a future obligation in full, even though a percentage of the loan may not be utilized by the borrower. These types of investments may include standby financing commitments, such as revolving credit facilities, which obligate the Fund to supply additional cash to the borrower on demand. The value of the unfunded portion of the investment is determined using pro-rata allocation, based on its par value relative to the par value of the entire investment. The unfunded loan commitments are marked daily. When investing in loan participation, the Fund has the right to receive payments of principal, interest and any fees to which it is entitled only from the lender selling the loan agreement and only upon receipt of payments by the lender from the borrower. The Fund may receive a commitment fee based on the undrawn portion of the underlying line of credit portion of the loan. In certain circumstances, the Fund may receive a penalty fee upon the prepayment of a loan by a borrower. In addition, loan participations and assignments are vulnerable to market conditions such that economic conditions or other events may reduce the demand for loan participations and assignments and certain loan participations and assignments which were liquid, when purchased, may become illiquid.

d) Restricted Securities – The Funds may own investment securities that are unregistered and thus restricted as to resale. These securities are valued after giving due consideration to pertinent factors, including recent private sales, market conditions and the issuer’s financial performance. Where future disposition of these securities requires registration under the Securities Act of 1933, a Fund may have the right to include these securities in such registration, generally without cost to the Fund. A Fund generally has no right to require registration of the unregistered securities it holds. All restricted securities held at March 31, 2016 met the definition of Rule 144A of the Securities Act of 1933 and can be traded with an institutional investor without registration. The Core Bond Fund’s sub-advisers have determined $19,820,078 of the Fund’s March 31, 2016 restricted securities to be illiquid and $1,418,006,218 to be liquid pursuant to the Fund’s illiquid and restricted securities guidelines. The Core Plus Bond Fund’s sub-advisers have determined all of the Fund’s March 31, 2016 restricted securities to be liquid pursuant to the Fund’s illiquid and restricted securities guidelines. The Muni Bond Fund’s sub-advisers have determined $951,619 of the Fund’s March 31, 2016 restricted securities to be illiquid and $12,288,970 to be liquid pursuant to the Fund’s illiquid and restricted securities guidelines.

4. INVESTMENT VALUATION AND FAIR VALUE MEASUREMENTS

a) Investment Valuation Policies – The Net Asset Value (“NAV”) of the Funds’ shares are generally valued as of the close of the regular trading on the New York Stock Exchange (“NYSE”), normally 4:00 p.m. Eastern time, on each day the NYSE is open. The NAV per share of each Fund is computed by dividing the total net assets of the Fund by the total number of shares outstanding. For purposes of calculating the NAV, portfolio securities and derivative instruments are valued using valuation methods adopted by the Funds’ Board of Trustees (“Board”).

The Board has delegated responsibility for applying approved valuation policies to the Adviser. The Adviser monitors the continual appropriateness of valuation methods applied and determines if adjustments should be made in light of market factor changes and events affecting issuers. The Adviser performs a series of activities to provide reasonable assurance of the accuracy of the prices utilized including: periodic vendor due diligence meetings and reviewing the results of back testing on a monthly basis. The Adviser provides the Board with reporting on the results of the back testing as well as positions which were fair valued during the period.

The Board has established a Valuation Committee (“VC”) whose function is to monitor the valuation of portfolio securities and derivatives instruments and determine in good faith the fair value of the Funds’ holdings after considering all relevant factors. The VC is generally responsible for overseeing the day-to-day valuation processes and is authorized to make all necessary determinations to fair value the portfolio securities and other assets for which market quotations are not readily available or if it is deemed that the prices obtained from brokers and dealers or independent pricing services are unreliable.

Additionally, the Board has adopted valuation procedures that allow for the use of fair value pricing in appropriate circumstances. For example, such circumstances may arise when trading in a security has been halted or suspended, when a security has been delisted from a national exchange, when a security has not been traded for an extended period of time, or when a significant event with respect to a security occurs after the close of the market or exchange on which the security principally trades and before the time a Fund calculates its own share price. If there is no price, or in the Adviser’s determination the price provided for a security by an independent pricing agent or broker does not represent fair value, then the security will be fair valued. Thinly traded securities and certain foreign securities may be impacted more by the use of fair valuations than other securities. In using fair value pricing, a Fund attempts to establish the price that it might reasonably have expected to receive upon a sale of the security at 4:00 p.m. Eastern time. Valuing securities at fair value involves greater reliance on judgment than valuation of securities based on readily available market quotations. When using fair value to price securities, a Fund may value those securities higher or lower than another fund using market quotations or fair value to price the same securities. Further, there can be no assurance that the Fund could obtain the fair value assigned to a security if it were to sell the security at approximately the same time at which the Fund determines its net asset value.

b) Fair Value Hierarchy – The Funds have performed an analysis of all existing investments to determine the significance and character of all inputs to its fair value determination. Various inputs are used in determining the value of each Fund’s investments. These inputs are summarized in the following three broad categories:

· Level 1 – Fair value measurement within Level 1 should be based on a quoted price in an active market that the Funds have the ability to access for the asset or liability at the measurement date. Because a quoted price alone forms the basis for the measurement, the access requirement within Level 1 limits discretion in pricing the asset or liability, including in situations in which there are multiple markets for the asset or liability with different prices and no single market represents a principal market for the asset or liability. Importantly, the Financial Accounting Standards Board (FASB) has indicated that when a quoted price in an active market for a security is available, that price should be used to measure fair value without regard to an entity’s intent to transact at that price.

· Level 2 – Fair value measurement within Level 2 should be based on all inputs other than quoted prices included within Level 1 that are observable for the asset or liability. Other significant observable market inputs include quoted prices for similar instruments in active markets, quoted adjusted prices in active markets, quoted prices for identical or similar instruments in markets that are not active, and model-derived valuations in which all significant inputs and significant value drivers are observable in active markets.

· Level 3 – Fair value measurement within Level 3 should be based on unobservable inputs in such cases where markets don’t exist or are illiquid. Significant unobservable inputs include model derived valuations in which one or more significant inputs or significant value drivers are unobservable. Unobservable inputs are those inputs that reflect the Trust’s own assumptions that market participants would use to price the asset or liability based on the best available information.

c) Valuation Techniques – Fixed-income securities, including corporate, convertible and municipal bonds and notes, U.S. government agencies, U.S. Treasury obligations, sovereign issues, bank loans, convertible preferred securities and non-U.S. bonds (other than short-term securities) are valued using that day’s bid price provided by an independent pricing service. Fixed-income securities are normally valued on the basis of quotes obtained from independent pricing services in accordance with procedures adopted by the Board. Independent pricing services typically use information provided by market makers or estimates of market values obtained from yields and other relevant data relating to investments or securities with similar characteristics. The independent pricing service’s internal models use inputs that are observable such as, among other things, issuer details, interest rates, yield curves, prepayment speeds, trade information, market color, credit risks/spreads, default rates and quoted prices for similar assets and the securities’ terms and conditions. Securities that use similar valuation techniques and inputs as described above are categorized as Level 2 of the fair value hierarchy.

Mortgage- and asset-backed securities are usually issued as separate tranches, or classes, of securities within each package of underlying securities. These securities are also normally valued by pricing service providers that use broker-dealer quotations or valuation estimates from their internal pricing models. The pricing models for these securities usually consider tranche level attributes, estimated cash flows and market-based yield spreads for each tranche and current market data and packaged collateral performance, as available. Mortgage- and asset-backed securities that use such valuation techniques and inputs are typically categorized as Level 2.

Short-term securities with 60 days or less remaining to maturity when acquired by a Fund are generally valued on an amortized cost basis, which approximates fair value. These securities are typically categorized as Level 2 in the fair value hierarchy.

Equity securities traded on a national securities exchange are valued at the last reported sale price at the close of regular trading on each day the exchange is open for trading. Securities listed on the NASDAQ National Market System for which market quotations are readily available are valued using the NASDAQ Official Closing Price. These valuations are typically categorized as Level 1 in the fair value hierarchy. Securities traded on an exchange for which there have been no sales are valued at the mean between the last bid and ask price on such day. Securities and financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective securities in accordance with procedures adopted by the Board and are classified as Level 2 or Level 3.

Certain vendor-priced securities may also be considered Level 3 if significant unobservable inputs are used by the vendors.

Exchange traded financial derivative instruments, such as futures contracts or options contracts that are traded on a national securities or commodities exchange, are valued at the last reported sales or settlement price. To the extent these securities are actively traded and valuation adjustments are not applied, they are categorized as Level 1 of the fair value hierarchy. If there was no sale activity, the financial derivative is valued at the mean between the highest bid and lowest ask price on the relevant exchange closest to the close of the NYSE and are classified as Level 2.

Foreign securities, currencies and other assets denominated in currencies other than U.S. dollars are translated to dollars using exchange rates obtained from independent pricing services. All assets denominated in foreign currencies will be converted to U.S. dollars using the applicable currency exchange rates as of the close of the NYSE, generally 4:00 p.m. Eastern time.

Valuation adjustments may be applied to certain common and preferred stocks that are solely traded on a foreign exchange to account for the market movement between the close of the foreign market and the close of the NYSE. These securities are generally valued using pricing service providers that consider the correlation of the trading patterns of the foreign securities to the intraday trading in the U.S. markets for investments. Securities using these valuation adjustments are categorized as Level 2 of the fair value hierarchy. As of March 31, 2016, the Large Cap Value Fund and International Equity Fund had securities with market values of $43,563,735 and $1,743,533,686, that represent 1.95% and 78.58% of each Fund’s net assets, respectively, that were fair valued using these valuation adjustments.

Open-ended mutual funds (including money market funds) are valued at the end of the day’s net asset value and are categorized as Level 1 of the fair value hierarchy.

Credit default swaps are marked to market daily based on quotations provided by an independent pricing service.

Core Bond Fund
	Level 1			Level 2		Level 3		Total
Asset-Backed Obligations	$	-		$	827,125,784	$	163,330,141	$	990,455,925
Corporate Bonds
Basic Materials		-			130,441,837		-		130,441,837
Communications		-			265,776,140		-		265,776,140
Consumer Cyclical		-			157,414,303				157,414,303
Consumer Non-cyclical		-			372,696,990		-		372,696,990
Diversified		-			8,454,749		-		8,454,749
Energy		-			345,897,053		-		345,897,053
Financials		-			1,376,227,585		6,385,127		1,382,612,712
Industrials		-			122,957,023		-		122,957,023
Technology		-			113,841,846		-		113,841,846
Utilities		-			211,746,372		-		211,746,372
Government Related		-			2,119,800,095		5,689,945		2,125,490,040
Mortgage-Backed Obligations		-			3,541,627,094		79,729,821		3,621,356,915
Short-Term Investments
Money Market Funds		680,794,010			-		-		680,794,010
U.S. Treasury Bills		-			499,753		-		499,753
Total Investments in Securities	$	680,794,010		$	9,594,506,624	$	255,135,034	$	10,530,435,668
Other Financial Instruments (1)
Futures Contracts	$	1,419,970		$	-	$	-	$	1,419,970
Total Investments in Other Financial Instruments	$	1,419,970		$	-	$	-	$	1,419,970
Core Plus Bond Fund
	Level 1			Level 2		Level 3		Total
Asset-Backed Obligations	$	-		$	161,535,890	$	12,733,366	$	174,269,256
Bank Loans		-			9,908,839		-		9,908,839
Corporate Bonds
Basic Materials		-			21,391,603		-		21,391,603
Communications		-			74,734,460		-		74,734,460
Consumer Cyclical		-			96,230,944		-		96,230,944
Consumer Non-cyclical		-			104,849,391		758,800		105,608,191
Diversified		-			53,000		1,320,387		1,373,387
Energy		-			72,332,215		-		72,332,215
Financials		-			306,978,174		-		306,978,174
Industrials		-			43,509,418		842,231		44,351,649
Technology		-			27,864,977		1,002,094		28,867,071
Utilities		-			32,777,972		-		32,777,972
Government Related		-			500,320,365		-		500,320,365
Mortgage-Backed Obligations		-			653,503,727		31,083,322		684,587,049
Preferred Stocks		4,693,988			2,825,338		-		7,519,326
Short-Term Investments
Money Market Funds		138,076,302			-		-		138,076,302
U.S. Treasury Bills		-			549,990		-		549,990
Total Investments in Securities	$	142,770,290		$	2,109,366,303	$	47,740,200	$	2,299,876,793
Other Financial Instruments (1)
Futures Contracts	$	147,904		$	-	$	-	$	147,904
Forward Contracts		(111,060	)		-		-		(111,060	)
Swaps					1,738				1,738
Total Investments in Other Financial Instruments	$	36,844		$	1,738	$	-	$	38,582
Muni Bond Fund
	Level 1			Level 2		Level 3		Total
Municipal Bonds
Education	$	-		$	99,527,238	$	-	$	99,527,238
General Obligation		-			395,939,455		3,161,270		399,100,725
General Revenue		-			302,904,449		14,900,355		317,804,804
Healthcare		-			148,779,297		20,994,452		169,773,749
Housing		-			46,282,539				46,282,539
Transportation		-			148,783,990				148,783,990
Utilities		-			112,723,404		3,266,567		115,989,971
Short-Term Investments		13,839,990			-		-		13,839,990
Total Investments in Securities	$	13,839,990		$	1,254,940,372	$	42,322,644	$	1,311,103,006

Large Cap Growth Fund
	Level 1		Level 2		Level 3		Total
Common Stocks
Consumer Discretionary	$	476,022,577	$	-	$	-	$	476,022,577
Consumer Staples		217,423,511		-		-		217,423,511
Energy		77,472,094		-		-		77,472,094
Financials		193,882,400		-		-		193,882,400
Healthcare		387,979,740		-		-		387,979,740
Industrials		189,984,132		-		-		189,984,132
Information Technology		823,769,281		-		-		823,769,281
Materials		73,225,274		-		-		73,225,274
Telecommunication Services		23,104,336		-		-		23,104,336
Utilities		129,014		-		-		129,014
Short-Term Investments		95,573,585		-		-		95,573,585
Total Investments in Securities	$	2,558,565,944	$	-	$	-	$	2,558,565,944
Other Financial Instruments (1)
Futures Contracts	$	86,603	$	-	$	-	$	86,603
Total Investments in Other Financial Instruments	$	86,603	$	-	$	-	$	86,603
Large Cap Value Fund
	Level 1		Level 2		Level 3		Total
Common Stocks
Consumer Discretionary	$	235,023,483	$	14,023,182	$	-	$	249,046,665
Consumer Staples		169,687,541		-		-		169,687,541
Energy		174,367,745		-		-		174,367,745
Financials		454,744,717		-		-		454,744,717
Healthcare		239,656,827		-		-		239,656,827
Industrials		327,926,435		-		-		327,926,435
Information Technology		246,819,661		29,540,553		-		276,360,214
Materials		154,794,210		-		-		154,794,210
Telecommunication Services		27,182,679		-		-		27,182,679
Utilities		15,147,144		-		-		15,147,144
Short-Term Investments		134,805,069		-		-		134,805,069
Total Investments in Securities	$	2,180,155,511	$	43,563,735	$	-	$	2,223,719,246
Other Financial Instruments (1)
Futures Contracts	$	38,993	$	-	$	-	$	38,993
Total Investments in Other Financial Instruments	$	38,993	$	-	$	-	$	38,993
Small/Mid Cap Growth Fund
	Level 1		Level 2		Level 3		Total
Common Stocks
Consumer Discretionary	$	218,948,183	$	-	$	-	$	218,948,183
Consumer Staples		90,119,851		-		-		90,119,851
Energy		37,893,911		-		-		37,893,911
Financials		173,633,215		-		-		173,633,215
Healthcare		248,721,807		-		-		248,721,807
Industrials		219,371,326		-		-		219,371,326
Information Technology		299,224,921		-		-		299,224,921
Materials		42,368,717		-		-		42,368,717
Telecommunication Services		12,991,658		-		-		12,991,658
Utilities		2,568,802		-		-		2,568,802
Rights
Consumer Discretionary		-		1,285		-		1,285
Healthcare						57,056		57,056
Short-Term Investments		67,625,953		-		-		67,625,953
Total Investments in Securities	$	1,413,468,344	$	1,285	$	57,056	$	1,413,526,685
Other Financial Instruments (1)
Futures Contracts	$	37,525	$	-	$	-	$	37,525
Total Investments in Other Financial Instruments	$	37,525	$	-	$	-	$	37,525

Small/Mid Cap Value Fund
	Level 1		Level 2		Level 3		Total
Common Stocks
Consumer Discretionary	$	93,431,428	$	-	$	-	$	93,431,428
Consumer Staples		24,515,412		-		-		24,515,412
Energy		27,124,642		-		-		27,124,642
Financials		229,909,465		-		400		229,909,865
Healthcare		70,845,736		-		-		70,845,736
Industrials		107,126,109		-		-		107,126,109
Information Technology		122,381,888		-		-		122,381,888
Materials		57,866,044		-		-		57,866,044
Telecommunication Services		4,596,228		-		-		4,596,228
Utilities		35,718,968		-		-		35,718,968
Short-Term Investments		34,353,782		-		-		34,353,782
Total Investments in Securities	$	807,869,702	$	-	$	400	$	807,870,102
Other Financial Instruments (1)
Futures Contracts	$	3,935	$	-	$	-	$	3,935
Total Investments in Other Financial Instruments	$	3,935	$	-	$	-	$	3,935
International Equity Fund
	Level 1		Level 2		Level 3		Total
Common Stocks
Consumer Discretionary	$	53,949,228	$	300,397,789	$	-	$	354,347,017
Consumer Staples		39,827,137		302,752,038		-		342,579,175
Energy		30,104,607		79,504,806		-		109,609,413
Financials		31,842,552		284,919,603		50,824		316,812,979
Healthcare		67,453,274		189,961,352		-		257,414,626
Industrials		25,744,420		215,508,292		-		241,252,712
Information Technology		120,552,844		168,391,839		-		288,944,683
Materials		1,682,310		69,807,457		-		71,489,767
Telecommunication Services		9,833,170		91,660,259		-		101,493,429
Utilities		-		40,389,996		-		40,389,996
Rights
Financials		2,203		-		-		2,203
Materials		-		13,149		-		13,149
Preferred Stocks
Consumer Discretionary		-		194,072		-		194,072
Consumer Staples		-		38,248		-		38,248
Financials		-		7,935		-		7,935
Short-Term Investments		85,923,039		-		-		85,923,039
Total Investments in Securities	$	466,914,784	$	1,743,546,835	$	50,824	$	2,210,512,443

(1) Derivative instruments, including futures and forward foreign currency exchange contracts are reported at the cumulative unrealized appreciation/depreciation of the instrument within the Funds’ Summary Schedule of Investments. Credit default swaps are reported at value.

The Funds recognize all transfers at the end of the reporting period. Transfers from Level 1 and Level 2 to Level 3 are generally due to a decline in market activity which resulted in a lack of or fewer observable market inputs used to determine price. Transfers from Level 3 to Level 2 are generally the result of increased market activity, resulting in an increase in the number of observable inputs used to determine price.

The Core Bond, Core Plus Bond, Muni Bond, Small/Mid Cap Growth, Small/Mid Cap Value and International Equity Funds all held Level 3 securities at the end of the period. In the aggregate, securities classified as Level 3 in the Small/Mid Cap Growth, Small/Mid Cap Value and International Equity Funds have been deemed quantitatively insignificant.

The following tables include both the transfers between levels and a rollforward of the balances of investments classified as Level 3 for each Fund which held Level 3 securities deemed to be quantitatively significant in the aggregate.

Below are the transfers between levels during the reporting period from July 1, 2015 to March 31, 2016.

	Core Bond Fund
Transfers into Level 1	$	-
Transfers out of Level 1 *		-
Net transfers out of Level 1	$	-
Transfers into Level 2 *	$	88,995,886
Transfers out of Level 2 *		(37,914,683	)
Net transfers into Level 2	$	51,081,203
Transfers into Level 3 *	$	37,914,683
Transfers out of Level 3		(88,995,886	)
Net transfers out of Level 3	$	(51,081,203	)

*Securities transferred from Level 1 and Level 2 to Level 3 because of the lack of observable market data.

Below is a roll forward which details the activity of securities in Level 3 during the period ended March 31, 2016:

	Core Bond Fund			Core Plus Bond Fund			Muni Bond Fund
Beginning Balance - June 30, 2015	$	312,609,326		$	-		$	-
Purchases		86,322,714			49,647,542			41,908,507
Sales proceeds and paydowns		(87,480,867	)		(2,143,263	)		(30,000	)
Transfers into Level 3		37,914,683			-			-
Transfer out of Level 3		(88,995,886	)		-			-
Realized gains/(losses), net		534,419			75,880			(1,031	)
Change in unrealized gains/(losses), net		(5,769,355	)		160,041			445,168
Ending Balance - March 31, 2016	$	255,135,034		$	47,740,200		$	42,322,644

The following provides a general description of the impact of a change in an unobservable input on the fair value measurement and the interrelationship of unobservable inputs, where relevant and significant. Interrelationships may also exist between observable and unobservable inputs (for example, as interest rates rise, prepayment rates decline).

Significant unobservable inputs used by the third-party pricing vendors and broker-dealers generally include prepayment rates, interest rates, probability of default and loss severity in the event of default. Significant increases (decreases) in any of those inputs in isolation could result in a significantly lower (higher) fair value measurement. Generally, a change in the assumption used for the probability of default is accompanied by a directionally similar change in the assumption used for the loss severity and a directionally opposite change in the assumption used for prepayment rates.

Additionally, third-party pricing vendors and broker-dealers could use market activity related to comparable securities to supplement the inputs noted above. Usually, an increase (decrease) in the price of a comparable bond would result in a higher (lower) fair value measurement.

The following table presents information about unobservable inputs related to the Funds’ categories of Level 3 investments as of March 31, 2016:

Core Bond Fund
Investment Type	Fair Value at 3/31/16		Valuation Methodology	Unobservable Inputs	Input Value/Range			Weighted Average
Asset-Backed Obligations	$	133,413,278	Discounted Cash Flow	Internal Rate of Return		0.00%-7.80	%		3.66	%
				Life expectancy (in months)		0 - 372			17.95
Asset-Backed Obligations	$	29,916,863	Indicative market quotations	Broker quote	$	2.75-$101.191		$	97.98
Corporate Bonds	$	6,385,127	Market activity	Recent transaction	$	99.83		$	99.83
Government Related	$	5,689,945	Indicative market quotations	Broker quote	$	99.249		$	99.249
Mortgage-Backed Obligations	$	76,278,537	Discounted Cash Flow	Internal Rate of Return		0.00%-66.92	%		4.21	%
				Life expectancy (in months)		0 - 256			48.81
Mortgage-Backed Obligations	$	451,284	Indicative market quotations	Broker quote	$	1.90625-$12.78125		$	10.05
Mortgage-Backed Obligations	$	3,000,000	Fair Value	Recent transaction	$	100.00		$	100.00
Core Plus Bond Fund
Investment Type	Fair Value at 3/31/16		Valuation Methodology	Unobservable Inputs	Input Value/Range			Weighted Average
Asset-Backed Obligations	$	12,733,366	Discounted Cash Flow	Internal Rate of Return		0.00%-7.464	%		4.49	%
				Life expectancy (in months)		0 - 273.6			101.64
Corporate Bonds	$	3,923,512	Discounted Cash Flow	Internal Rate of Return		0.00%-8.768	%		3.45	%
				Conversion Ratio		10.62-69.54			41.36
Mortgage-Backed Obligations	$	31,083,322	Discounted Cash Flow	Internal Rate of Return		0.00%-7.851	%		4.29	%
				Life expectancy (in months)		0 -112.56			41.01
Municipal Bond Fund
Investment Type	Fair Value at 3/31/16		Valuation Methodology	Unobservable Inputs	Input Value/Range			Weighted Average
Municipal Bonds	$	42,322,644	Internal Yield Curves	Internal Rate of Return		0.79%-6.698	%		3.33	%

5. DERIVATIVE INSTRUMENTS

The Funds’ average monthly notional amount of derivatives during the period ended March 31, 2016 were as follows:

	Average Monthly Notional Amount of:
	Purchased Futures		Sold Futures			Purchased Swaps		Sold Swaps		Forward Contracts
Core Bond Fund	$	377,719,310	$	(121,833,482	)	$	-	$	-	$	-
Core Plus Bond Fund		40,751,040		(45,744,627	)		2,001,667		1,222,222		12,085,441
Muni Bond Fund		-		-			-		-		-
Large Cap Growth Fund		1,649,528		-			-		-		-
Large Cap Value Fund		1,598,086		-			-		-		-
Small/Mid Cap Growth Fund		1,966,384		-			-		-		-
Small/Mid Cap Value Fund		437,523		-			-		-		-
International Fund		-		-			-		-		-

6. FEDERAL TAX INFORMATION

The cost basis of investments for federal income tax purposes at March 31, 2016 was as follows:¹

	Core Bond Fund			Core Plus Bond Fund			Muni Bond Fund			Large Cap Growth Fund			Large Cap Value Fund			Small/Mid Cap Growth Fund			Small/Mid Cap Value Fund			International Equity Fund
Cost of Investments	$	10,290,960,257		$	2,278,664,638		$	1,285,499,443		$	2,543,700,895		$	2,277,397,844		$	1,479,042,774		$	837,013,569		$	2,362,673,024
Gross unrealized appreciation		291,148,518			36,508,154			26,870,020			175,669,657			102,343,215			66,913,687			39,559,647			136,320,502
Gross unrealized depreciation		(51,673,107	)		(15,295,999	)		(1,266,457	)		(160,804,608	)		(156,021,813	)		(132,429,776	)		(68,703,114	)		(288,481,083	)
Net unrealized appreciation	$	239,475,411		$	21,212,155		$	25,603,563		$	14,865,049		$	(53,678,598	)	$	(65,516,089	)	$	(29,143,467	)	$	(152,160,581	)

¹Because tax adjustments are calculated annually, the above table does not reflect any tax adjustments. Tax information for the Funds will be available in the shareholder report for the year ending June 30, 2016.

7. RISKS

Investing in the Funds may involve certain risks including, but not limited to, those described below. Please refer to the Funds’ prospectus and Statements of Additional Information for more information on risks associated with investing in the Funds.

a) Interest Rate Risk - Certain Funds invest in fixed income securities that change in value based on changes in interest rates. If rates increase, the value of these investments generally declines. On the other hand, if rates fall, the value of these investments generally increases. Fixed income markets have experienced historically low interest rates for an extended period of time, which may increase the risk of interest rates rising in the future as a result of market forces, government action or other factors. The value of a fixed income security with greater duration will be more sensitive to changes in interest rates than a similar security with less duration. Duration is a measure of the sensitivity of the price of a fixed income security (or a portfolio of fixed income securities) to changes in interest rates. The prices of fixed income securities with less duration generally will be less affected by changes in interest rates than the prices of fixed income securities with greater duration. For example, a five-year duration means the fixed income security is expected to decrease in value by 5% if interest rates rise 1% and increase in value by 5% if interest rates fall 1%, holding other factors constant. Usually, the changes in the value of fixed income securities will not affect cash income generated, but may affect the value of your investment in the Fund. Floating rate instruments also react to interest rate changes in a similar manner although generally to a lesser degree (depending, however, on the characteristics of the reset terms, including the benchmark rate chosen, frequency of reset and reset caps or floors, among other things). Zero coupon bonds have longer durations than coupon-bearing bonds with comparable maturities and generally experience greater volatility in response to changing interest rates.

b) Liquidity Risk - Low trading volume, a lack of a market maker, or contractual or legal restrictions may limit or prevent a Fund from selling securities or closing derivative positions at desirable times or prices. During times of significant market or economic turmoil, usually liquid markets for certain of a Fund’s investments may experience extreme reductions in buy-side demand, which may result in values of a Fund’s portfolio securities declining significantly over short or extended periods of time. These reductions in value may occur regardless of whether there has been a change in interest rates or a change in the credit rating of the issuer of the security. Under certain adverse market or economic conditions, Fund investments previously determined to be liquid may be deemed to be illiquid, and, because of regulatory limitations on investments in illiquid securities, a Fund may not be able to make or gain the desired level of exposure to certain investments that it otherwise would.

c) Credit Risk -There is a risk that issuers and counterparties will not make payments on securities, repurchase agreements or other investments held by a Fund. Such defaults could result in losses to a Fund. In addition, the credit quality of securities held by a Fund may be lowered if an issuer’s financial condition changes. Lower credit quality may lead to greater volatility in the price of a security and in shares of a Fund. Lower credit quality also may affect liquidity and make it difficult for the Fund to sell the security. A Fund may invest in securities that are rated in the lowest investment grade category. Such securities may exhibit speculative characteristics similar to high yield securities, and issuers of such securities may be more vulnerable to changes in economic conditions than issuers of higher grade securities.

d) Counterparty Risk -When a Fund enters into an investment contract, such as a derivative or a repurchase agreement, the Fund is exposed to the risk that the other party will not fulfill its contractual obligations. For example, in a repurchase agreement, there exists the risk that a Fund buys a security from a seller (counterparty) that agrees to repurchase the security at an agreed upon price and time, but the counterparty later fails to repurchase the security.

e) Market Risk -Various market risks can affect the price or liquidity of an issuer’s securities in which a Fund may invest. Returns from the securities in which a Fund invests may underperform returns from the various general securities markets or different asset classes. Different types of securities tend to go through cycles of outperformance and underperformance in comparison to the general securities markets. Adverse events occurring with respect to an issuer’s performance or financial position can depress the value of the issuer’s securities. The liquidity in a market for a particular security will affect its value and may be affected by factors relating to the issuer, as well as the depth of the market for that security. Declines in dealer market-making capacity as a result of structural or regulatory changes could decrease liquidity and/or increase volatility in the fixed income markets. As a result, a Fund’s value may fluctuate and/or a Fund may experience increased redemptions from shareholders, which may impact the Fund’s liquidity or force the Fund to sell securities into a declining or illiquid market. Other market risks that can affect value include a market’s current attitudes about types of securities, market reactions to political or economic events, including litigation, and tax and regulatory effects (including lack of adequate regulations for a market or particular type of instrument).

f) Equity Risk -Since certain Funds purchase equity securities, those Funds are subject to equity risk. This is the risk that stock prices will fall over short or extended periods of time. Although the stock market has historically outperformed other asset classes over the long term, the stock market tends to move in cycles. Individual stock prices may fluctuate drastically from day-to-day and may underperform other asset classes over an extended period of time. Individual companies may report poor results or be negatively affected by industry and/or economic trends and developments. The prices of securities issued by such companies may suffer a decline in response. These price movements may result from factors affecting individual companies, industries or the securities market as a whole.

g) Multi-Manager and Multi-Style Management Risk -Fund performance is dependent upon the success of the Adviser and the Sub-advisers in implementing a Fund’s investment strategies in pursuit of its objective. To a significant extent, a Fund’s performance will depend on the success of the Adviser’s methodology in allocating the Fund’s assets to Sub-advisers and its selection and oversight of the Sub-advisers and on a Sub-adviser’s skill in executing the relevant strategy and selecting investments for the Fund. There can be no assurance that the Adviser or Sub-advisers will be successful in this regard. In addition, because portions of each Fund’s assets are managed by different Sub-advisers using different styles/strategies, a Fund could experience overlapping security transactions. Certain Sub-advisers may be purchasing securities at the same time that other Sub-advisers may be selling those same securities, which may lead to higher transaction expenses compared to a fund using a single investment management style. The Adviser’s and the Sub-advisers’ judgments about the attractiveness, value and potential appreciation of a particular asset class or individual security in which a Fund invests may prove to be incorrect, and there is no guarantee that the Adviser’s or a Sub-adviser’s judgment will produce the desired results. In addition, a Fund may allocate its assets so as to under- or over-emphasize certain strategies or investments under market conditions that are not optimal, in which case a Fund’s value may be adversely affected.

h) Foreign Securities Risk -The securities of foreign issuers, including ADRs and GDRs, may be less liquid and more volatile than securities of comparable U.S. issuers. The costs associated with securities transactions are often higher in foreign countries than the United States. Additionally, investments in securities of foreign issuers, even those publicly traded in the United States, may involve risks which are in addition to those inherent in domestic investments. Foreign companies may not be subject to the same regulatory requirements of U.S. companies, and as a consequence, there may be less publicly available information about such companies. Also, foreign companies may not be subject to uniform accounting, auditing, and financial reporting standards and requirements comparable to those applicable to U.S. companies. Foreign governments and foreign economies, particularly in emerging markets, may be less stable than the U.S. Government and the U.S. economy.

i) Currency Risk -While the Funds’ net assets are valued in U.S. dollars, the securities of foreign companies are frequently denominated in foreign currencies. Thus, a change in the value of a foreign currency against the U.S. dollar will result in a corresponding change in value of securities denominated in that currency. Some of the factors that may impair the investments denominated in a foreign currency are: (1) it may be expensive to convert foreign currencies into U.S. dollars and vice versa; (2) complex political and economic factors may significantly affect the values of various currencies, including U.S. dollars, and their exchange rates; (3) government intervention may increase risks involved in purchasing or selling foreign currency options, forward contracts and futures contracts, since exchange rates may not be free to fluctuate in response to other market forces; (4) there may be no systematic reporting of last sale information for foreign currencies or regulatory requirement that quotations available through dealers or other market sources be firm or revised on a timely basis; (5) available quotation information is generally representative of very large round-lot transactions in the inter-bank market and thus may not reflect exchange rates for smaller odd-lot transactions (less than $1 million) where rates may be less favorable; and (6) the inter-bank market in foreign currencies is a global, around-the-clock market. To the extent that a market is closed while the markets for the underlying currencies remain open, certain markets may not always reflect significant price and rate movements.

j) Geographic Focus Risk -To the extent that a significant portion of a Fund’s portfolio is invested in the securities of companies in a particular country or region, a Fund may be more susceptible to economic, political, regulatory or other events or conditions affecting issuers within that country or region. As a result, a Fund may be subject to greater price volatility and risk of loss than a fund holding more geographically diverse investments.

Item 2. Controls and Procedures.

(a) The Registrant’s President and Treasurer have concluded that the Registrant's disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940 (the “1940 Act”)) (17 CFR 270.30a-3(c)) are effective as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on the evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rule 13a-15(b) or Rule 15d‑15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(d)).

(b) There were no changes in the Registrant's internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act) (17 CFR 270.30a-3(d)) that occurred during the Registrant's last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the Registrant's internal control over financial reporting.

Item 3. Exhibits.

Separate certifications for each principal executive officer and principal financial officer of the Registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)).  Filed herewith.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

(Registrant)   Bridge Builder Trust                                                                 

By (Signature and Title)  /s/ Joseph Neuberger                                                      

                                                            Joseph Neuberger, President

Date                          May 24, 2016                                                                                                         

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

By (Signature and Title)* /s/ Joseph Neuberger                                                     

                                             Joseph Neuberger, President

Date                          May 24, 2016                                                                               

By (Signature and Title)*  /s/ Jason Hadler                                                            

                                              Jason Hadler, Treasurer/Principal Financial Officer

Date                          May 24, 2016                                                                               

* Print the name and title of each signing officer under his or her signature.